CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4007 |
1.4028 |
0.0021 |
0.1% |
1.3777 |
| High |
1.4057 |
1.4291 |
0.0234 |
1.7% |
1.3972 |
| Low |
1.3942 |
1.4023 |
0.0081 |
0.6% |
1.3756 |
| Close |
1.4026 |
1.4242 |
0.0216 |
1.5% |
1.3900 |
| Range |
0.0115 |
0.0268 |
0.0153 |
133.0% |
0.0216 |
| ATR |
0.0105 |
0.0117 |
0.0012 |
11.1% |
0.0000 |
| Volume |
125,435 |
200,657 |
75,222 |
60.0% |
575,807 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4989 |
1.4884 |
1.4389 |
|
| R3 |
1.4721 |
1.4616 |
1.4316 |
|
| R2 |
1.4453 |
1.4453 |
1.4291 |
|
| R1 |
1.4348 |
1.4348 |
1.4267 |
1.4401 |
| PP |
1.4185 |
1.4185 |
1.4185 |
1.4212 |
| S1 |
1.4080 |
1.4080 |
1.4217 |
1.4133 |
| S2 |
1.3917 |
1.3917 |
1.4193 |
|
| S3 |
1.3649 |
1.3812 |
1.4168 |
|
| S4 |
1.3381 |
1.3544 |
1.4095 |
|
|
| 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 |
1.4291 |
1.3831 |
0.0460 |
3.2% |
0.0146 |
1.0% |
89% |
True |
False |
134,321 |
| 10 |
1.4291 |
1.3486 |
0.0805 |
5.7% |
0.0140 |
1.0% |
94% |
True |
False |
143,982 |
| 20 |
1.4291 |
1.3399 |
0.0892 |
6.3% |
0.0108 |
0.8% |
95% |
True |
False |
109,310 |
| 40 |
1.4291 |
1.3271 |
0.1020 |
7.2% |
0.0105 |
0.7% |
95% |
True |
False |
78,835 |
| 60 |
1.4291 |
1.3098 |
0.1193 |
8.4% |
0.0101 |
0.7% |
96% |
True |
False |
52,649 |
| 80 |
1.4291 |
1.3097 |
0.1194 |
8.4% |
0.0098 |
0.7% |
96% |
True |
False |
39,518 |
| 100 |
1.4291 |
1.2943 |
0.1348 |
9.5% |
0.0101 |
0.7% |
96% |
True |
False |
31,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5430 |
|
2.618 |
1.4993 |
|
1.618 |
1.4725 |
|
1.000 |
1.4559 |
|
0.618 |
1.4457 |
|
HIGH |
1.4291 |
|
0.618 |
1.4189 |
|
0.500 |
1.4157 |
|
0.382 |
1.4125 |
|
LOW |
1.4023 |
|
0.618 |
1.3857 |
|
1.000 |
1.3755 |
|
1.618 |
1.3589 |
|
2.618 |
1.3321 |
|
4.250 |
1.2884 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4214 |
1.4190 |
| PP |
1.4185 |
1.4139 |
| S1 |
1.4157 |
1.4087 |
|