CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 1.3157 1.3143 -0.0014 -0.1% 1.3163
High 1.3200 1.3169 -0.0031 -0.2% 1.3240
Low 1.3115 1.3120 0.0005 0.0% 1.3101
Close 1.3150 1.3153 0.0003 0.0% 1.3139
Range 0.0085 0.0049 -0.0036 -42.4% 0.0139
ATR 0.0097 0.0094 -0.0003 -3.6% 0.0000
Volume 100,969 85,278 -15,691 -15.5% 478,153
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3294 1.3273 1.3180
R3 1.3245 1.3224 1.3166
R2 1.3196 1.3196 1.3162
R1 1.3175 1.3175 1.3157 1.3186
PP 1.3147 1.3147 1.3147 1.3153
S1 1.3126 1.3126 1.3149 1.3137
S2 1.3098 1.3098 1.3144
S3 1.3049 1.3077 1.3140
S4 1.3000 1.3028 1.3126
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.3577 1.3497 1.3215
R3 1.3438 1.3358 1.3177
R2 1.3299 1.3299 1.3164
R1 1.3219 1.3219 1.3152 1.3190
PP 1.3160 1.3160 1.3160 1.3145
S1 1.3080 1.3080 1.3126 1.3051
S2 1.3021 1.3021 1.3114
S3 1.2882 1.2941 1.3101
S4 1.2743 1.2802 1.3063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3240 1.3109 0.0131 1.0% 0.0069 0.5% 34% False False 87,985
10 1.3240 1.2988 0.0252 1.9% 0.0085 0.6% 65% False False 102,214
20 1.3403 1.2988 0.0415 3.2% 0.0099 0.8% 40% False False 117,468
40 1.3533 1.2988 0.0545 4.1% 0.0099 0.8% 30% False False 103,120
60 1.3695 1.2988 0.0707 5.4% 0.0096 0.7% 23% False False 69,546
80 1.4463 1.2988 0.1475 11.2% 0.0095 0.7% 11% False False 52,223
100 1.4463 1.2988 0.1475 11.2% 0.0092 0.7% 11% False False 41,788
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3377
2.618 1.3297
1.618 1.3248
1.000 1.3218
0.618 1.3199
HIGH 1.3169
0.618 1.3150
0.500 1.3145
0.382 1.3139
LOW 1.3120
0.618 1.3090
1.000 1.3071
1.618 1.3041
2.618 1.2992
4.250 1.2912
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 1.3150 1.3158
PP 1.3147 1.3156
S1 1.3145 1.3155

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

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