CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 05-Nov-2018
Day Change Summary
Previous Current
02-Nov-2018 05-Nov-2018 Change Change % Previous Week
Open 1.3023 1.3029 0.0006 0.0% 1.2856
High 1.3065 1.3080 0.0015 0.1% 1.3065
Low 1.2975 1.2987 0.0012 0.1% 1.2722
Close 1.2985 1.3076 0.0091 0.7% 1.2985
Range 0.0090 0.0093 0.0003 3.3% 0.0343
ATR 0.0115 0.0114 -0.0001 -1.2% 0.0000
Volume 118,515 109,646 -8,869 -7.5% 685,334
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.3327 1.3294 1.3127
R3 1.3234 1.3201 1.3102
R2 1.3141 1.3141 1.3093
R1 1.3108 1.3108 1.3085 1.3125
PP 1.3048 1.3048 1.3048 1.3056
S1 1.3015 1.3015 1.3067 1.3032
S2 1.2955 1.2955 1.3059
S3 1.2862 1.2922 1.3050
S4 1.2769 1.2829 1.3025
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.3953 1.3812 1.3174
R3 1.3610 1.3469 1.3079
R2 1.3267 1.3267 1.3048
R1 1.3126 1.3126 1.3016 1.3197
PP 1.2924 1.2924 1.2924 1.2959
S1 1.2783 1.2783 1.2954 1.2854
S2 1.2581 1.2581 1.2922
S3 1.2238 1.2440 1.2891
S4 1.1895 1.2097 1.2796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3080 1.2722 0.0358 2.7% 0.0141 1.1% 99% True False 142,147
10 1.3080 1.2722 0.0358 2.7% 0.0119 0.9% 99% True False 118,929
20 1.3297 1.2722 0.0575 4.4% 0.0110 0.8% 62% False False 111,894
40 1.3350 1.2722 0.0628 4.8% 0.0110 0.8% 56% False False 107,333
60 1.3350 1.2722 0.0628 4.8% 0.0104 0.8% 56% False False 73,134
80 1.3375 1.2722 0.0653 5.0% 0.0098 0.8% 54% False False 54,993
100 1.3451 1.2722 0.0729 5.6% 0.0094 0.7% 49% False False 44,012
120 1.3650 1.2722 0.0928 7.1% 0.0086 0.7% 38% False False 36,679
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3475
2.618 1.3323
1.618 1.3230
1.000 1.3173
0.618 1.3137
HIGH 1.3080
0.618 1.3044
0.500 1.3034
0.382 1.3023
LOW 1.2987
0.618 1.2930
1.000 1.2894
1.618 1.2837
2.618 1.2744
4.250 1.2592
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 1.3062 1.3029
PP 1.3048 1.2982
S1 1.3034 1.2935

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

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