CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3268 |
1.3295 |
0.0027 |
0.2% |
1.3226 |
| High |
1.3329 |
1.3313 |
-0.0016 |
-0.1% |
1.3306 |
| Low |
1.3240 |
1.3267 |
0.0027 |
0.2% |
1.3116 |
| Close |
1.3290 |
1.3289 |
-0.0001 |
0.0% |
1.3271 |
| Range |
0.0089 |
0.0046 |
-0.0043 |
-48.3% |
0.0190 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
579 |
407 |
-172 |
-29.7% |
1,498 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3428 |
1.3404 |
1.3314 |
|
| R3 |
1.3382 |
1.3358 |
1.3302 |
|
| R2 |
1.3336 |
1.3336 |
1.3297 |
|
| R1 |
1.3312 |
1.3312 |
1.3293 |
1.3301 |
| PP |
1.3290 |
1.3290 |
1.3290 |
1.3284 |
| S1 |
1.3266 |
1.3266 |
1.3285 |
1.3255 |
| S2 |
1.3244 |
1.3244 |
1.3281 |
|
| S3 |
1.3198 |
1.3220 |
1.3276 |
|
| S4 |
1.3152 |
1.3174 |
1.3264 |
|
|
| 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 |
1.3186 |
0.0143 |
1.1% |
0.0072 |
0.5% |
72% |
False |
False |
361 |
| 10 |
1.3329 |
1.3116 |
0.0213 |
1.6% |
0.0084 |
0.6% |
81% |
False |
False |
293 |
| 20 |
1.3370 |
1.3098 |
0.0272 |
2.0% |
0.0097 |
0.7% |
70% |
False |
False |
226 |
| 40 |
1.3531 |
1.3097 |
0.0434 |
3.3% |
0.0091 |
0.7% |
44% |
False |
False |
165 |
| 60 |
1.3719 |
1.2943 |
0.0776 |
5.8% |
0.0096 |
0.7% |
45% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3509 |
|
2.618 |
1.3433 |
|
1.618 |
1.3387 |
|
1.000 |
1.3359 |
|
0.618 |
1.3341 |
|
HIGH |
1.3313 |
|
0.618 |
1.3295 |
|
0.500 |
1.3290 |
|
0.382 |
1.3285 |
|
LOW |
1.3267 |
|
0.618 |
1.3239 |
|
1.000 |
1.3221 |
|
1.618 |
1.3193 |
|
2.618 |
1.3147 |
|
4.250 |
1.3072 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3290 |
1.3285 |
| PP |
1.3290 |
1.3282 |
| S1 |
1.3289 |
1.3278 |
|