CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 16-Aug-2018
Day Change Summary
Previous Current
15-Aug-2018 16-Aug-2018 Change Change % Previous Week
Open 1.2737 1.2708 -0.0029 -0.2% 1.3026
High 1.2751 1.2768 0.0017 0.1% 1.3027
Low 1.2678 1.2700 0.0022 0.2% 1.2740
Close 1.2709 1.2723 0.0014 0.1% 1.2779
Range 0.0073 0.0068 -0.0005 -6.8% 0.0287
ATR 0.0093 0.0091 -0.0002 -1.9% 0.0000
Volume 100,676 98,992 -1,684 -1.7% 513,612
Daily Pivots for day following 16-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2934 1.2897 1.2760
R3 1.2866 1.2829 1.2742
R2 1.2798 1.2798 1.2735
R1 1.2761 1.2761 1.2729 1.2780
PP 1.2730 1.2730 1.2730 1.2740
S1 1.2693 1.2693 1.2717 1.2712
S2 1.2662 1.2662 1.2711
S3 1.2594 1.2625 1.2704
S4 1.2526 1.2557 1.2686
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 1.2854 1.2678 0.0176 1.4% 0.0088 0.7% 26% False False 107,609
10 1.3064 1.2678 0.0386 3.0% 0.0085 0.7% 12% False False 100,399
20 1.3240 1.2678 0.0562 4.4% 0.0086 0.7% 8% False False 101,472
40 1.3403 1.2678 0.0725 5.7% 0.0098 0.8% 6% False False 114,348
60 1.3533 1.2678 0.0855 6.7% 0.0096 0.8% 5% False False 88,761
80 1.4088 1.2678 0.1410 11.1% 0.0096 0.8% 3% False False 66,643
100 1.4463 1.2678 0.1785 14.0% 0.0094 0.7% 3% False False 53,352
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3057
2.618 1.2946
1.618 1.2878
1.000 1.2836
0.618 1.2810
HIGH 1.2768
0.618 1.2742
0.500 1.2734
0.382 1.2726
LOW 1.2700
0.618 1.2658
1.000 1.2632
1.618 1.2590
2.618 1.2522
4.250 1.2411
Fisher Pivots for day following 16-Aug-2018
Pivot 1 day 3 day
R1 1.2734 1.2761
PP 1.2730 1.2748
S1 1.2727 1.2736

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

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