CME British Pound Future December 2018


Trading Metrics calculated at close of trading on 15-Aug-2018
Day Change Summary
Previous Current
14-Aug-2018 15-Aug-2018 Change Change % Previous Week
Open 1.2836 1.2765 -0.0071 -0.6% 1.3071
High 1.2894 1.2796 -0.0098 -0.8% 1.3071
Low 1.2780 1.2735 -0.0045 -0.4% 1.2793
Close 1.2780 1.2761 -0.0019 -0.1% 1.2832
Range 0.0114 0.0061 -0.0053 -46.5% 0.0278
ATR 0.0082 0.0080 -0.0001 -1.8% 0.0000
Volume 154 55 -99 -64.3% 709
Daily Pivots for day following 15-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2947 1.2915 1.2795
R3 1.2886 1.2854 1.2778
R2 1.2825 1.2825 1.2772
R1 1.2793 1.2793 1.2767 1.2779
PP 1.2764 1.2764 1.2764 1.2757
S1 1.2732 1.2732 1.2755 1.2718
S2 1.2703 1.2703 1.2750
S3 1.2642 1.2671 1.2744
S4 1.2581 1.2610 1.2727
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.3733 1.3560 1.2985
R3 1.3455 1.3282 1.2908
R2 1.3177 1.3177 1.2883
R1 1.3004 1.3004 1.2857 1.2952
PP 1.2899 1.2899 1.2899 1.2872
S1 1.2726 1.2726 1.2807 1.2674
S2 1.2621 1.2621 1.2781
S3 1.2343 1.2448 1.2756
S4 1.2065 1.2170 1.2679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2977 1.2735 0.0242 1.9% 0.0082 0.6% 11% False True 153
10 1.3228 1.2735 0.0493 3.9% 0.0082 0.6% 5% False True 172
20 1.3290 1.2735 0.0555 4.3% 0.0075 0.6% 5% False True 116
40 1.3451 1.2735 0.0716 5.6% 0.0080 0.6% 4% False True 326
60 1.3586 1.2735 0.0851 6.7% 0.0070 0.6% 3% False True 229
80 1.4126 1.2735 0.1391 10.9% 0.0061 0.5% 2% False True 174
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3055
2.618 1.2956
1.618 1.2895
1.000 1.2857
0.618 1.2834
HIGH 1.2796
0.618 1.2773
0.500 1.2766
0.382 1.2758
LOW 1.2735
0.618 1.2697
1.000 1.2674
1.618 1.2636
2.618 1.2575
4.250 1.2476
Fisher Pivots for day following 15-Aug-2018
Pivot 1 day 3 day
R1 1.2766 1.2815
PP 1.2764 1.2797
S1 1.2763 1.2779

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

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