CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 12-Mar-2018
Day Change Summary
Previous Current
09-Mar-2018 12-Mar-2018 Change Change % Previous Week
Open 1.3815 1.3857 0.0042 0.3% 1.3815
High 1.3893 1.3920 0.0027 0.2% 1.3936
Low 1.3791 1.3843 0.0052 0.4% 1.3772
Close 1.3852 1.3910 0.0058 0.4% 1.3852
Range 0.0102 0.0077 -0.0025 -24.5% 0.0164
ATR 0.0123 0.0120 -0.0003 -2.7% 0.0000
Volume 123,820 105,526 -18,294 -14.8% 624,318
Daily Pivots for day following 12-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.4122 1.4093 1.3952
R3 1.4045 1.4016 1.3931
R2 1.3968 1.3968 1.3924
R1 1.3939 1.3939 1.3917 1.3954
PP 1.3891 1.3891 1.3891 1.3898
S1 1.3862 1.3862 1.3903 1.3877
S2 1.3814 1.3814 1.3896
S3 1.3737 1.3785 1.3889
S4 1.3660 1.3708 1.3868
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.4345 1.4263 1.3942
R3 1.4181 1.4099 1.3897
R2 1.4017 1.4017 1.3882
R1 1.3935 1.3935 1.3867 1.3976
PP 1.3853 1.3853 1.3853 1.3874
S1 1.3771 1.3771 1.3837 1.3812
S2 1.3689 1.3689 1.3822
S3 1.3525 1.3607 1.3807
S4 1.3361 1.3443 1.3762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3936 1.3784 0.0152 1.1% 0.0099 0.7% 83% False False 119,729
10 1.4006 1.3719 0.0287 2.1% 0.0104 0.7% 67% False False 130,035
20 1.4160 1.3719 0.0441 3.2% 0.0115 0.8% 43% False False 123,195
40 1.4370 1.3565 0.0805 5.8% 0.0141 1.0% 43% False False 144,395
60 1.4370 1.3364 0.1006 7.2% 0.0121 0.9% 54% False False 125,522
80 1.4370 1.3129 0.1241 8.9% 0.0116 0.8% 63% False False 96,413
100 1.4370 1.3098 0.1272 9.1% 0.0113 0.8% 64% False False 77,168
120 1.4370 1.3097 0.1273 9.2% 0.0110 0.8% 64% False False 64,315
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4247
2.618 1.4122
1.618 1.4045
1.000 1.3997
0.618 1.3968
HIGH 1.3920
0.618 1.3891
0.500 1.3882
0.382 1.3872
LOW 1.3843
0.618 1.3795
1.000 1.3766
1.618 1.3718
2.618 1.3641
4.250 1.3516
Fisher Pivots for day following 12-Mar-2018
Pivot 1 day 3 day
R1 1.3901 1.3891
PP 1.3891 1.3871
S1 1.3882 1.3852

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

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