CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 1.3301 1.3335 0.0034 0.3% 1.3575
High 1.3348 1.3355 0.0007 0.1% 1.3638
Low 1.3292 1.3304 0.0012 0.1% 1.3420
Close 1.3312 1.3315 0.0003 0.0% 1.3477
Range 0.0056 0.0051 -0.0005 -8.9% 0.0218
ATR 0.0107 0.0103 -0.0004 -3.7% 0.0000
Volume 16 41 25 156.3% 136
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3478 1.3447 1.3343
R3 1.3427 1.3396 1.3329
R2 1.3376 1.3376 1.3324
R1 1.3345 1.3345 1.3320 1.3335
PP 1.3325 1.3325 1.3325 1.3320
S1 1.3294 1.3294 1.3310 1.3284
S2 1.3274 1.3274 1.3306
S3 1.3223 1.3243 1.3301
S4 1.3172 1.3192 1.3287
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 1.3525 1.3292 0.0233 1.7% 0.0071 0.5% 10% False False 28
10 1.3664 1.3292 0.0372 2.8% 0.0092 0.7% 6% False False 31
20 1.3719 1.3120 0.0599 4.5% 0.0109 0.8% 33% False False 117
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3572
2.618 1.3489
1.618 1.3438
1.000 1.3406
0.618 1.3387
HIGH 1.3355
0.618 1.3336
0.500 1.3330
0.382 1.3323
LOW 1.3304
0.618 1.3272
1.000 1.3253
1.618 1.3221
2.618 1.3170
4.250 1.3087
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 1.3330 1.3352
PP 1.3325 1.3339
S1 1.3320 1.3327

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

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