CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 1.3350 1.3400 0.0050 0.4% 1.3077
High 1.3372 1.3400 0.0028 0.2% 1.3298
Low 1.3247 1.3272 0.0025 0.2% 1.3001
Close 1.3372 1.3273 -0.0099 -0.7% 1.3281
Range 0.0125 0.0128 0.0003 2.4% 0.0297
ATR
Volume 1,618 58 -1,560 -96.4% 6
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3699 1.3614 1.3343
R3 1.3571 1.3486 1.3308
R2 1.3443 1.3443 1.3296
R1 1.3358 1.3358 1.3285 1.3337
PP 1.3315 1.3315 1.3315 1.3304
S1 1.3230 1.3230 1.3261 1.3209
S2 1.3187 1.3187 1.3250
S3 1.3059 1.3102 1.3238
S4 1.2931 1.2974 1.3203
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 1.3400 1.3120 0.0280 2.1% 0.0087 0.7% 55% True False 349
10 1.3400 1.2943 0.0457 3.4% 0.0082 0.6% 72% True False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3944
2.618 1.3735
1.618 1.3607
1.000 1.3528
0.618 1.3479
HIGH 1.3400
0.618 1.3351
0.500 1.3336
0.382 1.3321
LOW 1.3272
0.618 1.3193
1.000 1.3144
1.618 1.3065
2.618 1.2937
4.250 1.2728
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 1.3336 1.3324
PP 1.3315 1.3307
S1 1.3294 1.3290

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

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