CME British Pound Future March 2018
Trading Metrics calculated at close of trading on 12-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1.3434 |
1.3388 |
-0.0046 |
-0.3% |
1.3526 |
High |
1.3482 |
1.3429 |
-0.0053 |
-0.4% |
1.3585 |
Low |
1.3380 |
1.3353 |
-0.0027 |
-0.2% |
1.3371 |
Close |
1.3389 |
1.3367 |
-0.0022 |
-0.2% |
1.3448 |
Range |
0.0102 |
0.0076 |
-0.0026 |
-25.5% |
0.0214 |
ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
39,786 |
68,785 |
28,999 |
72.9% |
50,763 |
|
Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3611 |
1.3565 |
1.3409 |
|
R3 |
1.3535 |
1.3489 |
1.3388 |
|
R2 |
1.3459 |
1.3459 |
1.3381 |
|
R1 |
1.3413 |
1.3413 |
1.3374 |
1.3398 |
PP |
1.3383 |
1.3383 |
1.3383 |
1.3376 |
S1 |
1.3337 |
1.3337 |
1.3360 |
1.3322 |
S2 |
1.3307 |
1.3307 |
1.3353 |
|
S3 |
1.3231 |
1.3261 |
1.3346 |
|
S4 |
1.3155 |
1.3185 |
1.3325 |
|
|
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 |
1.3353 |
0.0218 |
1.6% |
0.0117 |
0.9% |
6% |
False |
True |
30,682 |
10 |
1.3598 |
1.3353 |
0.0245 |
1.8% |
0.0114 |
0.9% |
6% |
False |
True |
17,705 |
20 |
1.3598 |
1.3129 |
0.0469 |
3.5% |
0.0101 |
0.8% |
51% |
False |
False |
9,088 |
40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0101 |
0.8% |
54% |
False |
False |
4,638 |
60 |
1.3719 |
1.3097 |
0.0622 |
4.7% |
0.0099 |
0.7% |
43% |
False |
False |
3,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3752 |
2.618 |
1.3628 |
1.618 |
1.3552 |
1.000 |
1.3505 |
0.618 |
1.3476 |
HIGH |
1.3429 |
0.618 |
1.3400 |
0.500 |
1.3391 |
0.382 |
1.3382 |
LOW |
1.3353 |
0.618 |
1.3306 |
1.000 |
1.3277 |
1.618 |
1.3230 |
2.618 |
1.3154 |
4.250 |
1.3030 |
|
|
Fisher Pivots for day following 12-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1.3391 |
1.3462 |
PP |
1.3383 |
1.3430 |
S1 |
1.3375 |
1.3399 |
|