CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3538 |
1.3570 |
0.0032 |
0.2% |
1.3601 |
| High |
1.3584 |
1.3773 |
0.0189 |
1.4% |
1.3773 |
| Low |
1.3486 |
1.3565 |
0.0079 |
0.6% |
1.3486 |
| Close |
1.3566 |
1.3764 |
0.0198 |
1.5% |
1.3764 |
| Range |
0.0098 |
0.0208 |
0.0110 |
112.2% |
0.0287 |
| ATR |
0.0086 |
0.0094 |
0.0009 |
10.2% |
0.0000 |
| Volume |
110,233 |
200,338 |
90,105 |
81.7% |
573,905 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4325 |
1.4252 |
1.3878 |
|
| R3 |
1.4117 |
1.4044 |
1.3821 |
|
| R2 |
1.3909 |
1.3909 |
1.3802 |
|
| R1 |
1.3836 |
1.3836 |
1.3783 |
1.3873 |
| PP |
1.3701 |
1.3701 |
1.3701 |
1.3719 |
| S1 |
1.3628 |
1.3628 |
1.3745 |
1.3665 |
| S2 |
1.3493 |
1.3493 |
1.3726 |
|
| S3 |
1.3285 |
1.3420 |
1.3707 |
|
| S4 |
1.3077 |
1.3212 |
1.3650 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4535 |
1.4437 |
1.3922 |
|
| R3 |
1.4248 |
1.4150 |
1.3843 |
|
| R2 |
1.3961 |
1.3961 |
1.3817 |
|
| R1 |
1.3863 |
1.3863 |
1.3790 |
1.3912 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3699 |
| S1 |
1.3576 |
1.3576 |
1.3738 |
1.3625 |
| S2 |
1.3387 |
1.3387 |
1.3711 |
|
| S3 |
1.3100 |
1.3289 |
1.3685 |
|
| S4 |
1.2813 |
1.3002 |
1.3606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3773 |
1.3486 |
0.0287 |
2.1% |
0.0106 |
0.8% |
97% |
True |
False |
114,781 |
| 10 |
1.3773 |
1.3457 |
0.0316 |
2.3% |
0.0099 |
0.7% |
97% |
True |
False |
101,530 |
| 20 |
1.3773 |
1.3364 |
0.0409 |
3.0% |
0.0085 |
0.6% |
98% |
True |
False |
90,791 |
| 40 |
1.3773 |
1.3186 |
0.0587 |
4.3% |
0.0094 |
0.7% |
98% |
True |
False |
53,436 |
| 60 |
1.3773 |
1.3098 |
0.0675 |
4.9% |
0.0096 |
0.7% |
99% |
True |
False |
35,685 |
| 80 |
1.3773 |
1.3097 |
0.0676 |
4.9% |
0.0096 |
0.7% |
99% |
True |
False |
26,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4657 |
|
2.618 |
1.4318 |
|
1.618 |
1.4110 |
|
1.000 |
1.3981 |
|
0.618 |
1.3902 |
|
HIGH |
1.3773 |
|
0.618 |
1.3694 |
|
0.500 |
1.3669 |
|
0.382 |
1.3644 |
|
LOW |
1.3565 |
|
0.618 |
1.3436 |
|
1.000 |
1.3357 |
|
1.618 |
1.3228 |
|
2.618 |
1.3020 |
|
4.250 |
1.2681 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3732 |
1.3719 |
| PP |
1.3701 |
1.3674 |
| S1 |
1.3669 |
1.3630 |
|