CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 1.4111 1.3991 -0.0120 -0.9% 1.4171
High 1.4173 1.4021 -0.0152 -1.1% 1.4302
Low 1.3975 1.3857 -0.0118 -0.8% 1.4004
Close 1.4023 1.3979 -0.0044 -0.3% 1.4152
Range 0.0198 0.0164 -0.0034 -17.2% 0.0298
ATR 0.0140 0.0142 0.0002 1.3% 0.0000
Volume 140,889 183,699 42,810 30.4% 734,243
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.4444 1.4376 1.4069
R3 1.4280 1.4212 1.4024
R2 1.4116 1.4116 1.4009
R1 1.4048 1.4048 1.3994 1.4000
PP 1.3952 1.3952 1.3952 1.3929
S1 1.3884 1.3884 1.3964 1.3836
S2 1.3788 1.3788 1.3949
S3 1.3624 1.3720 1.3934
S4 1.3460 1.3556 1.3889
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.5047 1.4897 1.4316
R3 1.4749 1.4599 1.4234
R2 1.4451 1.4451 1.4207
R1 1.4301 1.4301 1.4179 1.4227
PP 1.4153 1.4153 1.4153 1.4116
S1 1.4003 1.4003 1.4125 1.3929
S2 1.3855 1.3855 1.4097
S3 1.3557 1.3705 1.4070
S4 1.3259 1.3407 1.3988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4302 1.3857 0.0445 3.2% 0.0154 1.1% 27% False True 155,252
10 1.4370 1.3857 0.0513 3.7% 0.0180 1.3% 24% False True 170,971
20 1.4370 1.3486 0.0884 6.3% 0.0150 1.1% 56% False False 151,357
40 1.4370 1.3353 0.1017 7.3% 0.0118 0.8% 62% False False 115,719
60 1.4370 1.3116 0.1254 9.0% 0.0111 0.8% 69% False False 77,777
80 1.4370 1.3098 0.1272 9.1% 0.0109 0.8% 69% False False 58,374
100 1.4370 1.3097 0.1273 9.1% 0.0108 0.8% 69% False False 46,709
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4718
2.618 1.4450
1.618 1.4286
1.000 1.4185
0.618 1.4122
HIGH 1.4021
0.618 1.3958
0.500 1.3939
0.382 1.3920
LOW 1.3857
0.618 1.3756
1.000 1.3693
1.618 1.3592
2.618 1.3428
4.250 1.3160
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 1.3966 1.4079
PP 1.3952 1.4045
S1 1.3939 1.4012

These figures are updated between 7pm and 10pm EST after a trading day.

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