CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 1.3188 1.3235 0.0047 0.4% 1.3130
High 1.3261 1.3259 -0.0002 0.0% 1.3281
Low 1.3186 1.3190 0.0004 0.0% 1.3115
Close 1.3218 1.3237 0.0019 0.1% 1.3251
Range 0.0075 0.0069 -0.0006 -8.0% 0.0166
ATR 0.0101 0.0099 -0.0002 -2.3% 0.0000
Volume 136 516 380 279.4% 567
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3436 1.3405 1.3275
R3 1.3367 1.3336 1.3256
R2 1.3298 1.3298 1.3250
R1 1.3267 1.3267 1.3243 1.3283
PP 1.3229 1.3229 1.3229 1.3236
S1 1.3198 1.3198 1.3231 1.3214
S2 1.3160 1.3160 1.3224
S3 1.3091 1.3129 1.3218
S4 1.3022 1.3060 1.3199
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3714 1.3648 1.3342
R3 1.3548 1.3482 1.3297
R2 1.3382 1.3382 1.3281
R1 1.3316 1.3316 1.3266 1.3349
PP 1.3216 1.3216 1.3216 1.3232
S1 1.3150 1.3150 1.3236 1.3183
S2 1.3050 1.3050 1.3221
S3 1.2884 1.2984 1.3205
S4 1.2718 1.2818 1.3160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3281 1.3116 0.0165 1.2% 0.0094 0.7% 73% False False 287
10 1.3281 1.3099 0.0182 1.4% 0.0089 0.7% 76% False False 202
20 1.3370 1.3098 0.0272 2.1% 0.0100 0.8% 51% False False 206
40 1.3664 1.3097 0.0567 4.3% 0.0094 0.7% 25% False False 139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3552
2.618 1.3440
1.618 1.3371
1.000 1.3328
0.618 1.3302
HIGH 1.3259
0.618 1.3233
0.500 1.3225
0.382 1.3216
LOW 1.3190
0.618 1.3147
1.000 1.3121
1.618 1.3078
2.618 1.3009
4.250 1.2897
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 1.3233 1.3223
PP 1.3229 1.3209
S1 1.3225 1.3195

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

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