CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 18-May-2017
Day Change Summary
Previous Current
17-May-2017 18-May-2017 Change Change % Previous Week
Open 1.2969 1.3017 0.0048 0.4% 1.3032
High 1.3037 1.3092 0.0055 0.4% 1.3036
Low 1.2954 1.2934 -0.0020 -0.2% 1.2894
Close 1.3003 1.2988 -0.0015 -0.1% 1.2928
Range 0.0083 0.0158 0.0075 90.4% 0.0142
ATR 0.0080 0.0085 0.0006 7.0% 0.0000
Volume 196 661 465 237.2% 1,178
Daily Pivots for day following 18-May-2017
Classic Woodie Camarilla DeMark
R4 1.3479 1.3391 1.3075
R3 1.3321 1.3233 1.3031
R2 1.3163 1.3163 1.3017
R1 1.3075 1.3075 1.3002 1.3040
PP 1.3005 1.3005 1.3005 1.2987
S1 1.2917 1.2917 1.2974 1.2882
S2 1.2847 1.2847 1.2959
S3 1.2689 1.2759 1.2945
S4 1.2531 1.2601 1.2901
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.3379 1.3295 1.3006
R3 1.3237 1.3153 1.2967
R2 1.3095 1.3095 1.2954
R1 1.3011 1.3011 1.2941 1.2982
PP 1.2953 1.2953 1.2953 1.2938
S1 1.2869 1.2869 1.2915 1.2840
S2 1.2811 1.2811 1.2902
S3 1.2669 1.2727 1.2889
S4 1.2527 1.2585 1.2850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3092 1.2894 0.0198 1.5% 0.0087 0.7% 47% True False 365
10 1.3092 1.2894 0.0198 1.5% 0.0078 0.6% 47% True False 334
20 1.3092 1.2809 0.0283 2.2% 0.0074 0.6% 63% True False 249
40 1.3092 1.2420 0.0672 5.2% 0.0088 0.7% 85% True False 173
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 0.0022
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3764
2.618 1.3506
1.618 1.3348
1.000 1.3250
0.618 1.3190
HIGH 1.3092
0.618 1.3032
0.500 1.3013
0.382 1.2994
LOW 1.2934
0.618 1.2836
1.000 1.2776
1.618 1.2678
2.618 1.2520
4.250 1.2263
Fisher Pivots for day following 18-May-2017
Pivot 1 day 3 day
R1 1.3013 1.3003
PP 1.3005 1.2998
S1 1.2996 1.2993

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

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