CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 1.3268 1.3213 -0.0055 -0.4% 1.3362
High 1.3289 1.3260 -0.0029 -0.2% 1.3370
Low 1.3197 1.3150 -0.0047 -0.4% 1.3150
Close 1.3218 1.3253 0.0035 0.3% 1.3253
Range 0.0092 0.0110 0.0018 19.6% 0.0220
ATR 0.0095 0.0096 0.0001 1.1% 0.0000
Volume 171 423 252 147.4% 976
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3551 1.3512 1.3314
R3 1.3441 1.3402 1.3283
R2 1.3331 1.3331 1.3273
R1 1.3292 1.3292 1.3263 1.3312
PP 1.3221 1.3221 1.3221 1.3231
S1 1.3182 1.3182 1.3243 1.3202
S2 1.3111 1.3111 1.3233
S3 1.3001 1.3072 1.3223
S4 1.2891 1.2962 1.3193
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3918 1.3805 1.3374
R3 1.3698 1.3585 1.3314
R2 1.3478 1.3478 1.3293
R1 1.3365 1.3365 1.3273 1.3312
PP 1.3258 1.3258 1.3258 1.3231
S1 1.3145 1.3145 1.3233 1.3092
S2 1.3038 1.3038 1.3213
S3 1.2818 1.2925 1.3193
S4 1.2598 1.2705 1.3132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3370 1.3150 0.0220 1.7% 0.0088 0.7% 47% False True 195
10 1.3400 1.3147 0.0253 1.9% 0.0088 0.7% 42% False False 138
20 1.3638 1.3097 0.0541 4.1% 0.0087 0.7% 29% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3728
2.618 1.3548
1.618 1.3438
1.000 1.3370
0.618 1.3328
HIGH 1.3260
0.618 1.3218
0.500 1.3205
0.382 1.3192
LOW 1.3150
0.618 1.3082
1.000 1.3040
1.618 1.2972
2.618 1.2862
4.250 1.2683
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 1.3237 1.3242
PP 1.3221 1.3231
S1 1.3205 1.3220

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

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