CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 1.3267 1.3280 0.0013 0.1% 1.3056
High 1.3308 1.3323 0.0015 0.1% 1.3217
Low 1.3248 1.3170 -0.0078 -0.6% 1.3050
Close 1.3287 1.3191 -0.0096 -0.7% 1.3208
Range 0.0060 0.0153 0.0093 155.0% 0.0167
ATR 0.0088 0.0093 0.0005 5.3% 0.0000
Volume 170 257 87 51.2% 423
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3687 1.3592 1.3275
R3 1.3534 1.3439 1.3233
R2 1.3381 1.3381 1.3219
R1 1.3286 1.3286 1.3205 1.3257
PP 1.3228 1.3228 1.3228 1.3214
S1 1.3133 1.3133 1.3177 1.3104
S2 1.3075 1.3075 1.3163
S3 1.2922 1.2980 1.3149
S4 1.2769 1.2827 1.3107
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3659 1.3601 1.3300
R3 1.3492 1.3434 1.3254
R2 1.3325 1.3325 1.3239
R1 1.3267 1.3267 1.3223 1.3296
PP 1.3158 1.3158 1.3158 1.3173
S1 1.3100 1.3100 1.3193 1.3129
S2 1.2991 1.2991 1.3177
S3 1.2824 1.2933 1.3162
S4 1.2657 1.2766 1.3116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3323 1.3122 0.0201 1.5% 0.0095 0.7% 34% True False 157
10 1.3323 1.3015 0.0308 2.3% 0.0091 0.7% 57% True False 121
20 1.3323 1.2876 0.0447 3.4% 0.0089 0.7% 70% True False 113
40 1.3323 1.2663 0.0660 5.0% 0.0091 0.7% 80% True False 148
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 0.0023
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.3973
2.618 1.3724
1.618 1.3571
1.000 1.3476
0.618 1.3418
HIGH 1.3323
0.618 1.3265
0.500 1.3247
0.382 1.3228
LOW 1.3170
0.618 1.3075
1.000 1.3017
1.618 1.2922
2.618 1.2769
4.250 1.2520
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 1.3247 1.3247
PP 1.3228 1.3228
S1 1.3210 1.3210

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

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