CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 1.3400 1.3290 -0.0110 -0.8% 1.3077
High 1.3400 1.3472 0.0072 0.5% 1.3298
Low 1.3272 1.3273 0.0001 0.0% 1.3001
Close 1.3273 1.3471 0.0198 1.5% 1.3281
Range 0.0128 0.0199 0.0071 55.5% 0.0297
ATR 0.0000 0.0091 0.0091 0.0000
Volume 58 222 164 282.8% 6
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4002 1.3936 1.3580
R3 1.3803 1.3737 1.3526
R2 1.3604 1.3604 1.3507
R1 1.3538 1.3538 1.3489 1.3571
PP 1.3405 1.3405 1.3405 1.3422
S1 1.3339 1.3339 1.3453 1.3372
S2 1.3206 1.3206 1.3435
S3 1.3007 1.3140 1.3416
S4 1.2808 1.2941 1.3362
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 1.3472 1.3231 0.0241 1.8% 0.0114 0.8% 100% True False 394
10 1.3472 1.2943 0.0529 3.9% 0.0097 0.7% 100% True False 199
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 0.0018
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4318
2.618 1.3993
1.618 1.3794
1.000 1.3671
0.618 1.3595
HIGH 1.3472
0.618 1.3396
0.500 1.3373
0.382 1.3349
LOW 1.3273
0.618 1.3150
1.000 1.3074
1.618 1.2951
2.618 1.2752
4.250 1.2427
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 1.3438 1.3434
PP 1.3405 1.3397
S1 1.3373 1.3360

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

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