CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 1.3411 1.3301 -0.0110 -0.8% 1.3575
High 1.3411 1.3348 -0.0063 -0.5% 1.3638
Low 1.3330 1.3292 -0.0038 -0.3% 1.3420
Close 1.3353 1.3312 -0.0041 -0.3% 1.3477
Range 0.0081 0.0056 -0.0025 -30.9% 0.0218
ATR 0.0110 0.0107 -0.0004 -3.2% 0.0000
Volume 64 16 -48 -75.0% 136
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3485 1.3455 1.3343
R3 1.3429 1.3399 1.3327
R2 1.3373 1.3373 1.3322
R1 1.3343 1.3343 1.3317 1.3358
PP 1.3317 1.3317 1.3317 1.3325
S1 1.3287 1.3287 1.3307 1.3302
S2 1.3261 1.3261 1.3302
S3 1.3205 1.3231 1.3297
S4 1.3149 1.3175 1.3281
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 1.3531 1.3292 0.0239 1.8% 0.0078 0.6% 8% False True 22
10 1.3719 1.3292 0.0427 3.2% 0.0105 0.8% 5% False True 27
20 1.3719 1.3108 0.0611 4.6% 0.0108 0.8% 33% False False 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0027
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3586
2.618 1.3495
1.618 1.3439
1.000 1.3404
0.618 1.3383
HIGH 1.3348
0.618 1.3327
0.500 1.3320
0.382 1.3313
LOW 1.3292
0.618 1.3257
1.000 1.3236
1.618 1.3201
2.618 1.3145
4.250 1.3054
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 1.3320 1.3387
PP 1.3317 1.3362
S1 1.3315 1.3337

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

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