CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3624 |
1.3545 |
-0.0079 |
-0.6% |
1.3429 |
| High |
1.3646 |
1.3591 |
-0.0055 |
-0.4% |
1.3579 |
| Low |
1.3525 |
1.3536 |
0.0011 |
0.1% |
1.3399 |
| Close |
1.3547 |
1.3586 |
0.0039 |
0.3% |
1.3557 |
| Range |
0.0121 |
0.0055 |
-0.0066 |
-54.5% |
0.0180 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
105,289 |
67,604 |
-37,685 |
-35.8% |
242,751 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3736 |
1.3716 |
1.3616 |
|
| R3 |
1.3681 |
1.3661 |
1.3601 |
|
| R2 |
1.3626 |
1.3626 |
1.3596 |
|
| R1 |
1.3606 |
1.3606 |
1.3591 |
1.3616 |
| PP |
1.3571 |
1.3571 |
1.3571 |
1.3576 |
| S1 |
1.3551 |
1.3551 |
1.3581 |
1.3561 |
| S2 |
1.3516 |
1.3516 |
1.3576 |
|
| S3 |
1.3461 |
1.3496 |
1.3571 |
|
| S4 |
1.3406 |
1.3441 |
1.3556 |
|
|
| 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 |
1.3433 |
0.0213 |
1.6% |
0.0091 |
0.7% |
72% |
False |
False |
84,184 |
| 10 |
1.3646 |
1.3382 |
0.0264 |
1.9% |
0.0072 |
0.5% |
77% |
False |
False |
73,936 |
| 20 |
1.3646 |
1.3353 |
0.0293 |
2.2% |
0.0091 |
0.7% |
80% |
False |
False |
72,922 |
| 40 |
1.3646 |
1.3116 |
0.0530 |
3.9% |
0.0092 |
0.7% |
89% |
False |
False |
37,195 |
| 60 |
1.3646 |
1.3098 |
0.0548 |
4.0% |
0.0095 |
0.7% |
89% |
False |
False |
24,849 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0099 |
0.7% |
79% |
False |
False |
18,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3825 |
|
2.618 |
1.3735 |
|
1.618 |
1.3680 |
|
1.000 |
1.3646 |
|
0.618 |
1.3625 |
|
HIGH |
1.3591 |
|
0.618 |
1.3570 |
|
0.500 |
1.3564 |
|
0.382 |
1.3557 |
|
LOW |
1.3536 |
|
0.618 |
1.3502 |
|
1.000 |
1.3481 |
|
1.618 |
1.3447 |
|
2.618 |
1.3392 |
|
4.250 |
1.3302 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3579 |
1.3586 |
| PP |
1.3571 |
1.3586 |
| S1 |
1.3564 |
1.3586 |
|