CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 1.3231 1.3265 0.0034 0.3% 1.3077
High 1.3298 1.3298 0.0000 0.0% 1.3298
Low 1.3231 1.3249 0.0018 0.1% 1.3001
Close 1.3281 1.3255 -0.0026 -0.2% 1.3281
Range 0.0067 0.0049 -0.0018 -26.9% 0.0297
ATR
Volume 5 67 62 1,240.0% 6
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3414 1.3384 1.3282
R3 1.3365 1.3335 1.3268
R2 1.3316 1.3316 1.3264
R1 1.3286 1.3286 1.3259 1.3277
PP 1.3267 1.3267 1.3267 1.3263
S1 1.3237 1.3237 1.3251 1.3228
S2 1.3218 1.3218 1.3246
S3 1.3169 1.3188 1.3242
S4 1.3120 1.3139 1.3228
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4084 1.3980 1.3444
R3 1.3787 1.3683 1.3363
R2 1.3490 1.3490 1.3335
R1 1.3386 1.3386 1.3308 1.3438
PP 1.3193 1.3193 1.3193 1.3220
S1 1.3089 1.3089 1.3254 1.3141
S2 1.2896 1.2896 1.3227
S3 1.2599 1.2792 1.3199
S4 1.2302 1.2495 1.3118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3298 1.3001 0.0297 2.2% 0.0072 0.5% 86% True False 14
10 1.3298 1.2943 0.0355 2.7% 0.0062 0.5% 88% True False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3506
2.618 1.3426
1.618 1.3377
1.000 1.3347
0.618 1.3328
HIGH 1.3298
0.618 1.3279
0.500 1.3274
0.382 1.3268
LOW 1.3249
0.618 1.3219
1.000 1.3200
1.618 1.3170
2.618 1.3121
4.250 1.3041
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 1.3274 1.3240
PP 1.3267 1.3224
S1 1.3261 1.3209

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

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