CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 1.3165 1.3230 0.0065 0.5% 1.3124
High 1.3243 1.3266 0.0023 0.2% 1.3350
Low 1.3143 1.3186 0.0043 0.3% 1.3103
Close 1.3235 1.3231 -0.0004 0.0% 1.3127
Range 0.0100 0.0080 -0.0020 -20.0% 0.0247
ATR 0.0111 0.0109 -0.0002 -2.0% 0.0000
Volume 90,137 92,239 2,102 2.3% 614,332
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3468 1.3429 1.3275
R3 1.3388 1.3349 1.3253
R2 1.3308 1.3308 1.3246
R1 1.3269 1.3269 1.3238 1.3289
PP 1.3228 1.3228 1.3228 1.3237
S1 1.3189 1.3189 1.3224 1.3209
S2 1.3148 1.3148 1.3216
S3 1.3068 1.3109 1.3209
S4 1.2988 1.3029 1.3187
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3934 1.3778 1.3263
R3 1.3687 1.3531 1.3195
R2 1.3440 1.3440 1.3172
R1 1.3284 1.3284 1.3150 1.3362
PP 1.3193 1.3193 1.3193 1.3233
S1 1.3037 1.3037 1.3104 1.3115
S2 1.2946 1.2946 1.3082
S3 1.2699 1.2790 1.3059
S4 1.2452 1.2543 1.2991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3350 1.3103 0.0247 1.9% 0.0135 1.0% 52% False False 118,293
10 1.3350 1.3079 0.0271 2.0% 0.0114 0.9% 56% False False 115,965
20 1.3350 1.2844 0.0506 3.8% 0.0116 0.9% 76% False False 68,764
40 1.3350 1.2735 0.0615 4.6% 0.0096 0.7% 81% False False 34,574
60 1.3451 1.2735 0.0716 5.4% 0.0092 0.7% 69% False False 23,234
80 1.3586 1.2735 0.0851 6.4% 0.0085 0.6% 58% False False 17,433
100 1.3756 1.2735 0.1021 7.7% 0.0076 0.6% 49% False False 13,950
120 1.4491 1.2735 0.1756 13.3% 0.0071 0.5% 28% False False 11,630
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 0.0023
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3606
2.618 1.3475
1.618 1.3395
1.000 1.3346
0.618 1.3315
HIGH 1.3266
0.618 1.3235
0.500 1.3226
0.382 1.3217
LOW 1.3186
0.618 1.3137
1.000 1.3106
1.618 1.3057
2.618 1.2977
4.250 1.2846
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 1.3229 1.3217
PP 1.3228 1.3203
S1 1.3226 1.3189

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

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