CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 1.2904 1.2845 -0.0059 -0.5% 1.3026
High 1.2929 1.2854 -0.0075 -0.6% 1.3027
Low 1.2833 1.2740 -0.0093 -0.7% 1.2740
Close 1.2865 1.2779 -0.0086 -0.7% 1.2779
Range 0.0096 0.0114 0.0018 18.8% 0.0287
ATR 0.0093 0.0095 0.0002 2.5% 0.0000
Volume 105,490 143,024 37,534 35.6% 513,612
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3133 1.3070 1.2842
R3 1.3019 1.2956 1.2810
R2 1.2905 1.2905 1.2800
R1 1.2842 1.2842 1.2789 1.2817
PP 1.2791 1.2791 1.2791 1.2778
S1 1.2728 1.2728 1.2769 1.2703
S2 1.2677 1.2677 1.2758
S3 1.2563 1.2614 1.2748
S4 1.2449 1.2500 1.2716
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3710 1.3531 1.2937
R3 1.3423 1.3244 1.2858
R2 1.3136 1.3136 1.2832
R1 1.2957 1.2957 1.2805 1.2903
PP 1.2849 1.2849 1.2849 1.2822
S1 1.2670 1.2670 1.2753 1.2616
S2 1.2562 1.2562 1.2726
S3 1.2275 1.2383 1.2700
S4 1.1988 1.2096 1.2621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3027 1.2740 0.0287 2.2% 0.0091 0.7% 14% False True 102,722
10 1.3200 1.2740 0.0460 3.6% 0.0085 0.7% 8% False True 101,530
20 1.3328 1.2740 0.0588 4.6% 0.0095 0.7% 7% False True 108,827
40 1.3403 1.2740 0.0663 5.2% 0.0099 0.8% 6% False True 114,451
60 1.3645 1.2740 0.0905 7.1% 0.0096 0.8% 4% False True 82,210
80 1.4334 1.2740 0.1594 12.5% 0.0097 0.8% 2% False True 61,742
100 1.4463 1.2740 0.1723 13.5% 0.0094 0.7% 2% False True 49,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3339
2.618 1.3152
1.618 1.3038
1.000 1.2968
0.618 1.2924
HIGH 1.2854
0.618 1.2810
0.500 1.2797
0.382 1.2784
LOW 1.2740
0.618 1.2670
1.000 1.2626
1.618 1.2556
2.618 1.2442
4.250 1.2256
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 1.2797 1.2860
PP 1.2791 1.2833
S1 1.2785 1.2806

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

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