CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 1.3290 1.3481 0.0191 1.4% 1.3265
High 1.3472 1.3680 0.0208 1.5% 1.3680
Low 1.3273 1.3465 0.0192 1.4% 1.3247
Close 1.3471 1.3644 0.0173 1.3% 1.3644
Range 0.0199 0.0215 0.0016 8.0% 0.0433
ATR 0.0091 0.0100 0.0009 9.7% 0.0000
Volume 222 33 -189 -85.1% 1,998
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4241 1.4158 1.3762
R3 1.4026 1.3943 1.3703
R2 1.3811 1.3811 1.3683
R1 1.3728 1.3728 1.3664 1.3770
PP 1.3596 1.3596 1.3596 1.3617
S1 1.3513 1.3513 1.3624 1.3555
S2 1.3381 1.3381 1.3605
S3 1.3166 1.3298 1.3585
S4 1.2951 1.3083 1.3526
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4823 1.4666 1.3882
R3 1.4390 1.4233 1.3763
R2 1.3957 1.3957 1.3723
R1 1.3800 1.3800 1.3684 1.3879
PP 1.3524 1.3524 1.3524 1.3563
S1 1.3367 1.3367 1.3604 1.3446
S2 1.3091 1.3091 1.3565
S3 1.2658 1.2934 1.3525
S4 1.2225 1.2501 1.3406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3680 1.3247 0.0433 3.2% 0.0143 1.0% 92% True False 399
10 1.3680 1.2998 0.0682 5.0% 0.0110 0.8% 95% True False 200
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 0.0020
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.4594
2.618 1.4243
1.618 1.4028
1.000 1.3895
0.618 1.3813
HIGH 1.3680
0.618 1.3598
0.500 1.3573
0.382 1.3547
LOW 1.3465
0.618 1.3332
1.000 1.3250
1.618 1.3117
2.618 1.2902
4.250 1.2551
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 1.3620 1.3588
PP 1.3596 1.3532
S1 1.3573 1.3476

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

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