CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 1.4107 1.4045 -0.0062 -0.4% 1.3840
High 1.4160 1.4063 -0.0097 -0.7% 1.4160
Low 1.4011 1.3945 -0.0066 -0.5% 1.3814
Close 1.4037 1.4000 -0.0037 -0.3% 1.4037
Range 0.0149 0.0118 -0.0031 -20.8% 0.0346
ATR 0.0148 0.0145 -0.0002 -1.4% 0.0000
Volume 97,280 143,625 46,345 47.6% 559,475
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.4357 1.4296 1.4065
R3 1.4239 1.4178 1.4032
R2 1.4121 1.4121 1.4022
R1 1.4060 1.4060 1.4011 1.4032
PP 1.4003 1.4003 1.4003 1.3988
S1 1.3942 1.3942 1.3989 1.3914
S2 1.3885 1.3885 1.3978
S3 1.3767 1.3824 1.3968
S4 1.3649 1.3706 1.3935
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.5042 1.4885 1.4227
R3 1.4696 1.4539 1.4132
R2 1.4350 1.4350 1.4100
R1 1.4193 1.4193 1.4069 1.4272
PP 1.4004 1.4004 1.4004 1.4043
S1 1.3847 1.3847 1.4005 1.3926
S2 1.3658 1.3658 1.3974
S3 1.3312 1.3501 1.3942
S4 1.2966 1.3155 1.3847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4160 1.3816 0.0344 2.5% 0.0137 1.0% 53% False False 120,071
10 1.4160 1.3780 0.0380 2.7% 0.0153 1.1% 58% False False 147,005
20 1.4370 1.3780 0.0590 4.2% 0.0164 1.2% 37% False False 156,075
40 1.4370 1.3382 0.0988 7.1% 0.0129 0.9% 63% False False 128,078
60 1.4370 1.3270 0.1100 7.9% 0.0121 0.9% 66% False False 99,171
80 1.4370 1.3098 0.1272 9.1% 0.0115 0.8% 71% False False 74,435
100 1.4370 1.3097 0.1273 9.1% 0.0109 0.8% 71% False False 59,568
120 1.4370 1.2943 0.1427 10.2% 0.0109 0.8% 74% False False 49,659
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 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4565
2.618 1.4372
1.618 1.4254
1.000 1.4181
0.618 1.4136
HIGH 1.4063
0.618 1.4018
0.500 1.4004
0.382 1.3990
LOW 1.3945
0.618 1.3872
1.000 1.3827
1.618 1.3754
2.618 1.3636
4.250 1.3444
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 1.4004 1.4053
PP 1.4003 1.4035
S1 1.4001 1.4018

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

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