CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 1.2854 1.2906 0.0052 0.4% 1.2757
High 1.2911 1.2943 0.0032 0.2% 1.2949
Low 1.2839 1.2872 0.0033 0.3% 1.2742
Close 1.2902 1.2877 -0.0025 -0.2% 1.2857
Range 0.0072 0.0071 -0.0001 -1.4% 0.0207
ATR 0.0090 0.0088 -0.0001 -1.5% 0.0000
Volume 51,134 78,864 27,730 54.2% 445,515
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3110 1.3065 1.2916
R3 1.3039 1.2994 1.2897
R2 1.2968 1.2968 1.2890
R1 1.2923 1.2923 1.2884 1.2910
PP 1.2897 1.2897 1.2897 1.2891
S1 1.2852 1.2852 1.2870 1.2839
S2 1.2826 1.2826 1.2864
S3 1.2755 1.2781 1.2857
S4 1.2684 1.2710 1.2838
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3470 1.3371 1.2971
R3 1.3263 1.3164 1.2914
R2 1.3056 1.3056 1.2895
R1 1.2957 1.2957 1.2876 1.3007
PP 1.2849 1.2849 1.2849 1.2874
S1 1.2750 1.2750 1.2838 1.2800
S2 1.2642 1.2642 1.2819
S3 1.2435 1.2543 1.2800
S4 1.2228 1.2336 1.2743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2949 1.2809 0.0140 1.1% 0.0082 0.6% 49% False False 78,130
10 1.2949 1.2678 0.0271 2.1% 0.0081 0.6% 73% False False 85,425
20 1.3177 1.2678 0.0499 3.9% 0.0085 0.7% 40% False False 94,844
40 1.3403 1.2678 0.0725 5.6% 0.0093 0.7% 27% False False 106,610
60 1.3533 1.2678 0.0855 6.6% 0.0095 0.7% 23% False False 99,107
80 1.3695 1.2678 0.1017 7.9% 0.0094 0.7% 20% False False 74,805
100 1.4463 1.2678 0.1785 13.9% 0.0093 0.7% 11% False False 59,895
120 1.4463 1.2678 0.1785 13.9% 0.0091 0.7% 11% False False 49,920
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3245
2.618 1.3129
1.618 1.3058
1.000 1.3014
0.618 1.2987
HIGH 1.2943
0.618 1.2916
0.500 1.2908
0.382 1.2899
LOW 1.2872
0.618 1.2828
1.000 1.2801
1.618 1.2757
2.618 1.2686
4.250 1.2570
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 1.2908 1.2877
PP 1.2897 1.2876
S1 1.2887 1.2876

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

View Archives - Comment on this page... - Back to Index of Symbols