CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 1.3016 1.2925 -0.0091 -0.7% 1.2854
High 1.3036 1.2941 -0.0095 -0.7% 1.3050
Low 1.2951 1.2817 -0.0134 -1.0% 1.2839
Close 1.2964 1.2862 -0.0102 -0.8% 1.2964
Range 0.0085 0.0124 0.0039 45.9% 0.0211
ATR 0.0092 0.0096 0.0004 4.2% 0.0000
Volume 111,984 185,192 73,208 65.4% 499,675
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3245 1.3178 1.2930
R3 1.3121 1.3054 1.2896
R2 1.2997 1.2997 1.2885
R1 1.2930 1.2930 1.2873 1.2902
PP 1.2873 1.2873 1.2873 1.2859
S1 1.2806 1.2806 1.2851 1.2778
S2 1.2749 1.2749 1.2839
S3 1.2625 1.2682 1.2828
S4 1.2501 1.2558 1.2794
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3584 1.3485 1.3080
R3 1.3373 1.3274 1.3022
R2 1.3162 1.3162 1.3003
R1 1.3063 1.3063 1.2983 1.3113
PP 1.2951 1.2951 1.2951 1.2976
S1 1.2852 1.2852 1.2945 1.2902
S2 1.2740 1.2740 1.2925
S3 1.2529 1.2641 1.2906
S4 1.2318 1.2430 1.2848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3050 1.2817 0.0233 1.8% 0.0105 0.8% 19% False True 126,746
10 1.3050 1.2806 0.0244 1.9% 0.0100 0.8% 23% False False 105,743
20 1.3050 1.2678 0.0372 2.9% 0.0091 0.7% 49% False False 102,123
40 1.3341 1.2678 0.0663 5.2% 0.0093 0.7% 28% False False 105,714
60 1.3505 1.2678 0.0827 6.4% 0.0097 0.8% 22% False False 107,724
80 1.3685 1.2678 0.1007 7.8% 0.0094 0.7% 18% False False 81,728
100 1.4463 1.2678 0.1785 13.9% 0.0095 0.7% 10% False False 65,442
120 1.4463 1.2678 0.1785 13.9% 0.0093 0.7% 10% False False 54,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3468
2.618 1.3266
1.618 1.3142
1.000 1.3065
0.618 1.3018
HIGH 1.2941
0.618 1.2894
0.500 1.2879
0.382 1.2864
LOW 1.2817
0.618 1.2740
1.000 1.2693
1.618 1.2616
2.618 1.2492
4.250 1.2290
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 1.2879 1.2934
PP 1.2873 1.2910
S1 1.2868 1.2886

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

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