CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 1.3105 1.3072 -0.0033 -0.3% 1.2917
High 1.3154 1.3156 0.0002 0.0% 1.3154
Low 1.3058 1.3070 0.0012 0.1% 1.2900
Close 1.3067 1.3148 0.0081 0.6% 1.3067
Range 0.0096 0.0086 -0.0010 -10.4% 0.0254
ATR 0.0106 0.0104 -0.0001 -1.1% 0.0000
Volume 40,883 1,106 -39,777 -97.3% 740,918
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3383 1.3351 1.3195
R3 1.3297 1.3265 1.3172
R2 1.3211 1.3211 1.3164
R1 1.3179 1.3179 1.3156 1.3195
PP 1.3125 1.3125 1.3125 1.3133
S1 1.3093 1.3093 1.3140 1.3109
S2 1.3039 1.3039 1.3132
S3 1.2953 1.3007 1.3124
S4 1.2867 1.2921 1.3101
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3802 1.3689 1.3207
R3 1.3548 1.3435 1.3137
R2 1.3294 1.3294 1.3114
R1 1.3181 1.3181 1.3090 1.3238
PP 1.3040 1.3040 1.3040 1.3069
S1 1.2927 1.2927 1.3044 1.2984
S2 1.2786 1.2786 1.3020
S3 1.2532 1.2673 1.2997
S4 1.2278 1.2419 1.2927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3156 1.2966 0.0190 1.4% 0.0102 0.8% 96% True False 116,287
10 1.3156 1.2791 0.0365 2.8% 0.0117 0.9% 98% True False 137,062
20 1.3156 1.2742 0.0414 3.1% 0.0106 0.8% 98% True False 115,790
40 1.3240 1.2678 0.0562 4.3% 0.0094 0.7% 84% False False 107,084
60 1.3403 1.2678 0.0725 5.5% 0.0099 0.8% 65% False False 113,540
80 1.3533 1.2678 0.0855 6.5% 0.0098 0.7% 55% False False 96,467
100 1.4082 1.2678 0.1404 10.7% 0.0098 0.7% 33% False False 77,263
120 1.4463 1.2678 0.1785 13.6% 0.0095 0.7% 26% False False 64,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3522
2.618 1.3381
1.618 1.3295
1.000 1.3242
0.618 1.3209
HIGH 1.3156
0.618 1.3123
0.500 1.3113
0.382 1.3103
LOW 1.3070
0.618 1.3017
1.000 1.2984
1.618 1.2931
2.618 1.2845
4.250 1.2705
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 1.3136 1.3129
PP 1.3125 1.3111
S1 1.3113 1.3092

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

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