CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3367 |
1.3468 |
0.0101 |
0.8% |
1.3526 |
| High |
1.3485 |
1.3521 |
0.0036 |
0.3% |
1.3585 |
| Low |
1.3364 |
1.3449 |
0.0085 |
0.6% |
1.3371 |
| Close |
1.3471 |
1.3501 |
0.0030 |
0.2% |
1.3448 |
| Range |
0.0121 |
0.0072 |
-0.0049 |
-40.5% |
0.0214 |
| ATR |
0.0107 |
0.0105 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
140,041 |
97,049 |
-42,992 |
-30.7% |
50,763 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3706 |
1.3676 |
1.3541 |
|
| R3 |
1.3634 |
1.3604 |
1.3521 |
|
| R2 |
1.3562 |
1.3562 |
1.3514 |
|
| R1 |
1.3532 |
1.3532 |
1.3508 |
1.3547 |
| PP |
1.3490 |
1.3490 |
1.3490 |
1.3498 |
| S1 |
1.3460 |
1.3460 |
1.3494 |
1.3475 |
| S2 |
1.3418 |
1.3418 |
1.3488 |
|
| S3 |
1.3346 |
1.3388 |
1.3481 |
|
| S4 |
1.3274 |
1.3316 |
1.3461 |
|
|
| 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% |
0.0107 |
0.8% |
68% |
False |
False |
76,336 |
| 10 |
1.3598 |
1.3353 |
0.0245 |
1.8% |
0.0110 |
0.8% |
60% |
False |
False |
39,728 |
| 20 |
1.3598 |
1.3190 |
0.0408 |
3.0% |
0.0102 |
0.8% |
76% |
False |
False |
20,926 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0102 |
0.8% |
81% |
False |
False |
10,557 |
| 60 |
1.3664 |
1.3097 |
0.0567 |
4.2% |
0.0098 |
0.7% |
71% |
False |
False |
7,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3827 |
|
2.618 |
1.3709 |
|
1.618 |
1.3637 |
|
1.000 |
1.3593 |
|
0.618 |
1.3565 |
|
HIGH |
1.3521 |
|
0.618 |
1.3493 |
|
0.500 |
1.3485 |
|
0.382 |
1.3477 |
|
LOW |
1.3449 |
|
0.618 |
1.3405 |
|
1.000 |
1.3377 |
|
1.618 |
1.3333 |
|
2.618 |
1.3261 |
|
4.250 |
1.3143 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3496 |
1.3480 |
| PP |
1.3490 |
1.3458 |
| S1 |
1.3485 |
1.3437 |
|