CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 1.3368 1.3380 0.0012 0.1% 1.3268
High 1.3409 1.3429 0.0020 0.1% 1.3409
Low 1.3330 1.3365 0.0035 0.3% 1.3240
Close 1.3382 1.3369 -0.0013 -0.1% 1.3382
Range 0.0079 0.0064 -0.0015 -19.0% 0.0169
ATR 0.0093 0.0091 -0.0002 -2.2% 0.0000
Volume 325 296 -29 -8.9% 2,452
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3580 1.3538 1.3404
R3 1.3516 1.3474 1.3387
R2 1.3452 1.3452 1.3381
R1 1.3410 1.3410 1.3375 1.3399
PP 1.3388 1.3388 1.3388 1.3382
S1 1.3346 1.3346 1.3363 1.3335
S2 1.3324 1.3324 1.3357
S3 1.3260 1.3282 1.3351
S4 1.3196 1.3218 1.3334
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3851 1.3785 1.3475
R3 1.3682 1.3616 1.3428
R2 1.3513 1.3513 1.3413
R1 1.3447 1.3447 1.3397 1.3480
PP 1.3344 1.3344 1.3344 1.3360
S1 1.3278 1.3278 1.3367 1.3311
S2 1.3175 1.3175 1.3351
S3 1.3006 1.3109 1.3336
S4 1.2837 1.2940 1.3289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3429 1.3240 0.0189 1.4% 0.0077 0.6% 68% True False 549
10 1.3429 1.3116 0.0313 2.3% 0.0083 0.6% 81% True False 424
20 1.3429 1.3098 0.0331 2.5% 0.0092 0.7% 82% True False 285
40 1.3429 1.3097 0.0332 2.5% 0.0091 0.7% 82% True False 208
60 1.3719 1.2998 0.0721 5.4% 0.0098 0.7% 51% False False 175
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3701
2.618 1.3597
1.618 1.3533
1.000 1.3493
0.618 1.3469
HIGH 1.3429
0.618 1.3405
0.500 1.3397
0.382 1.3389
LOW 1.3365
0.618 1.3325
1.000 1.3301
1.618 1.3261
2.618 1.3197
4.250 1.3093
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 1.3397 1.3363
PP 1.3388 1.3356
S1 1.3378 1.3350

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

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