CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3926 |
1.4007 |
0.0081 |
0.6% |
1.3777 |
| High |
1.4017 |
1.4057 |
0.0040 |
0.3% |
1.3972 |
| Low |
1.3883 |
1.3942 |
0.0059 |
0.4% |
1.3756 |
| Close |
1.4007 |
1.4026 |
0.0019 |
0.1% |
1.3900 |
| Range |
0.0134 |
0.0115 |
-0.0019 |
-14.2% |
0.0216 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
0.7% |
0.0000 |
| Volume |
117,345 |
125,435 |
8,090 |
6.9% |
575,807 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4353 |
1.4305 |
1.4089 |
|
| R3 |
1.4238 |
1.4190 |
1.4058 |
|
| R2 |
1.4123 |
1.4123 |
1.4047 |
|
| R1 |
1.4075 |
1.4075 |
1.4037 |
1.4099 |
| PP |
1.4008 |
1.4008 |
1.4008 |
1.4021 |
| S1 |
1.3960 |
1.3960 |
1.4015 |
1.3984 |
| S2 |
1.3893 |
1.3893 |
1.4005 |
|
| S3 |
1.3778 |
1.3845 |
1.3994 |
|
| S4 |
1.3663 |
1.3730 |
1.3963 |
|
|
| 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 |
1.4057 |
1.3785 |
0.0272 |
1.9% |
0.0130 |
0.9% |
89% |
True |
False |
126,292 |
| 10 |
1.4057 |
1.3486 |
0.0571 |
4.1% |
0.0121 |
0.9% |
95% |
True |
False |
131,743 |
| 20 |
1.4057 |
1.3398 |
0.0659 |
4.7% |
0.0097 |
0.7% |
95% |
True |
False |
102,651 |
| 40 |
1.4057 |
1.3271 |
0.0786 |
5.6% |
0.0100 |
0.7% |
96% |
True |
False |
73,827 |
| 60 |
1.4057 |
1.3098 |
0.0959 |
6.8% |
0.0098 |
0.7% |
97% |
True |
False |
49,308 |
| 80 |
1.4057 |
1.3097 |
0.0960 |
6.8% |
0.0096 |
0.7% |
97% |
True |
False |
37,010 |
| 100 |
1.4057 |
1.2943 |
0.1114 |
7.9% |
0.0099 |
0.7% |
97% |
True |
False |
29,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4546 |
|
2.618 |
1.4358 |
|
1.618 |
1.4243 |
|
1.000 |
1.4172 |
|
0.618 |
1.4128 |
|
HIGH |
1.4057 |
|
0.618 |
1.4013 |
|
0.500 |
1.4000 |
|
0.382 |
1.3986 |
|
LOW |
1.3942 |
|
0.618 |
1.3871 |
|
1.000 |
1.3827 |
|
1.618 |
1.3756 |
|
2.618 |
1.3641 |
|
4.250 |
1.3453 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4017 |
1.4004 |
| PP |
1.4008 |
1.3983 |
| S1 |
1.4000 |
1.3961 |
|