CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 1.3242 1.3268 0.0026 0.2% 1.3147
High 1.3278 1.3289 0.0011 0.1% 1.3400
Low 1.3215 1.3197 -0.0018 -0.1% 1.3147
Close 1.3264 1.3218 -0.0046 -0.3% 1.3357
Range 0.0063 0.0092 0.0029 46.0% 0.0253
ATR 0.0096 0.0095 0.0000 -0.3% 0.0000
Volume 31 171 140 451.6% 408
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3511 1.3456 1.3269
R3 1.3419 1.3364 1.3243
R2 1.3327 1.3327 1.3235
R1 1.3272 1.3272 1.3226 1.3254
PP 1.3235 1.3235 1.3235 1.3225
S1 1.3180 1.3180 1.3210 1.3162
S2 1.3143 1.3143 1.3201
S3 1.3051 1.3088 1.3193
S4 1.2959 1.2996 1.3167
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.4060 1.3962 1.3496
R3 1.3807 1.3709 1.3427
R2 1.3554 1.3554 1.3403
R1 1.3456 1.3456 1.3380 1.3505
PP 1.3301 1.3301 1.3301 1.3326
S1 1.3203 1.3203 1.3334 1.3252
S2 1.3048 1.3048 1.3311
S3 1.2795 1.2950 1.3287
S4 1.2542 1.2697 1.3218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3400 1.3197 0.0203 1.5% 0.0083 0.6% 10% False True 122
10 1.3400 1.3097 0.0303 2.3% 0.0085 0.6% 40% False False 110
20 1.3664 1.3097 0.0567 4.3% 0.0088 0.7% 21% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3680
2.618 1.3530
1.618 1.3438
1.000 1.3381
0.618 1.3346
HIGH 1.3289
0.618 1.3254
0.500 1.3243
0.382 1.3232
LOW 1.3197
0.618 1.3140
1.000 1.3105
1.618 1.3048
2.618 1.2956
4.250 1.2806
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 1.3243 1.3259
PP 1.3235 1.3245
S1 1.3226 1.3232

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

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