CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 1.2830 1.2823 -0.0007 -0.1% 1.2847
High 1.2876 1.2830 -0.0046 -0.4% 1.2941
Low 1.2808 1.2735 -0.0073 -0.6% 1.2778
Close 1.2822 1.2745 -0.0077 -0.6% 1.2821
Range 0.0068 0.0095 0.0027 39.7% 0.0163
ATR 0.0124 0.0122 -0.0002 -1.7% 0.0000
Volume 58,631 91,227 32,596 55.6% 422,708
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.3055 1.2995 1.2797
R3 1.2960 1.2900 1.2771
R2 1.2865 1.2865 1.2762
R1 1.2805 1.2805 1.2754 1.2788
PP 1.2770 1.2770 1.2770 1.2761
S1 1.2710 1.2710 1.2736 1.2693
S2 1.2675 1.2675 1.2728
S3 1.2580 1.2615 1.2719
S4 1.2485 1.2520 1.2693
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 1.2735 0.0206 1.6% 0.0097 0.8% 5% False True 94,540
10 1.3092 1.2735 0.0357 2.8% 0.0139 1.1% 3% False True 147,522
20 1.3198 1.2722 0.0476 3.7% 0.0131 1.0% 5% False False 139,567
40 1.3297 1.2722 0.0575 4.5% 0.0117 0.9% 4% False False 119,846
60 1.3350 1.2722 0.0628 4.9% 0.0116 0.9% 4% False False 107,658
80 1.3350 1.2722 0.0628 4.9% 0.0107 0.8% 4% False False 80,867
100 1.3451 1.2722 0.0729 5.7% 0.0103 0.8% 3% False False 64,806
120 1.3539 1.2722 0.0817 6.4% 0.0097 0.8% 3% False False 54,015
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3234
2.618 1.3079
1.618 1.2984
1.000 1.2925
0.618 1.2889
HIGH 1.2830
0.618 1.2794
0.500 1.2783
0.382 1.2771
LOW 1.2735
0.618 1.2676
1.000 1.2640
1.618 1.2581
2.618 1.2486
4.250 1.2331
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 1.2783 1.2838
PP 1.2770 1.2807
S1 1.2758 1.2776

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

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