CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 1.3064 1.3047 -0.0017 -0.1% 1.3087
High 1.3068 1.3085 0.0017 0.1% 1.3113
Low 1.3007 1.2995 -0.0012 -0.1% 1.2995
Close 1.3034 1.3068 0.0034 0.3% 1.3068
Range 0.0061 0.0090 0.0029 47.5% 0.0118
ATR 0.0088 0.0088 0.0000 0.2% 0.0000
Volume 103 227 124 120.4% 706
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3319 1.3284 1.3118
R3 1.3229 1.3194 1.3093
R2 1.3139 1.3139 1.3085
R1 1.3104 1.3104 1.3076 1.3122
PP 1.3049 1.3049 1.3049 1.3058
S1 1.3014 1.3014 1.3060 1.3032
S2 1.2959 1.2959 1.3052
S3 1.2869 1.2924 1.3043
S4 1.2779 1.2834 1.3019
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3413 1.3358 1.3133
R3 1.3295 1.3240 1.3100
R2 1.3177 1.3177 1.3090
R1 1.3122 1.3122 1.3079 1.3091
PP 1.3059 1.3059 1.3059 1.3043
S1 1.3004 1.3004 1.3057 1.2973
S2 1.2941 1.2941 1.3046
S3 1.2823 1.2886 1.3036
S4 1.2705 1.2768 1.3003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3113 1.2995 0.0118 0.9% 0.0070 0.5% 62% False True 141
10 1.3323 1.2995 0.0328 2.5% 0.0088 0.7% 22% False True 162
20 1.3323 1.2995 0.0328 2.5% 0.0086 0.7% 22% False True 137
40 1.3323 1.2663 0.0660 5.1% 0.0087 0.7% 61% False False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3468
2.618 1.3321
1.618 1.3231
1.000 1.3175
0.618 1.3141
HIGH 1.3085
0.618 1.3051
0.500 1.3040
0.382 1.3029
LOW 1.2995
0.618 1.2939
1.000 1.2905
1.618 1.2849
2.618 1.2759
4.250 1.2613
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 1.3059 1.3059
PP 1.3049 1.3049
S1 1.3040 1.3040

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

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