CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3530 |
1.3434 |
-0.0096 |
-0.7% |
1.3526 |
| High |
1.3571 |
1.3482 |
-0.0089 |
-0.7% |
1.3585 |
| Low |
1.3406 |
1.3380 |
-0.0026 |
-0.2% |
1.3371 |
| Close |
1.3448 |
1.3389 |
-0.0059 |
-0.4% |
1.3448 |
| Range |
0.0165 |
0.0102 |
-0.0063 |
-38.2% |
0.0214 |
| ATR |
0.0109 |
0.0108 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
36,019 |
39,786 |
3,767 |
10.5% |
50,763 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3723 |
1.3658 |
1.3445 |
|
| R3 |
1.3621 |
1.3556 |
1.3417 |
|
| R2 |
1.3519 |
1.3519 |
1.3408 |
|
| R1 |
1.3454 |
1.3454 |
1.3398 |
1.3436 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3408 |
| S1 |
1.3352 |
1.3352 |
1.3380 |
1.3334 |
| S2 |
1.3315 |
1.3315 |
1.3370 |
|
| S3 |
1.3213 |
1.3250 |
1.3361 |
|
| S4 |
1.3111 |
1.3148 |
1.3333 |
|
|
| 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 |
1.3571 |
1.3371 |
0.0200 |
1.5% |
0.0122 |
0.9% |
9% |
False |
False |
17,682 |
| 10 |
1.3598 |
1.3271 |
0.0327 |
2.4% |
0.0123 |
0.9% |
36% |
False |
False |
10,921 |
| 20 |
1.3598 |
1.3116 |
0.0482 |
3.6% |
0.0103 |
0.8% |
57% |
False |
False |
5,673 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0101 |
0.8% |
58% |
False |
False |
2,920 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0100 |
0.7% |
47% |
False |
False |
1,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3916 |
|
2.618 |
1.3749 |
|
1.618 |
1.3647 |
|
1.000 |
1.3584 |
|
0.618 |
1.3545 |
|
HIGH |
1.3482 |
|
0.618 |
1.3443 |
|
0.500 |
1.3431 |
|
0.382 |
1.3419 |
|
LOW |
1.3380 |
|
0.618 |
1.3317 |
|
1.000 |
1.3278 |
|
1.618 |
1.3215 |
|
2.618 |
1.3113 |
|
4.250 |
1.2947 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3431 |
1.3471 |
| PP |
1.3417 |
1.3444 |
| S1 |
1.3403 |
1.3416 |
|