CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3526 |
1.3524 |
-0.0002 |
0.0% |
1.3380 |
| High |
1.3585 |
1.3527 |
-0.0058 |
-0.4% |
1.3598 |
| Low |
1.3465 |
1.3422 |
-0.0043 |
-0.3% |
1.3271 |
| Close |
1.3519 |
1.3491 |
-0.0028 |
-0.2% |
1.3516 |
| Range |
0.0120 |
0.0105 |
-0.0015 |
-12.5% |
0.0327 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2,136 |
3,788 |
1,652 |
77.3% |
18,964 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3795 |
1.3748 |
1.3549 |
|
| R3 |
1.3690 |
1.3643 |
1.3520 |
|
| R2 |
1.3585 |
1.3585 |
1.3510 |
|
| R1 |
1.3538 |
1.3538 |
1.3501 |
1.3509 |
| PP |
1.3480 |
1.3480 |
1.3480 |
1.3466 |
| S1 |
1.3433 |
1.3433 |
1.3481 |
1.3404 |
| S2 |
1.3375 |
1.3375 |
1.3472 |
|
| S3 |
1.3270 |
1.3328 |
1.3462 |
|
| S4 |
1.3165 |
1.3223 |
1.3433 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4443 |
1.4306 |
1.3696 |
|
| R3 |
1.4116 |
1.3979 |
1.3606 |
|
| R2 |
1.3789 |
1.3789 |
1.3576 |
|
| R1 |
1.3652 |
1.3652 |
1.3546 |
1.3721 |
| PP |
1.3462 |
1.3462 |
1.3462 |
1.3496 |
| S1 |
1.3325 |
1.3325 |
1.3486 |
1.3394 |
| S2 |
1.3135 |
1.3135 |
1.3456 |
|
| S3 |
1.2808 |
1.2998 |
1.3426 |
|
| S4 |
1.2481 |
1.2671 |
1.3336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3598 |
1.3402 |
0.0196 |
1.5% |
0.0112 |
0.8% |
45% |
False |
False |
4,728 |
| 10 |
1.3598 |
1.3267 |
0.0331 |
2.5% |
0.0102 |
0.8% |
68% |
False |
False |
2,676 |
| 20 |
1.3598 |
1.3116 |
0.0482 |
3.6% |
0.0094 |
0.7% |
78% |
False |
False |
1,468 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0097 |
0.7% |
79% |
False |
False |
812 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0102 |
0.8% |
63% |
False |
False |
584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3973 |
|
2.618 |
1.3802 |
|
1.618 |
1.3697 |
|
1.000 |
1.3632 |
|
0.618 |
1.3592 |
|
HIGH |
1.3527 |
|
0.618 |
1.3487 |
|
0.500 |
1.3475 |
|
0.382 |
1.3462 |
|
LOW |
1.3422 |
|
0.618 |
1.3357 |
|
1.000 |
1.3317 |
|
1.618 |
1.3252 |
|
2.618 |
1.3147 |
|
4.250 |
1.2976 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3486 |
1.3510 |
| PP |
1.3480 |
1.3504 |
| S1 |
1.3475 |
1.3497 |
|