CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 1.3070 1.3100 0.0030 0.2% 1.2990
High 1.3137 1.3177 0.0040 0.3% 1.3083
Low 1.3034 1.3079 0.0045 0.3% 1.2844
Close 1.3110 1.3164 0.0054 0.4% 1.2980
Range 0.0103 0.0098 -0.0005 -4.9% 0.0239
ATR 0.0101 0.0101 0.0000 -0.2% 0.0000
Volume 70,875 166,899 96,024 135.5% 26,259
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3434 1.3397 1.3218
R3 1.3336 1.3299 1.3191
R2 1.3238 1.3238 1.3182
R1 1.3201 1.3201 1.3173 1.3220
PP 1.3140 1.3140 1.3140 1.3149
S1 1.3103 1.3103 1.3155 1.3122
S2 1.3042 1.3042 1.3146
S3 1.2944 1.3005 1.3137
S4 1.2846 1.2907 1.3110
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3686 1.3572 1.3111
R3 1.3447 1.3333 1.3046
R2 1.3208 1.3208 1.3024
R1 1.3094 1.3094 1.3002 1.3032
PP 1.2969 1.2969 1.2969 1.2938
S1 1.2855 1.2855 1.2958 1.2793
S2 1.2730 1.2730 1.2936
S3 1.2491 1.2616 1.2914
S4 1.2252 1.2377 1.2849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3177 1.2951 0.0226 1.7% 0.0120 0.9% 94% True False 72,846
10 1.3177 1.2844 0.0333 2.5% 0.0111 0.8% 96% True False 38,073
20 1.3177 1.2757 0.0420 3.2% 0.0097 0.7% 97% True False 19,422
40 1.3290 1.2735 0.0555 4.2% 0.0086 0.7% 77% False False 9,769
60 1.3451 1.2735 0.0716 5.4% 0.0086 0.7% 60% False False 6,691
80 1.3586 1.2735 0.0851 6.5% 0.0077 0.6% 50% False False 5,027
100 1.4126 1.2735 0.1391 10.6% 0.0069 0.5% 31% False False 4,023
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3594
2.618 1.3434
1.618 1.3336
1.000 1.3275
0.618 1.3238
HIGH 1.3177
0.618 1.3140
0.500 1.3128
0.382 1.3116
LOW 1.3079
0.618 1.3018
1.000 1.2981
1.618 1.2920
2.618 1.2822
4.250 1.2663
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 1.3152 1.3142
PP 1.3140 1.3120
S1 1.3128 1.3098

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

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