CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 09-Nov-2017
Day Change Summary
Previous Current
08-Nov-2017 09-Nov-2017 Change Change % Previous Week
Open 1.3229 1.3169 -0.0060 -0.5% 1.3194
High 1.3229 1.3218 -0.0011 -0.1% 1.3370
Low 1.3145 1.3143 -0.0002 0.0% 1.3098
Close 1.3167 1.3212 0.0045 0.3% 1.3123
Range 0.0084 0.0075 -0.0009 -10.7% 0.0272
ATR 0.0101 0.0100 -0.0002 -1.9% 0.0000
Volume 203 141 -62 -30.5% 890
Daily Pivots for day following 09-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3416 1.3389 1.3253
R3 1.3341 1.3314 1.3233
R2 1.3266 1.3266 1.3226
R1 1.3239 1.3239 1.3219 1.3253
PP 1.3191 1.3191 1.3191 1.3198
S1 1.3164 1.3164 1.3205 1.3178
S2 1.3116 1.3116 1.3198
S3 1.3041 1.3089 1.3191
S4 1.2966 1.3014 1.3171
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.4013 1.3840 1.3273
R3 1.3741 1.3568 1.3198
R2 1.3469 1.3469 1.3173
R1 1.3296 1.3296 1.3148 1.3247
PP 1.3197 1.3197 1.3197 1.3172
S1 1.3024 1.3024 1.3098 1.2975
S2 1.2925 1.2925 1.3073
S3 1.2653 1.2752 1.3048
S4 1.2381 1.2480 1.2973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3229 1.3099 0.0130 1.0% 0.0084 0.6% 87% False False 118
10 1.3370 1.3098 0.0272 2.1% 0.0097 0.7% 42% False False 150
20 1.3400 1.3098 0.0302 2.3% 0.0098 0.7% 38% False False 165
40 1.3719 1.3097 0.0622 4.7% 0.0101 0.8% 18% False False 105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3537
2.618 1.3414
1.618 1.3339
1.000 1.3293
0.618 1.3264
HIGH 1.3218
0.618 1.3189
0.500 1.3181
0.382 1.3172
LOW 1.3143
0.618 1.3097
1.000 1.3068
1.618 1.3022
2.618 1.2947
4.250 1.2824
Fisher Pivots for day following 09-Nov-2017
Pivot 1 day 3 day
R1 1.3202 1.3203
PP 1.3191 1.3195
S1 1.3181 1.3186

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

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