CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3483 |
1.3383 |
-0.0100 |
-0.7% |
1.3434 |
| High |
1.3504 |
1.3479 |
-0.0025 |
-0.2% |
1.3521 |
| Low |
1.3364 |
1.3373 |
0.0009 |
0.1% |
1.3353 |
| Close |
1.3383 |
1.3441 |
0.0058 |
0.4% |
1.3383 |
| Range |
0.0140 |
0.0106 |
-0.0034 |
-24.3% |
0.0168 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
153,034 |
94,825 |
-58,209 |
-38.0% |
498,695 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3749 |
1.3701 |
1.3499 |
|
| R3 |
1.3643 |
1.3595 |
1.3470 |
|
| R2 |
1.3537 |
1.3537 |
1.3460 |
|
| R1 |
1.3489 |
1.3489 |
1.3451 |
1.3513 |
| PP |
1.3431 |
1.3431 |
1.3431 |
1.3443 |
| S1 |
1.3383 |
1.3383 |
1.3431 |
1.3407 |
| S2 |
1.3325 |
1.3325 |
1.3422 |
|
| S3 |
1.3219 |
1.3277 |
1.3412 |
|
| S4 |
1.3113 |
1.3171 |
1.3383 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3923 |
1.3821 |
1.3475 |
|
| R3 |
1.3755 |
1.3653 |
1.3429 |
|
| R2 |
1.3587 |
1.3587 |
1.3414 |
|
| R1 |
1.3485 |
1.3485 |
1.3398 |
1.3452 |
| PP |
1.3419 |
1.3419 |
1.3419 |
1.3403 |
| S1 |
1.3317 |
1.3317 |
1.3368 |
1.3284 |
| S2 |
1.3251 |
1.3251 |
1.3352 |
|
| S3 |
1.3083 |
1.3149 |
1.3337 |
|
| S4 |
1.2915 |
1.2981 |
1.3291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3521 |
1.3353 |
0.0168 |
1.2% |
0.0103 |
0.8% |
52% |
False |
False |
110,746 |
| 10 |
1.3571 |
1.3353 |
0.0218 |
1.6% |
0.0113 |
0.8% |
40% |
False |
False |
64,214 |
| 20 |
1.3598 |
1.3240 |
0.0358 |
2.7% |
0.0107 |
0.8% |
56% |
False |
False |
33,284 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0103 |
0.8% |
69% |
False |
False |
16,739 |
| 60 |
1.3638 |
1.3097 |
0.0541 |
4.0% |
0.0097 |
0.7% |
64% |
False |
False |
11,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3930 |
|
2.618 |
1.3757 |
|
1.618 |
1.3651 |
|
1.000 |
1.3585 |
|
0.618 |
1.3545 |
|
HIGH |
1.3479 |
|
0.618 |
1.3439 |
|
0.500 |
1.3426 |
|
0.382 |
1.3413 |
|
LOW |
1.3373 |
|
0.618 |
1.3307 |
|
1.000 |
1.3267 |
|
1.618 |
1.3201 |
|
2.618 |
1.3095 |
|
4.250 |
1.2923 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3436 |
1.3443 |
| PP |
1.3431 |
1.3442 |
| S1 |
1.3426 |
1.3442 |
|