CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 1.3341 1.3336 -0.0005 0.0% 1.3243
High 1.3370 1.3336 -0.0034 -0.3% 1.3332
Low 1.3298 1.3098 -0.0200 -1.5% 1.3135
Close 1.3305 1.3117 -0.0188 -1.4% 1.3181
Range 0.0072 0.0238 0.0166 230.6% 0.0197
ATR 0.0097 0.0107 0.0010 10.4% 0.0000
Volume 113 377 264 233.6% 916
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3898 1.3745 1.3248
R3 1.3660 1.3507 1.3182
R2 1.3422 1.3422 1.3161
R1 1.3269 1.3269 1.3139 1.3227
PP 1.3184 1.3184 1.3184 1.3162
S1 1.3031 1.3031 1.3095 1.2989
S2 1.2946 1.2946 1.3073
S3 1.2708 1.2793 1.3052
S4 1.2470 1.2555 1.2986
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3807 1.3691 1.3289
R3 1.3610 1.3494 1.3235
R2 1.3413 1.3413 1.3217
R1 1.3297 1.3297 1.3199 1.3257
PP 1.3216 1.3216 1.3216 1.3196
S1 1.3100 1.3100 1.3163 1.3060
S2 1.3019 1.3019 1.3145
S3 1.2822 1.2903 1.3127
S4 1.2625 1.2706 1.3073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3370 1.3098 0.0272 2.1% 0.0110 0.8% 7% False True 181
10 1.3370 1.3098 0.0272 2.1% 0.0112 0.9% 7% False True 209
20 1.3400 1.3097 0.0303 2.3% 0.0099 0.8% 7% False False 159
40 1.3719 1.3097 0.0622 4.7% 0.0105 0.8% 3% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.4348
2.618 1.3959
1.618 1.3721
1.000 1.3574
0.618 1.3483
HIGH 1.3336
0.618 1.3245
0.500 1.3217
0.382 1.3189
LOW 1.3098
0.618 1.2951
1.000 1.2860
1.618 1.2713
2.618 1.2475
4.250 1.2087
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 1.3217 1.3234
PP 1.3184 1.3195
S1 1.3150 1.3156

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

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