CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 1.3209 1.3271 0.0062 0.5% 1.3411
High 1.3289 1.3296 0.0007 0.1% 1.3411
Low 1.3209 1.3247 0.0038 0.3% 1.3097
Close 1.3267 1.3284 0.0017 0.1% 1.3134
Range 0.0080 0.0049 -0.0031 -38.8% 0.0314
ATR 0.0101 0.0097 -0.0004 -3.7% 0.0000
Volume 60 28 -32 -53.3% 325
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3423 1.3402 1.3311
R3 1.3374 1.3353 1.3297
R2 1.3325 1.3325 1.3293
R1 1.3304 1.3304 1.3288 1.3315
PP 1.3276 1.3276 1.3276 1.3281
S1 1.3255 1.3255 1.3280 1.3266
S2 1.3227 1.3227 1.3275
S3 1.3178 1.3206 1.3271
S4 1.3129 1.3157 1.3257
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.4156 1.3959 1.3307
R3 1.3842 1.3645 1.3220
R2 1.3528 1.3528 1.3192
R1 1.3331 1.3331 1.3163 1.3273
PP 1.3214 1.3214 1.3214 1.3185
S1 1.3017 1.3017 1.3105 1.2959
S2 1.2900 1.2900 1.3076
S3 1.2586 1.2703 1.3048
S4 1.2272 1.2389 1.2961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3296 1.3097 0.0199 1.5% 0.0078 0.6% 94% True False 78
10 1.3525 1.3097 0.0428 3.2% 0.0074 0.6% 44% False False 53
20 1.3719 1.3097 0.0622 4.7% 0.0106 0.8% 30% False False 49
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 0.0010
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3504
2.618 1.3424
1.618 1.3375
1.000 1.3345
0.618 1.3326
HIGH 1.3296
0.618 1.3277
0.500 1.3272
0.382 1.3266
LOW 1.3247
0.618 1.3217
1.000 1.3198
1.618 1.3168
2.618 1.3119
4.250 1.3039
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 1.3280 1.3263
PP 1.3276 1.3242
S1 1.3272 1.3222

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

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