CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 1.2957 1.2904 -0.0053 -0.4% 1.3131
High 1.2980 1.2929 -0.0051 -0.4% 1.3200
Low 1.2872 1.2833 -0.0039 -0.3% 1.2997
Close 1.2913 1.2865 -0.0048 -0.4% 1.3028
Range 0.0108 0.0096 -0.0012 -11.1% 0.0203
ATR 0.0093 0.0093 0.0000 0.3% 0.0000
Volume 107,107 105,490 -1,617 -1.5% 501,690
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3164 1.3110 1.2918
R3 1.3068 1.3014 1.2891
R2 1.2972 1.2972 1.2883
R1 1.2918 1.2918 1.2874 1.2897
PP 1.2876 1.2876 1.2876 1.2865
S1 1.2822 1.2822 1.2856 1.2801
S2 1.2780 1.2780 1.2847
S3 1.2684 1.2726 1.2839
S4 1.2588 1.2630 1.2812
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3684 1.3559 1.3140
R3 1.3481 1.3356 1.3084
R2 1.3278 1.3278 1.3065
R1 1.3153 1.3153 1.3047 1.3114
PP 1.3075 1.3075 1.3075 1.3056
S1 1.2950 1.2950 1.3009 1.2911
S2 1.2872 1.2872 1.2991
S3 1.2669 1.2747 1.2972
S4 1.2466 1.2544 1.2916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3064 1.2833 0.0231 1.8% 0.0081 0.6% 14% False True 93,188
10 1.3200 1.2833 0.0367 2.9% 0.0079 0.6% 9% False True 95,046
20 1.3328 1.2833 0.0495 3.8% 0.0096 0.7% 6% False True 108,348
40 1.3505 1.2833 0.0672 5.2% 0.0101 0.8% 5% False True 113,680
60 1.3645 1.2833 0.0812 6.3% 0.0095 0.7% 4% False True 79,829
80 1.4403 1.2833 0.1570 12.2% 0.0097 0.8% 2% False True 59,955
100 1.4463 1.2833 0.1630 12.7% 0.0094 0.7% 2% False True 47,974
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3337
2.618 1.3180
1.618 1.3084
1.000 1.3025
0.618 1.2988
HIGH 1.2929
0.618 1.2892
0.500 1.2881
0.382 1.2870
LOW 1.2833
0.618 1.2774
1.000 1.2737
1.618 1.2678
2.618 1.2582
4.250 1.2425
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 1.2881 1.2913
PP 1.2876 1.2897
S1 1.2870 1.2881

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

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