CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 1.3332 1.3271 -0.0061 -0.5% 1.3328
High 1.3342 1.3282 -0.0060 -0.4% 1.3366
Low 1.3241 1.3154 -0.0087 -0.7% 1.3152
Close 1.3282 1.3175 -0.0107 -0.8% 1.3312
Range 0.0101 0.0128 0.0027 26.7% 0.0214
ATR 0.0096 0.0098 0.0002 2.4% 0.0000
Volume 102,962 131,539 28,577 27.8% 555,724
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.3588 1.3509 1.3245
R3 1.3460 1.3381 1.3210
R2 1.3332 1.3332 1.3198
R1 1.3253 1.3253 1.3187 1.3229
PP 1.3204 1.3204 1.3204 1.3191
S1 1.3125 1.3125 1.3163 1.3101
S2 1.3076 1.3076 1.3152
S3 1.2948 1.2997 1.3140
S4 1.2820 1.2869 1.3105
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.3919 1.3829 1.3430
R3 1.3705 1.3615 1.3371
R2 1.3491 1.3491 1.3351
R1 1.3401 1.3401 1.3332 1.3339
PP 1.3277 1.3277 1.3277 1.3246
S1 1.3187 1.3187 1.3292 1.3125
S2 1.3063 1.3063 1.3273
S3 1.2849 1.2973 1.3253
S4 1.2635 1.2759 1.3194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3366 1.3152 0.0214 1.6% 0.0109 0.8% 11% False False 116,146
10 1.3505 1.3152 0.0353 2.7% 0.0107 0.8% 7% False False 109,206
20 1.3533 1.3152 0.0381 2.9% 0.0097 0.7% 6% False False 65,693
40 1.3747 1.3152 0.0595 4.5% 0.0093 0.7% 4% False False 33,426
60 1.4463 1.3152 0.1311 10.0% 0.0093 0.7% 2% False False 22,363
80 1.4463 1.3152 0.1311 10.0% 0.0086 0.6% 2% False False 16,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3826
2.618 1.3617
1.618 1.3489
1.000 1.3410
0.618 1.3361
HIGH 1.3282
0.618 1.3233
0.500 1.3218
0.382 1.3203
LOW 1.3154
0.618 1.3075
1.000 1.3026
1.618 1.2947
2.618 1.2819
4.250 1.2610
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 1.3218 1.3248
PP 1.3204 1.3224
S1 1.3189 1.3199

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

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