CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 1.2925 1.2858 -0.0067 -0.5% 1.2854
High 1.2941 1.2989 0.0048 0.4% 1.3050
Low 1.2817 1.2791 -0.0026 -0.2% 1.2839
Close 1.2862 1.2903 0.0041 0.3% 1.2964
Range 0.0124 0.0198 0.0074 59.7% 0.0211
ATR 0.0096 0.0103 0.0007 7.6% 0.0000
Volume 185,192 190,915 5,723 3.1% 499,675
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3488 1.3394 1.3012
R3 1.3290 1.3196 1.2957
R2 1.3092 1.3092 1.2939
R1 1.2998 1.2998 1.2921 1.3045
PP 1.2894 1.2894 1.2894 1.2918
S1 1.2800 1.2800 1.2885 1.2847
S2 1.2696 1.2696 1.2867
S3 1.2498 1.2602 1.2849
S4 1.2300 1.2404 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 1.2791 0.0259 2.0% 0.0131 1.0% 43% False True 149,156
10 1.3050 1.2791 0.0259 2.0% 0.0106 0.8% 43% False True 113,643
20 1.3050 1.2678 0.0372 2.9% 0.0098 0.8% 60% False False 107,550
40 1.3328 1.2678 0.0650 5.0% 0.0096 0.7% 35% False False 107,314
60 1.3505 1.2678 0.0827 6.4% 0.0099 0.8% 27% False False 110,286
80 1.3685 1.2678 0.1007 7.8% 0.0096 0.7% 22% False False 84,114
100 1.4463 1.2678 0.1785 13.8% 0.0096 0.7% 13% False False 67,351
120 1.4463 1.2678 0.1785 13.8% 0.0095 0.7% 13% False False 56,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.3831
2.618 1.3507
1.618 1.3309
1.000 1.3187
0.618 1.3111
HIGH 1.2989
0.618 1.2913
0.500 1.2890
0.382 1.2867
LOW 1.2791
0.618 1.2669
1.000 1.2593
1.618 1.2471
2.618 1.2273
4.250 1.1950
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 1.2899 1.2914
PP 1.2894 1.2910
S1 1.2890 1.2907

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

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