CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3295 |
1.3300 |
0.0005 |
0.0% |
1.3226 |
| High |
1.3313 |
1.3379 |
0.0066 |
0.5% |
1.3306 |
| Low |
1.3267 |
1.3270 |
0.0003 |
0.0% |
1.3116 |
| Close |
1.3289 |
1.3373 |
0.0084 |
0.6% |
1.3271 |
| Range |
0.0046 |
0.0109 |
0.0063 |
137.0% |
0.0190 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.2% |
0.0000 |
| Volume |
407 |
1,141 |
734 |
180.3% |
1,498 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3668 |
1.3629 |
1.3433 |
|
| R3 |
1.3559 |
1.3520 |
1.3403 |
|
| R2 |
1.3450 |
1.3450 |
1.3393 |
|
| R1 |
1.3411 |
1.3411 |
1.3383 |
1.3431 |
| PP |
1.3341 |
1.3341 |
1.3341 |
1.3350 |
| S1 |
1.3302 |
1.3302 |
1.3363 |
1.3322 |
| S2 |
1.3232 |
1.3232 |
1.3353 |
|
| S3 |
1.3123 |
1.3193 |
1.3343 |
|
| S4 |
1.3014 |
1.3084 |
1.3313 |
|
|
| 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 |
1.3379 |
1.3190 |
0.0189 |
1.4% |
0.0078 |
0.6% |
97% |
True |
False |
562 |
| 10 |
1.3379 |
1.3116 |
0.0263 |
2.0% |
0.0087 |
0.6% |
98% |
True |
False |
387 |
| 20 |
1.3379 |
1.3098 |
0.0281 |
2.1% |
0.0094 |
0.7% |
98% |
True |
False |
271 |
| 40 |
1.3525 |
1.3097 |
0.0428 |
3.2% |
0.0091 |
0.7% |
64% |
False |
False |
193 |
| 60 |
1.3719 |
1.2943 |
0.0776 |
5.8% |
0.0097 |
0.7% |
55% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3842 |
|
2.618 |
1.3664 |
|
1.618 |
1.3555 |
|
1.000 |
1.3488 |
|
0.618 |
1.3446 |
|
HIGH |
1.3379 |
|
0.618 |
1.3337 |
|
0.500 |
1.3325 |
|
0.382 |
1.3312 |
|
LOW |
1.3270 |
|
0.618 |
1.3203 |
|
1.000 |
1.3161 |
|
1.618 |
1.3094 |
|
2.618 |
1.2985 |
|
4.250 |
1.2807 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3357 |
1.3352 |
| PP |
1.3341 |
1.3331 |
| S1 |
1.3325 |
1.3310 |
|