CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 20-Jun-2018
Day Change Summary
Previous Current
19-Jun-2018 20-Jun-2018 Change Change % Previous Week
Open 1.3298 1.3224 -0.0074 -0.6% 1.3468
High 1.3329 1.3269 -0.0060 -0.5% 1.3505
Low 1.3204 1.3199 -0.0005 0.0% 1.3266
Close 1.3221 1.3239 0.0018 0.1% 1.3337
Range 0.0125 0.0070 -0.0055 -44.0% 0.0239
ATR 0.0095 0.0093 -0.0002 -1.9% 0.0000
Volume 109,033 109,082 49 0.0% 391,348
Daily Pivots for day following 20-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.3446 1.3412 1.3278
R3 1.3376 1.3342 1.3258
R2 1.3306 1.3306 1.3252
R1 1.3272 1.3272 1.3245 1.3289
PP 1.3236 1.3236 1.3236 1.3244
S1 1.3202 1.3202 1.3233 1.3219
S2 1.3166 1.3166 1.3226
S3 1.3096 1.3132 1.3220
S4 1.3026 1.3062 1.3201
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.4086 1.3951 1.3468
R3 1.3847 1.3712 1.3403
R2 1.3608 1.3608 1.3381
R1 1.3473 1.3473 1.3359 1.3421
PP 1.3369 1.3369 1.3369 1.3344
S1 1.3234 1.3234 1.3315 1.3182
S2 1.3130 1.3130 1.3293
S3 1.2891 1.2995 1.3271
S4 1.2652 1.2756 1.3206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3505 1.3199 0.0306 2.3% 0.0105 0.8% 13% False True 102,267
10 1.3533 1.3199 0.0334 2.5% 0.0097 0.7% 12% False True 69,207
20 1.3533 1.3199 0.0334 2.5% 0.0092 0.7% 12% False True 37,587
40 1.4088 1.3199 0.0889 6.7% 0.0093 0.7% 4% False True 18,939
60 1.4463 1.3199 0.1264 9.5% 0.0091 0.7% 3% False True 12,689
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 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3567
2.618 1.3452
1.618 1.3382
1.000 1.3339
0.618 1.3312
HIGH 1.3269
0.618 1.3242
0.500 1.3234
0.382 1.3226
LOW 1.3199
0.618 1.3156
1.000 1.3129
1.618 1.3086
2.618 1.3016
4.250 1.2902
Fisher Pivots for day following 20-Jun-2018
Pivot 1 day 3 day
R1 1.3237 1.3265
PP 1.3236 1.3256
S1 1.3234 1.3248

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

View Archives - Comment on this page... - Back to Index of Symbols