CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 1.3230 1.3214 -0.0016 -0.1% 1.3124
High 1.3266 1.3225 -0.0041 -0.3% 1.3350
Low 1.3186 1.3121 -0.0065 -0.5% 1.3103
Close 1.3231 1.3134 -0.0097 -0.7% 1.3127
Range 0.0080 0.0104 0.0024 30.0% 0.0247
ATR 0.0109 0.0109 0.0000 0.1% 0.0000
Volume 92,239 93,302 1,063 1.2% 614,332
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3472 1.3407 1.3191
R3 1.3368 1.3303 1.3163
R2 1.3264 1.3264 1.3153
R1 1.3199 1.3199 1.3144 1.3180
PP 1.3160 1.3160 1.3160 1.3150
S1 1.3095 1.3095 1.3124 1.3076
S2 1.3056 1.3056 1.3115
S3 1.2952 1.2991 1.3105
S4 1.2848 1.2887 1.3077
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 1.3327 1.3103 0.0224 1.7% 0.0123 0.9% 14% False False 108,097
10 1.3350 1.3103 0.0247 1.9% 0.0115 0.9% 13% False False 108,605
20 1.3350 1.2844 0.0506 3.9% 0.0113 0.9% 57% False False 73,339
40 1.3350 1.2735 0.0615 4.7% 0.0098 0.7% 65% False False 36,905
60 1.3451 1.2735 0.0716 5.5% 0.0093 0.7% 56% False False 24,784
80 1.3586 1.2735 0.0851 6.5% 0.0086 0.7% 47% False False 18,599
100 1.3756 1.2735 0.1021 7.8% 0.0077 0.6% 39% False False 14,883
120 1.4491 1.2735 0.1756 13.4% 0.0071 0.5% 23% False False 12,407
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3667
2.618 1.3497
1.618 1.3393
1.000 1.3329
0.618 1.3289
HIGH 1.3225
0.618 1.3185
0.500 1.3173
0.382 1.3161
LOW 1.3121
0.618 1.3057
1.000 1.3017
1.618 1.2953
2.618 1.2849
4.250 1.2679
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 1.3173 1.3194
PP 1.3160 1.3174
S1 1.3147 1.3154

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

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