CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3427 |
1.3530 |
0.0103 |
0.8% |
1.3526 |
| High |
1.3535 |
1.3571 |
0.0036 |
0.3% |
1.3585 |
| Low |
1.3371 |
1.3406 |
0.0035 |
0.3% |
1.3371 |
| Close |
1.3518 |
1.3448 |
-0.0070 |
-0.5% |
1.3448 |
| Range |
0.0164 |
0.0165 |
0.0001 |
0.6% |
0.0214 |
| ATR |
0.0104 |
0.0109 |
0.0004 |
4.1% |
0.0000 |
| Volume |
5,160 |
36,019 |
30,859 |
598.0% |
50,763 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3970 |
1.3874 |
1.3539 |
|
| R3 |
1.3805 |
1.3709 |
1.3493 |
|
| R2 |
1.3640 |
1.3640 |
1.3478 |
|
| R1 |
1.3544 |
1.3544 |
1.3463 |
1.3510 |
| PP |
1.3475 |
1.3475 |
1.3475 |
1.3458 |
| S1 |
1.3379 |
1.3379 |
1.3433 |
1.3345 |
| S2 |
1.3310 |
1.3310 |
1.3418 |
|
| S3 |
1.3145 |
1.3214 |
1.3403 |
|
| S4 |
1.2980 |
1.3049 |
1.3357 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4110 |
1.3993 |
1.3566 |
|
| R3 |
1.3896 |
1.3779 |
1.3507 |
|
| R2 |
1.3682 |
1.3682 |
1.3487 |
|
| R1 |
1.3565 |
1.3565 |
1.3468 |
1.3517 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3444 |
| S1 |
1.3351 |
1.3351 |
1.3428 |
1.3303 |
| S2 |
1.3254 |
1.3254 |
1.3409 |
|
| S3 |
1.3040 |
1.3137 |
1.3389 |
|
| S4 |
1.2826 |
1.2923 |
1.3330 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3585 |
1.3371 |
0.0214 |
1.6% |
0.0126 |
0.9% |
36% |
False |
False |
10,152 |
| 10 |
1.3598 |
1.3271 |
0.0327 |
2.4% |
0.0120 |
0.9% |
54% |
False |
False |
6,972 |
| 20 |
1.3598 |
1.3116 |
0.0482 |
3.6% |
0.0103 |
0.8% |
69% |
False |
False |
3,689 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0101 |
0.7% |
70% |
False |
False |
1,927 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0102 |
0.8% |
56% |
False |
False |
1,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4272 |
|
2.618 |
1.4003 |
|
1.618 |
1.3838 |
|
1.000 |
1.3736 |
|
0.618 |
1.3673 |
|
HIGH |
1.3571 |
|
0.618 |
1.3508 |
|
0.500 |
1.3489 |
|
0.382 |
1.3469 |
|
LOW |
1.3406 |
|
0.618 |
1.3304 |
|
1.000 |
1.3241 |
|
1.618 |
1.3139 |
|
2.618 |
1.2974 |
|
4.250 |
1.2705 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3489 |
1.3471 |
| PP |
1.3475 |
1.3463 |
| S1 |
1.3462 |
1.3456 |
|