CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3440 |
1.3439 |
-0.0001 |
0.0% |
1.3434 |
| High |
1.3456 |
1.3470 |
0.0014 |
0.1% |
1.3521 |
| Low |
1.3384 |
1.3418 |
0.0034 |
0.3% |
1.3353 |
| Close |
1.3435 |
1.3441 |
0.0006 |
0.0% |
1.3383 |
| Range |
0.0072 |
0.0052 |
-0.0020 |
-27.8% |
0.0168 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
80,726 |
81,731 |
1,005 |
1.2% |
498,695 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3599 |
1.3572 |
1.3470 |
|
| R3 |
1.3547 |
1.3520 |
1.3455 |
|
| R2 |
1.3495 |
1.3495 |
1.3451 |
|
| R1 |
1.3468 |
1.3468 |
1.3446 |
1.3482 |
| PP |
1.3443 |
1.3443 |
1.3443 |
1.3450 |
| S1 |
1.3416 |
1.3416 |
1.3436 |
1.3430 |
| S2 |
1.3391 |
1.3391 |
1.3431 |
|
| S3 |
1.3339 |
1.3364 |
1.3427 |
|
| S4 |
1.3287 |
1.3312 |
1.3412 |
|
|
| 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% |
0.0088 |
0.7% |
49% |
False |
False |
101,473 |
| 10 |
1.3571 |
1.3353 |
0.0218 |
1.6% |
0.0107 |
0.8% |
40% |
False |
False |
79,715 |
| 20 |
1.3598 |
1.3270 |
0.0328 |
2.4% |
0.0106 |
0.8% |
52% |
False |
False |
41,358 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0102 |
0.8% |
69% |
False |
False |
20,792 |
| 60 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0096 |
0.7% |
69% |
False |
False |
13,896 |
| 80 |
1.3719 |
1.2943 |
0.0776 |
5.8% |
0.0099 |
0.7% |
64% |
False |
False |
10,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3691 |
|
2.618 |
1.3606 |
|
1.618 |
1.3554 |
|
1.000 |
1.3522 |
|
0.618 |
1.3502 |
|
HIGH |
1.3470 |
|
0.618 |
1.3450 |
|
0.500 |
1.3444 |
|
0.382 |
1.3438 |
|
LOW |
1.3418 |
|
0.618 |
1.3386 |
|
1.000 |
1.3366 |
|
1.618 |
1.3334 |
|
2.618 |
1.3282 |
|
4.250 |
1.3197 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3444 |
1.3436 |
| PP |
1.3443 |
1.3431 |
| S1 |
1.3442 |
1.3426 |
|