CME British Pound Future March 2019


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 1.3301 1.3384 0.0083 0.6% 1.3267
High 1.3382 1.3384 0.0002 0.0% 1.3384
Low 1.3301 1.3170 -0.0131 -1.0% 1.3170
Close 1.3382 1.3191 -0.0191 -1.4% 1.3191
Range 0.0081 0.0214 0.0133 164.2% 0.0214
ATR 0.0070 0.0080 0.0010 14.6% 0.0000
Volume 5 92 87 1,740.0% 134
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3890 1.3755 1.3309
R3 1.3676 1.3541 1.3250
R2 1.3462 1.3462 1.3230
R1 1.3327 1.3327 1.3211 1.3288
PP 1.3248 1.3248 1.3248 1.3229
S1 1.3113 1.3113 1.3171 1.3074
S2 1.3034 1.3034 1.3152
S3 1.2820 1.2899 1.3132
S4 1.2606 1.2685 1.3073
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3890 1.3755 1.3309
R3 1.3676 1.3541 1.3250
R2 1.3462 1.3462 1.3230
R1 1.3327 1.3327 1.3211 1.3288
PP 1.3248 1.3248 1.3248 1.3229
S1 1.3113 1.3113 1.3171 1.3074
S2 1.3034 1.3034 1.3152
S3 1.2820 1.2899 1.3132
S4 1.2606 1.2685 1.3073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3384 1.3170 0.0214 1.6% 0.0078 0.6% 10% True True 26
10 1.3384 1.3053 0.0331 2.5% 0.0069 0.5% 42% True False 27
20 1.3384 1.2930 0.0454 3.4% 0.0059 0.4% 57% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.4294
2.618 1.3944
1.618 1.3730
1.000 1.3598
0.618 1.3516
HIGH 1.3384
0.618 1.3302
0.500 1.3277
0.382 1.3252
LOW 1.3170
0.618 1.3038
1.000 1.2956
1.618 1.2824
2.618 1.2610
4.250 1.2261
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 1.3277 1.3277
PP 1.3248 1.3248
S1 1.3220 1.3220

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

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