CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 1.2943 1.2920 -0.0023 -0.2% 1.3068
High 1.2958 1.2967 0.0009 0.1% 1.3075
Low 1.2905 1.2883 -0.0022 -0.2% 1.2883
Close 1.2926 1.2927 0.0001 0.0% 1.2927
Range 0.0053 0.0084 0.0031 58.5% 0.0192
ATR 0.0084 0.0084 0.0000 0.0% 0.0000
Volume 327 677 350 107.0% 2,893
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3178 1.3136 1.2973
R3 1.3094 1.3052 1.2950
R2 1.3010 1.3010 1.2942
R1 1.2968 1.2968 1.2935 1.2989
PP 1.2926 1.2926 1.2926 1.2936
S1 1.2884 1.2884 1.2919 1.2905
S2 1.2842 1.2842 1.2912
S3 1.2758 1.2800 1.2904
S4 1.2674 1.2716 1.2881
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3538 1.3424 1.3033
R3 1.3346 1.3232 1.2980
R2 1.3154 1.3154 1.2962
R1 1.3040 1.3040 1.2945 1.3001
PP 1.2962 1.2962 1.2962 1.2942
S1 1.2848 1.2848 1.2909 1.2809
S2 1.2770 1.2770 1.2892
S3 1.2578 1.2656 1.2874
S4 1.2386 1.2464 1.2821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3075 1.2883 0.0192 1.5% 0.0076 0.6% 23% False True 578
10 1.3113 1.2883 0.0230 1.8% 0.0073 0.6% 19% False True 359
20 1.3323 1.2883 0.0440 3.4% 0.0086 0.7% 10% False True 247
40 1.3323 1.2765 0.0558 4.3% 0.0085 0.7% 29% False False 186
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3324
2.618 1.3187
1.618 1.3103
1.000 1.3051
0.618 1.3019
HIGH 1.2967
0.618 1.2935
0.500 1.2925
0.382 1.2915
LOW 1.2883
0.618 1.2831
1.000 1.2799
1.618 1.2747
2.618 1.2663
4.250 1.2526
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 1.2926 1.2926
PP 1.2926 1.2926
S1 1.2925 1.2925

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

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