CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3923 |
1.3926 |
0.0003 |
0.0% |
1.3777 |
| High |
1.3971 |
1.4017 |
0.0046 |
0.3% |
1.3972 |
| Low |
1.3865 |
1.3883 |
0.0018 |
0.1% |
1.3756 |
| Close |
1.3900 |
1.4007 |
0.0107 |
0.8% |
1.3900 |
| Range |
0.0106 |
0.0134 |
0.0028 |
26.4% |
0.0216 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.3% |
0.0000 |
| Volume |
113,563 |
117,345 |
3,782 |
3.3% |
575,807 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4371 |
1.4323 |
1.4081 |
|
| R3 |
1.4237 |
1.4189 |
1.4044 |
|
| R2 |
1.4103 |
1.4103 |
1.4032 |
|
| R1 |
1.4055 |
1.4055 |
1.4019 |
1.4079 |
| PP |
1.3969 |
1.3969 |
1.3969 |
1.3981 |
| S1 |
1.3921 |
1.3921 |
1.3995 |
1.3945 |
| S2 |
1.3835 |
1.3835 |
1.3982 |
|
| S3 |
1.3701 |
1.3787 |
1.3970 |
|
| S4 |
1.3567 |
1.3653 |
1.3933 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4524 |
1.4428 |
1.4019 |
|
| R3 |
1.4308 |
1.4212 |
1.3959 |
|
| R2 |
1.4092 |
1.4092 |
1.3940 |
|
| R1 |
1.3996 |
1.3996 |
1.3920 |
1.4044 |
| PP |
1.3876 |
1.3876 |
1.3876 |
1.3900 |
| S1 |
1.3780 |
1.3780 |
1.3880 |
1.3828 |
| S2 |
1.3660 |
1.3660 |
1.3860 |
|
| S3 |
1.3444 |
1.3564 |
1.3841 |
|
| S4 |
1.3228 |
1.3348 |
1.3781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4017 |
1.3756 |
0.0261 |
1.9% |
0.0126 |
0.9% |
96% |
True |
False |
138,630 |
| 10 |
1.4017 |
1.3486 |
0.0531 |
3.8% |
0.0116 |
0.8% |
98% |
True |
False |
126,705 |
| 20 |
1.4017 |
1.3382 |
0.0635 |
4.5% |
0.0094 |
0.7% |
98% |
True |
False |
100,081 |
| 40 |
1.4017 |
1.3270 |
0.0747 |
5.3% |
0.0100 |
0.7% |
99% |
True |
False |
70,719 |
| 60 |
1.4017 |
1.3098 |
0.0919 |
6.6% |
0.0099 |
0.7% |
99% |
True |
False |
47,222 |
| 80 |
1.4017 |
1.3097 |
0.0920 |
6.6% |
0.0095 |
0.7% |
99% |
True |
False |
35,442 |
| 100 |
1.4017 |
1.2943 |
0.1074 |
7.7% |
0.0098 |
0.7% |
99% |
True |
False |
28,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4587 |
|
2.618 |
1.4368 |
|
1.618 |
1.4234 |
|
1.000 |
1.4151 |
|
0.618 |
1.4100 |
|
HIGH |
1.4017 |
|
0.618 |
1.3966 |
|
0.500 |
1.3950 |
|
0.382 |
1.3934 |
|
LOW |
1.3883 |
|
0.618 |
1.3800 |
|
1.000 |
1.3749 |
|
1.618 |
1.3666 |
|
2.618 |
1.3532 |
|
4.250 |
1.3314 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3988 |
1.3979 |
| PP |
1.3969 |
1.3952 |
| S1 |
1.3950 |
1.3924 |
|