CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4028 |
1.4261 |
0.0233 |
1.7% |
1.3777 |
| High |
1.4291 |
1.4370 |
0.0079 |
0.6% |
1.3972 |
| Low |
1.4023 |
1.4107 |
0.0084 |
0.6% |
1.3756 |
| Close |
1.4242 |
1.4145 |
-0.0097 |
-0.7% |
1.3900 |
| Range |
0.0268 |
0.0263 |
-0.0005 |
-1.9% |
0.0216 |
| ATR |
0.0117 |
0.0127 |
0.0010 |
9.0% |
0.0000 |
| Volume |
200,657 |
271,901 |
71,244 |
35.5% |
575,807 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4996 |
1.4834 |
1.4290 |
|
| R3 |
1.4733 |
1.4571 |
1.4217 |
|
| R2 |
1.4470 |
1.4470 |
1.4193 |
|
| R1 |
1.4308 |
1.4308 |
1.4169 |
1.4258 |
| PP |
1.4207 |
1.4207 |
1.4207 |
1.4182 |
| S1 |
1.4045 |
1.4045 |
1.4121 |
1.3995 |
| S2 |
1.3944 |
1.3944 |
1.4097 |
|
| S3 |
1.3681 |
1.3782 |
1.4073 |
|
| S4 |
1.3418 |
1.3519 |
1.4000 |
|
|
| 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 |
1.4370 |
1.3865 |
0.0505 |
3.6% |
0.0177 |
1.3% |
55% |
True |
False |
165,780 |
| 10 |
1.4370 |
1.3486 |
0.0884 |
6.2% |
0.0158 |
1.1% |
75% |
True |
False |
160,171 |
| 20 |
1.4370 |
1.3422 |
0.0948 |
6.7% |
0.0119 |
0.8% |
76% |
True |
False |
121,670 |
| 40 |
1.4370 |
1.3271 |
0.1099 |
7.8% |
0.0110 |
0.8% |
80% |
True |
False |
85,625 |
| 60 |
1.4370 |
1.3098 |
0.1272 |
9.0% |
0.0104 |
0.7% |
82% |
True |
False |
57,178 |
| 80 |
1.4370 |
1.3097 |
0.1273 |
9.0% |
0.0100 |
0.7% |
82% |
True |
False |
42,916 |
| 100 |
1.4370 |
1.2998 |
0.1372 |
9.7% |
0.0103 |
0.7% |
84% |
True |
False |
34,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5488 |
|
2.618 |
1.5059 |
|
1.618 |
1.4796 |
|
1.000 |
1.4633 |
|
0.618 |
1.4533 |
|
HIGH |
1.4370 |
|
0.618 |
1.4270 |
|
0.500 |
1.4239 |
|
0.382 |
1.4207 |
|
LOW |
1.4107 |
|
0.618 |
1.3944 |
|
1.000 |
1.3844 |
|
1.618 |
1.3681 |
|
2.618 |
1.3418 |
|
4.250 |
1.2989 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4239 |
1.4156 |
| PP |
1.4207 |
1.4152 |
| S1 |
1.4176 |
1.4149 |
|