CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3383 |
1.3440 |
0.0057 |
0.4% |
1.3434 |
| High |
1.3479 |
1.3456 |
-0.0023 |
-0.2% |
1.3521 |
| Low |
1.3373 |
1.3384 |
0.0011 |
0.1% |
1.3353 |
| Close |
1.3441 |
1.3435 |
-0.0006 |
0.0% |
1.3383 |
| Range |
0.0106 |
0.0072 |
-0.0034 |
-32.1% |
0.0168 |
| ATR |
0.0107 |
0.0105 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
94,825 |
80,726 |
-14,099 |
-14.9% |
498,695 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3641 |
1.3610 |
1.3475 |
|
| R3 |
1.3569 |
1.3538 |
1.3455 |
|
| R2 |
1.3497 |
1.3497 |
1.3448 |
|
| R1 |
1.3466 |
1.3466 |
1.3442 |
1.3446 |
| PP |
1.3425 |
1.3425 |
1.3425 |
1.3415 |
| S1 |
1.3394 |
1.3394 |
1.3428 |
1.3374 |
| S2 |
1.3353 |
1.3353 |
1.3422 |
|
| S3 |
1.3281 |
1.3322 |
1.3415 |
|
| S4 |
1.3209 |
1.3250 |
1.3395 |
|
|
| 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 |
1.3364 |
0.0157 |
1.2% |
0.0102 |
0.8% |
45% |
False |
False |
113,135 |
| 10 |
1.3571 |
1.3353 |
0.0218 |
1.6% |
0.0109 |
0.8% |
38% |
False |
False |
71,908 |
| 20 |
1.3598 |
1.3267 |
0.0331 |
2.5% |
0.0106 |
0.8% |
51% |
False |
False |
37,292 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0103 |
0.8% |
67% |
False |
False |
18,754 |
| 60 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0096 |
0.7% |
67% |
False |
False |
12,535 |
| 80 |
1.3719 |
1.2943 |
0.0776 |
5.8% |
0.0098 |
0.7% |
63% |
False |
False |
9,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3644 |
|
1.618 |
1.3572 |
|
1.000 |
1.3528 |
|
0.618 |
1.3500 |
|
HIGH |
1.3456 |
|
0.618 |
1.3428 |
|
0.500 |
1.3420 |
|
0.382 |
1.3412 |
|
LOW |
1.3384 |
|
0.618 |
1.3340 |
|
1.000 |
1.3312 |
|
1.618 |
1.3268 |
|
2.618 |
1.3196 |
|
4.250 |
1.3078 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3430 |
1.3435 |
| PP |
1.3425 |
1.3434 |
| S1 |
1.3420 |
1.3434 |
|