CME British Pound Future June 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 1.4306 1.4233 -0.0073 -0.5% 1.3950
High 1.4415 1.4360 -0.0055 -0.4% 1.4415
Low 1.4165 1.4193 0.0028 0.2% 1.3936
Close 1.4196 1.4235 0.0039 0.3% 1.4235
Range 0.0250 0.0167 -0.0083 -33.2% 0.0479
ATR 0.0114 0.0117 0.0004 3.4% 0.0000
Volume 517 117 -400 -77.4% 1,274
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.4764 1.4666 1.4327
R3 1.4597 1.4499 1.4281
R2 1.4430 1.4430 1.4266
R1 1.4332 1.4332 1.4250 1.4381
PP 1.4263 1.4263 1.4263 1.4287
S1 1.4165 1.4165 1.4220 1.4214
S2 1.4096 1.4096 1.4204
S3 1.3929 1.3998 1.4189
S4 1.3762 1.3831 1.4143
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.5632 1.5413 1.4498
R3 1.5153 1.4934 1.4367
R2 1.4674 1.4674 1.4323
R1 1.4455 1.4455 1.4279 1.4565
PP 1.4195 1.4195 1.4195 1.4250
S1 1.3976 1.3976 1.4191 1.4086
S2 1.3716 1.3716 1.4147
S3 1.3237 1.3497 1.4103
S4 1.2758 1.3018 1.3972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4415 1.3936 0.0479 3.4% 0.0179 1.3% 62% False False 254
10 1.4415 1.3652 0.0763 5.4% 0.0149 1.0% 76% False False 216
20 1.4415 1.3484 0.0931 6.5% 0.0108 0.8% 81% False False 127
40 1.4415 1.3400 0.1015 7.1% 0.0087 0.6% 82% False False 87
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5070
2.618 1.4797
1.618 1.4630
1.000 1.4527
0.618 1.4463
HIGH 1.4360
0.618 1.4296
0.500 1.4277
0.382 1.4257
LOW 1.4193
0.618 1.4090
1.000 1.4026
1.618 1.3923
2.618 1.3756
4.250 1.3483
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 1.4277 1.4249
PP 1.4263 1.4244
S1 1.4249 1.4240

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

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