CME British Pound Future June 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 1.4082 1.4057 -0.0025 -0.2% 1.3911
High 1.4123 1.4204 0.0081 0.6% 1.4057
Low 1.4039 1.4053 0.0014 0.1% 1.3901
Close 1.4056 1.4184 0.0128 0.9% 1.3996
Range 0.0084 0.0151 0.0067 79.8% 0.0156
ATR 0.0109 0.0112 0.0003 2.7% 0.0000
Volume 98,448 150,729 52,281 53.1% 337,178
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.4600 1.4543 1.4267
R3 1.4449 1.4392 1.4226
R2 1.4298 1.4298 1.4212
R1 1.4241 1.4241 1.4198 1.4270
PP 1.4147 1.4147 1.4147 1.4161
S1 1.4090 1.4090 1.4170 1.4119
S2 1.3996 1.3996 1.4156
S3 1.3845 1.3939 1.4142
S4 1.3694 1.3788 1.4101
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.4453 1.4380 1.4082
R3 1.4297 1.4224 1.4039
R2 1.4141 1.4141 1.4025
R1 1.4068 1.4068 1.4010 1.4105
PP 1.3985 1.3985 1.3985 1.4003
S1 1.3912 1.3912 1.3982 1.3949
S2 1.3829 1.3829 1.3967
S3 1.3673 1.3756 1.3953
S4 1.3517 1.3600 1.3910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4204 1.3945 0.0259 1.8% 0.0115 0.8% 92% True False 124,025
10 1.4204 1.3843 0.0361 2.5% 0.0107 0.8% 94% True False 78,715
20 1.4204 1.3779 0.0425 3.0% 0.0105 0.7% 95% True False 41,137
40 1.4415 1.3779 0.0636 4.5% 0.0129 0.9% 64% False False 20,870
60 1.4415 1.3450 0.0965 6.8% 0.0113 0.8% 76% False False 13,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4846
2.618 1.4599
1.618 1.4448
1.000 1.4355
0.618 1.4297
HIGH 1.4204
0.618 1.4146
0.500 1.4129
0.382 1.4111
LOW 1.4053
0.618 1.3960
1.000 1.3902
1.618 1.3809
2.618 1.3658
4.250 1.3411
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 1.4166 1.4152
PP 1.4147 1.4119
S1 1.4129 1.4087

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

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