CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3263 |
1.3268 |
0.0005 |
0.0% |
1.3226 |
| High |
1.3306 |
1.3329 |
0.0023 |
0.2% |
1.3306 |
| Low |
1.3227 |
1.3240 |
0.0013 |
0.1% |
1.3116 |
| Close |
1.3271 |
1.3290 |
0.0019 |
0.1% |
1.3271 |
| Range |
0.0079 |
0.0089 |
0.0010 |
12.7% |
0.0190 |
| ATR |
0.0097 |
0.0097 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
170 |
579 |
409 |
240.6% |
1,498 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3553 |
1.3511 |
1.3339 |
|
| R3 |
1.3464 |
1.3422 |
1.3314 |
|
| R2 |
1.3375 |
1.3375 |
1.3306 |
|
| R1 |
1.3333 |
1.3333 |
1.3298 |
1.3354 |
| PP |
1.3286 |
1.3286 |
1.3286 |
1.3297 |
| S1 |
1.3244 |
1.3244 |
1.3282 |
1.3265 |
| S2 |
1.3197 |
1.3197 |
1.3274 |
|
| S3 |
1.3108 |
1.3155 |
1.3266 |
|
| S4 |
1.3019 |
1.3066 |
1.3241 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3726 |
1.3376 |
|
| R3 |
1.3611 |
1.3536 |
1.3323 |
|
| R2 |
1.3421 |
1.3421 |
1.3306 |
|
| R1 |
1.3346 |
1.3346 |
1.3288 |
1.3384 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3250 |
| S1 |
1.3156 |
1.3156 |
1.3254 |
1.3194 |
| S2 |
1.3041 |
1.3041 |
1.3236 |
|
| S3 |
1.2851 |
1.2966 |
1.3219 |
|
| S4 |
1.2661 |
1.2776 |
1.3167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3329 |
1.3129 |
0.0200 |
1.5% |
0.0084 |
0.6% |
81% |
True |
False |
318 |
| 10 |
1.3329 |
1.3116 |
0.0213 |
1.6% |
0.0086 |
0.6% |
82% |
True |
False |
260 |
| 20 |
1.3370 |
1.3098 |
0.0272 |
2.0% |
0.0100 |
0.8% |
71% |
False |
False |
216 |
| 40 |
1.3581 |
1.3097 |
0.0484 |
3.6% |
0.0092 |
0.7% |
40% |
False |
False |
156 |
| 60 |
1.3719 |
1.2943 |
0.0776 |
5.8% |
0.0096 |
0.7% |
45% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3707 |
|
2.618 |
1.3562 |
|
1.618 |
1.3473 |
|
1.000 |
1.3418 |
|
0.618 |
1.3384 |
|
HIGH |
1.3329 |
|
0.618 |
1.3295 |
|
0.500 |
1.3285 |
|
0.382 |
1.3274 |
|
LOW |
1.3240 |
|
0.618 |
1.3185 |
|
1.000 |
1.3151 |
|
1.618 |
1.3096 |
|
2.618 |
1.3007 |
|
4.250 |
1.2862 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3288 |
1.3280 |
| PP |
1.3286 |
1.3270 |
| S1 |
1.3285 |
1.3260 |
|