CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 1.3051 1.3007 -0.0044 -0.3% 1.3029
High 1.3092 1.3047 -0.0045 -0.3% 1.3198
Low 1.2898 1.2739 -0.0159 -1.2% 1.2979
Close 1.3052 1.2812 -0.0240 -1.8% 1.2996
Range 0.0194 0.0308 0.0114 58.8% 0.0219
ATR 0.0125 0.0138 0.0013 10.8% 0.0000
Volume 270,534 273,286 2,752 1.0% 570,127
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.3790 1.3609 1.2981
R3 1.3482 1.3301 1.2897
R2 1.3174 1.3174 1.2868
R1 1.2993 1.2993 1.2840 1.2930
PP 1.2866 1.2866 1.2866 1.2834
S1 1.2685 1.2685 1.2784 1.2622
S2 1.2558 1.2558 1.2756
S3 1.2250 1.2377 1.2727
S4 1.1942 1.2069 1.2643
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.3715 1.3574 1.3116
R3 1.3496 1.3355 1.3056
R2 1.3277 1.3277 1.3036
R1 1.3136 1.3136 1.3016 1.3097
PP 1.3058 1.3058 1.3058 1.3038
S1 1.2917 1.2917 1.2976 1.2878
S2 1.2839 1.2839 1.2956
S3 1.2620 1.2698 1.2936
S4 1.2401 1.2479 1.2876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3092 1.2739 0.0353 2.8% 0.0186 1.5% 21% False True 203,063
10 1.3198 1.2739 0.0459 3.6% 0.0141 1.1% 16% False True 158,825
20 1.3198 1.2722 0.0476 3.7% 0.0132 1.0% 19% False False 137,433
40 1.3327 1.2722 0.0605 4.7% 0.0120 0.9% 15% False False 120,346
60 1.3350 1.2722 0.0628 4.9% 0.0115 0.9% 14% False False 95,757
80 1.3350 1.2722 0.0628 4.9% 0.0104 0.8% 14% False False 71,872
100 1.3451 1.2722 0.0729 5.7% 0.0101 0.8% 12% False False 57,608
120 1.3586 1.2722 0.0864 6.7% 0.0094 0.7% 10% False False 48,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 158 trading days
Fibonacci Retracements and Extensions
4.250 1.4356
2.618 1.3853
1.618 1.3545
1.000 1.3355
0.618 1.3237
HIGH 1.3047
0.618 1.2929
0.500 1.2893
0.382 1.2857
LOW 1.2739
0.618 1.2549
1.000 1.2431
1.618 1.2241
2.618 1.1933
4.250 1.1430
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 1.2893 1.2916
PP 1.2866 1.2881
S1 1.2839 1.2847

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

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