CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3429 |
1.3427 |
-0.0002 |
0.0% |
1.3383 |
| High |
1.3444 |
1.3479 |
0.0035 |
0.3% |
1.3479 |
| Low |
1.3399 |
1.3422 |
0.0023 |
0.2% |
1.3373 |
| Close |
1.3431 |
1.3440 |
0.0009 |
0.1% |
1.3432 |
| Range |
0.0045 |
0.0057 |
0.0012 |
26.7% |
0.0106 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
24,689 |
70,513 |
45,824 |
185.6% |
398,790 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3618 |
1.3586 |
1.3471 |
|
| R3 |
1.3561 |
1.3529 |
1.3456 |
|
| R2 |
1.3504 |
1.3504 |
1.3450 |
|
| R1 |
1.3472 |
1.3472 |
1.3445 |
1.3488 |
| PP |
1.3447 |
1.3447 |
1.3447 |
1.3455 |
| S1 |
1.3415 |
1.3415 |
1.3435 |
1.3431 |
| S2 |
1.3390 |
1.3390 |
1.3430 |
|
| S3 |
1.3333 |
1.3358 |
1.3424 |
|
| S4 |
1.3276 |
1.3301 |
1.3409 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3695 |
1.3490 |
|
| R3 |
1.3640 |
1.3589 |
1.3461 |
|
| R2 |
1.3534 |
1.3534 |
1.3451 |
|
| R1 |
1.3483 |
1.3483 |
1.3442 |
1.3509 |
| PP |
1.3428 |
1.3428 |
1.3428 |
1.3441 |
| S1 |
1.3377 |
1.3377 |
1.3422 |
1.3403 |
| S2 |
1.3322 |
1.3322 |
1.3413 |
|
| S3 |
1.3216 |
1.3271 |
1.3403 |
|
| S4 |
1.3110 |
1.3165 |
1.3374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3479 |
1.3382 |
0.0097 |
0.7% |
0.0053 |
0.4% |
60% |
True |
False |
63,688 |
| 10 |
1.3521 |
1.3364 |
0.0157 |
1.2% |
0.0078 |
0.6% |
48% |
False |
False |
88,411 |
| 20 |
1.3598 |
1.3353 |
0.0245 |
1.8% |
0.0096 |
0.7% |
36% |
False |
False |
53,058 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0096 |
0.7% |
68% |
False |
False |
26,690 |
| 60 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0094 |
0.7% |
68% |
False |
False |
17,839 |
| 80 |
1.3719 |
1.3001 |
0.0718 |
5.3% |
0.0098 |
0.7% |
61% |
False |
False |
13,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3721 |
|
2.618 |
1.3628 |
|
1.618 |
1.3571 |
|
1.000 |
1.3536 |
|
0.618 |
1.3514 |
|
HIGH |
1.3479 |
|
0.618 |
1.3457 |
|
0.500 |
1.3451 |
|
0.382 |
1.3444 |
|
LOW |
1.3422 |
|
0.618 |
1.3387 |
|
1.000 |
1.3365 |
|
1.618 |
1.3330 |
|
2.618 |
1.3273 |
|
4.250 |
1.3180 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3451 |
1.3440 |
| PP |
1.3447 |
1.3439 |
| S1 |
1.3444 |
1.3439 |
|