CME British Pound Future December 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 1.3069 1.2990 -0.0079 -0.6% 1.2910
High 1.3084 1.2990 -0.0094 -0.7% 1.3100
Low 1.3006 1.2869 -0.0137 -1.1% 1.2892
Close 1.3016 1.2914 -0.0102 -0.8% 1.3016
Range 0.0078 0.0121 0.0043 55.1% 0.0208
ATR 0.0082 0.0087 0.0005 5.6% 0.0000
Volume 762 2,100 1,338 175.6% 3,983
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3287 1.3222 1.2981
R3 1.3166 1.3101 1.2947
R2 1.3045 1.3045 1.2936
R1 1.2980 1.2980 1.2925 1.2952
PP 1.2924 1.2924 1.2924 1.2911
S1 1.2859 1.2859 1.2903 1.2831
S2 1.2803 1.2803 1.2892
S3 1.2682 1.2738 1.2881
S4 1.2561 1.2617 1.2847
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3627 1.3529 1.3130
R3 1.3419 1.3321 1.3073
R2 1.3211 1.3211 1.3054
R1 1.3113 1.3113 1.3035 1.3162
PP 1.3003 1.3003 1.3003 1.3027
S1 1.2905 1.2905 1.2997 1.2954
S2 1.2795 1.2795 1.2978
S3 1.2587 1.2697 1.2959
S4 1.2379 1.2489 1.2902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3100 1.2869 0.0231 1.8% 0.0098 0.8% 19% False True 1,154
10 1.3100 1.2864 0.0236 1.8% 0.0092 0.7% 21% False False 1,045
20 1.3100 1.2735 0.0365 2.8% 0.0082 0.6% 49% False False 594
40 1.3384 1.2735 0.0649 5.0% 0.0081 0.6% 28% False False 580
60 1.3539 1.2735 0.0804 6.2% 0.0079 0.6% 22% False False 407
80 1.3735 1.2735 0.1000 7.7% 0.0068 0.5% 18% False False 310
100 1.4491 1.2735 0.1756 13.6% 0.0065 0.5% 10% False False 253
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3504
2.618 1.3307
1.618 1.3186
1.000 1.3111
0.618 1.3065
HIGH 1.2990
0.618 1.2944
0.500 1.2930
0.382 1.2915
LOW 1.2869
0.618 1.2794
1.000 1.2748
1.618 1.2673
2.618 1.2552
4.250 1.2355
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 1.2930 1.2985
PP 1.2924 1.2961
S1 1.2919 1.2938

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

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