CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 1.3438 1.3451 0.0013 0.1% 1.3575
High 1.3525 1.3481 -0.0044 -0.3% 1.3638
Low 1.3420 1.3421 0.0001 0.0% 1.3420
Close 1.3516 1.3477 -0.0039 -0.3% 1.3477
Range 0.0105 0.0060 -0.0045 -42.9% 0.0218
ATR 0.0108 0.0107 -0.0001 -0.9% 0.0000
Volume 15 7 -8 -53.3% 136
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3640 1.3618 1.3510
R3 1.3580 1.3558 1.3494
R2 1.3520 1.3520 1.3488
R1 1.3498 1.3498 1.3483 1.3509
PP 1.3460 1.3460 1.3460 1.3465
S1 1.3438 1.3438 1.3472 1.3449
S2 1.3400 1.3400 1.3466
S3 1.3340 1.3378 1.3461
S4 1.3280 1.3318 1.3444
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4166 1.4039 1.3597
R3 1.3948 1.3821 1.3537
R2 1.3730 1.3730 1.3517
R1 1.3603 1.3603 1.3497 1.3558
PP 1.3512 1.3512 1.3512 1.3489
S1 1.3385 1.3385 1.3457 1.3340
S2 1.3294 1.3294 1.3437
S3 1.3076 1.3167 1.3417
S4 1.2858 1.2949 1.3357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3638 1.3420 0.0218 1.6% 0.0095 0.7% 26% False False 27
10 1.3719 1.3420 0.0299 2.2% 0.0113 0.8% 19% False False 22
20 1.3719 1.2998 0.0721 5.3% 0.0112 0.8% 66% False False 111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.3736
2.618 1.3638
1.618 1.3578
1.000 1.3541
0.618 1.3518
HIGH 1.3481
0.618 1.3458
0.500 1.3451
0.382 1.3444
LOW 1.3421
0.618 1.3384
1.000 1.3361
1.618 1.3324
2.618 1.3264
4.250 1.3166
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 1.3468 1.3477
PP 1.3460 1.3476
S1 1.3451 1.3476

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

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