CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3818 |
1.3838 |
0.0020 |
0.1% |
1.3601 |
| High |
1.3972 |
1.3940 |
-0.0032 |
-0.2% |
1.3773 |
| Low |
1.3785 |
1.3831 |
0.0046 |
0.3% |
1.3486 |
| Close |
1.3907 |
1.3920 |
0.0013 |
0.1% |
1.3764 |
| Range |
0.0187 |
0.0109 |
-0.0078 |
-41.7% |
0.0287 |
| ATR |
0.0101 |
0.0101 |
0.0001 |
0.6% |
0.0000 |
| Volume |
160,512 |
114,605 |
-45,907 |
-28.6% |
573,905 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4224 |
1.4181 |
1.3980 |
|
| R3 |
1.4115 |
1.4072 |
1.3950 |
|
| R2 |
1.4006 |
1.4006 |
1.3940 |
|
| R1 |
1.3963 |
1.3963 |
1.3930 |
1.3985 |
| PP |
1.3897 |
1.3897 |
1.3897 |
1.3908 |
| S1 |
1.3854 |
1.3854 |
1.3910 |
1.3876 |
| S2 |
1.3788 |
1.3788 |
1.3900 |
|
| S3 |
1.3679 |
1.3745 |
1.3890 |
|
| S4 |
1.3570 |
1.3636 |
1.3860 |
|
|
| 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 |
1.3972 |
1.3486 |
0.0486 |
3.5% |
0.0139 |
1.0% |
89% |
False |
False |
154,563 |
| 10 |
1.3972 |
1.3486 |
0.0486 |
3.5% |
0.0103 |
0.7% |
89% |
False |
False |
118,068 |
| 20 |
1.3972 |
1.3382 |
0.0590 |
4.2% |
0.0089 |
0.6% |
91% |
False |
False |
96,658 |
| 40 |
1.3972 |
1.3240 |
0.0732 |
5.3% |
0.0098 |
0.7% |
93% |
False |
False |
64,971 |
| 60 |
1.3972 |
1.3098 |
0.0874 |
6.3% |
0.0098 |
0.7% |
94% |
False |
False |
43,379 |
| 80 |
1.3972 |
1.3097 |
0.0875 |
6.3% |
0.0095 |
0.7% |
94% |
False |
False |
32,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4403 |
|
2.618 |
1.4225 |
|
1.618 |
1.4116 |
|
1.000 |
1.4049 |
|
0.618 |
1.4007 |
|
HIGH |
1.3940 |
|
0.618 |
1.3898 |
|
0.500 |
1.3886 |
|
0.382 |
1.3873 |
|
LOW |
1.3831 |
|
0.618 |
1.3764 |
|
1.000 |
1.3722 |
|
1.618 |
1.3655 |
|
2.618 |
1.3546 |
|
4.250 |
1.3368 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3909 |
1.3901 |
| PP |
1.3897 |
1.3883 |
| S1 |
1.3886 |
1.3864 |
|