CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 1.2799 1.2789 -0.0010 -0.1% 1.2847
High 1.2835 1.2941 0.0106 0.8% 1.2941
Low 1.2778 1.2783 0.0005 0.0% 1.2778
Close 1.2795 1.2821 0.0026 0.2% 1.2821
Range 0.0057 0.0158 0.0101 177.2% 0.0163
ATR 0.0126 0.0128 0.0002 1.8% 0.0000
Volume 80,732 148,323 67,591 83.7% 422,708
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.3322 1.3230 1.2908
R3 1.3164 1.3072 1.2864
R2 1.3006 1.3006 1.2850
R1 1.2914 1.2914 1.2835 1.2960
PP 1.2848 1.2848 1.2848 1.2872
S1 1.2756 1.2756 1.2807 1.2802
S2 1.2690 1.2690 1.2792
S3 1.2532 1.2598 1.2778
S4 1.2374 1.2440 1.2734
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.3336 1.3241 1.2911
R3 1.3173 1.3078 1.2866
R2 1.3010 1.3010 1.2851
R1 1.2915 1.2915 1.2836 1.2881
PP 1.2847 1.2847 1.2847 1.2830
S1 1.2752 1.2752 1.2806 1.2718
S2 1.2684 1.2684 1.2791
S3 1.2521 1.2589 1.2776
S4 1.2358 1.2426 1.2731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2941 1.2777 0.0164 1.3% 0.0106 0.8% 27% True False 114,131
10 1.3092 1.2739 0.0353 2.8% 0.0146 1.1% 23% False False 158,597
20 1.3198 1.2722 0.0476 3.7% 0.0129 1.0% 21% False False 140,904
40 1.3297 1.2722 0.0575 4.5% 0.0117 0.9% 17% False False 121,100
60 1.3350 1.2722 0.0628 4.9% 0.0116 0.9% 16% False False 105,180
80 1.3350 1.2722 0.0628 4.9% 0.0108 0.8% 16% False False 79,003
100 1.3451 1.2722 0.0729 5.7% 0.0103 0.8% 14% False False 63,310
120 1.3586 1.2722 0.0864 6.7% 0.0097 0.8% 11% False False 52,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3613
2.618 1.3355
1.618 1.3197
1.000 1.3099
0.618 1.3039
HIGH 1.2941
0.618 1.2881
0.500 1.2862
0.382 1.2843
LOW 1.2783
0.618 1.2685
1.000 1.2625
1.618 1.2527
2.618 1.2369
4.250 1.2112
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 1.2862 1.2860
PP 1.2848 1.2847
S1 1.2835 1.2834

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

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