CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 1.3034 1.3018 -0.0016 -0.1% 1.2925
High 1.3091 1.3086 -0.0005 0.0% 1.3032
Low 1.2966 1.2982 0.0016 0.1% 1.2791
Close 1.3010 1.3058 0.0048 0.4% 1.2928
Range 0.0125 0.0104 -0.0021 -16.8% 0.0241
ATR 0.0107 0.0107 0.0000 -0.2% 0.0000
Volume 162,196 151,802 -10,394 -6.4% 628,602
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3354 1.3310 1.3115
R3 1.3250 1.3206 1.3087
R2 1.3146 1.3146 1.3077
R1 1.3102 1.3102 1.3068 1.3124
PP 1.3042 1.3042 1.3042 1.3053
S1 1.2998 1.2998 1.3048 1.3020
S2 1.2938 1.2938 1.3039
S3 1.2834 1.2894 1.3029
S4 1.2730 1.2790 1.3001
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.3640 1.3525 1.3061
R3 1.3399 1.3284 1.2994
R2 1.3158 1.3158 1.2972
R1 1.3043 1.3043 1.2950 1.3101
PP 1.2917 1.2917 1.2917 1.2946
S1 1.2802 1.2802 1.2906 1.2860
S2 1.2676 1.2676 1.2884
S3 1.2435 1.2561 1.2862
S4 1.2194 1.2320 1.2795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3091 1.2900 0.0191 1.5% 0.0114 0.9% 83% False False 145,416
10 1.3091 1.2791 0.0300 2.3% 0.0122 0.9% 89% False False 147,286
20 1.3091 1.2678 0.0413 3.2% 0.0102 0.8% 92% False False 116,355
40 1.3240 1.2678 0.0562 4.3% 0.0096 0.7% 68% False False 111,150
60 1.3403 1.2678 0.0725 5.6% 0.0100 0.8% 52% False False 115,324
80 1.3566 1.2678 0.0888 6.8% 0.0098 0.8% 43% False False 93,174
100 1.4117 1.2678 0.1439 11.0% 0.0097 0.7% 26% False False 74,591
120 1.4463 1.2678 0.1785 13.7% 0.0095 0.7% 21% False False 62,189
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3528
2.618 1.3358
1.618 1.3254
1.000 1.3190
0.618 1.3150
HIGH 1.3086
0.618 1.3046
0.500 1.3034
0.382 1.3022
LOW 1.2982
0.618 1.2918
1.000 1.2878
1.618 1.2814
2.618 1.2710
4.250 1.2540
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 1.3050 1.3037
PP 1.3042 1.3016
S1 1.3034 1.2996

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

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