CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3543 |
1.3624 |
0.0081 |
0.6% |
1.3429 |
| High |
1.3634 |
1.3646 |
0.0012 |
0.1% |
1.3579 |
| Low |
1.3536 |
1.3525 |
-0.0011 |
-0.1% |
1.3399 |
| Close |
1.3628 |
1.3547 |
-0.0081 |
-0.6% |
1.3557 |
| Range |
0.0098 |
0.0121 |
0.0023 |
23.5% |
0.0180 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.5% |
0.0000 |
| Volume |
100,481 |
105,289 |
4,808 |
4.8% |
242,751 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3936 |
1.3862 |
1.3614 |
|
| R3 |
1.3815 |
1.3741 |
1.3580 |
|
| R2 |
1.3694 |
1.3694 |
1.3569 |
|
| R1 |
1.3620 |
1.3620 |
1.3558 |
1.3597 |
| PP |
1.3573 |
1.3573 |
1.3573 |
1.3561 |
| S1 |
1.3499 |
1.3499 |
1.3536 |
1.3476 |
| S2 |
1.3452 |
1.3452 |
1.3525 |
|
| S3 |
1.3331 |
1.3378 |
1.3514 |
|
| S4 |
1.3210 |
1.3257 |
1.3480 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4052 |
1.3984 |
1.3656 |
|
| R3 |
1.3872 |
1.3804 |
1.3607 |
|
| R2 |
1.3692 |
1.3692 |
1.3590 |
|
| R1 |
1.3624 |
1.3624 |
1.3574 |
1.3658 |
| PP |
1.3512 |
1.3512 |
1.3512 |
1.3529 |
| S1 |
1.3444 |
1.3444 |
1.3541 |
1.3478 |
| S2 |
1.3332 |
1.3332 |
1.3524 |
|
| S3 |
1.3152 |
1.3264 |
1.3508 |
|
| S4 |
1.2972 |
1.3084 |
1.3458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3646 |
1.3422 |
0.0224 |
1.7% |
0.0091 |
0.7% |
56% |
True |
False |
84,766 |
| 10 |
1.3646 |
1.3382 |
0.0264 |
1.9% |
0.0074 |
0.5% |
63% |
True |
False |
75,248 |
| 20 |
1.3646 |
1.3353 |
0.0293 |
2.2% |
0.0093 |
0.7% |
66% |
True |
False |
69,731 |
| 40 |
1.3646 |
1.3115 |
0.0531 |
3.9% |
0.0094 |
0.7% |
81% |
True |
False |
35,506 |
| 60 |
1.3646 |
1.3098 |
0.0548 |
4.0% |
0.0095 |
0.7% |
82% |
True |
False |
23,724 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0099 |
0.7% |
72% |
False |
False |
17,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4160 |
|
2.618 |
1.3963 |
|
1.618 |
1.3842 |
|
1.000 |
1.3767 |
|
0.618 |
1.3721 |
|
HIGH |
1.3646 |
|
0.618 |
1.3600 |
|
0.500 |
1.3586 |
|
0.382 |
1.3571 |
|
LOW |
1.3525 |
|
0.618 |
1.3450 |
|
1.000 |
1.3404 |
|
1.618 |
1.3329 |
|
2.618 |
1.3208 |
|
4.250 |
1.3011 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3586 |
1.3552 |
| PP |
1.3573 |
1.3550 |
| S1 |
1.3560 |
1.3549 |
|