CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 1.3181 1.3235 0.0054 0.4% 1.3077
High 1.3256 1.3297 0.0041 0.3% 1.3165
Low 1.3177 1.3221 0.0044 0.3% 1.2963
Close 1.3238 1.3272 0.0034 0.3% 1.3152
Range 0.0079 0.0076 -0.0003 -3.8% 0.0202
ATR 0.0107 0.0105 -0.0002 -2.1% 0.0000
Volume 111,413 118,244 6,831 6.1% 495,161
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.3491 1.3458 1.3314
R3 1.3415 1.3382 1.3293
R2 1.3339 1.3339 1.3286
R1 1.3306 1.3306 1.3279 1.3323
PP 1.3263 1.3263 1.3263 1.3272
S1 1.3230 1.3230 1.3265 1.3247
S2 1.3187 1.3187 1.3258
S3 1.3111 1.3154 1.3251
S4 1.3035 1.3078 1.3230
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.3699 1.3628 1.3263
R3 1.3497 1.3426 1.3208
R2 1.3295 1.3295 1.3189
R1 1.3224 1.3224 1.3171 1.3260
PP 1.3093 1.3093 1.3093 1.3111
S1 1.3022 1.3022 1.3133 1.3058
S2 1.2891 1.2891 1.3115
S3 1.2689 1.2820 1.3096
S4 1.2487 1.2618 1.3041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3297 1.3045 0.0252 1.9% 0.0100 0.8% 90% True False 110,450
10 1.3297 1.2963 0.0334 2.5% 0.0102 0.8% 93% True False 102,285
20 1.3350 1.2963 0.0387 2.9% 0.0109 0.8% 80% False False 105,445
40 1.3350 1.2757 0.0593 4.5% 0.0103 0.8% 87% False False 62,433
60 1.3350 1.2735 0.0615 4.6% 0.0094 0.7% 87% False False 41,661
80 1.3451 1.2735 0.0716 5.4% 0.0091 0.7% 75% False False 31,380
100 1.3586 1.2735 0.0851 6.4% 0.0083 0.6% 63% False False 25,111
120 1.4126 1.2735 0.1391 10.5% 0.0075 0.6% 39% False False 20,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3620
2.618 1.3496
1.618 1.3420
1.000 1.3373
0.618 1.3344
HIGH 1.3297
0.618 1.3268
0.500 1.3259
0.382 1.3250
LOW 1.3221
0.618 1.3174
1.000 1.3145
1.618 1.3098
2.618 1.3022
4.250 1.2898
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 1.3268 1.3243
PP 1.3263 1.3214
S1 1.3259 1.3185

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

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