CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3368 |
0.0068 |
0.5% |
1.3268 |
| High |
1.3379 |
1.3409 |
0.0030 |
0.2% |
1.3409 |
| Low |
1.3270 |
1.3330 |
0.0060 |
0.5% |
1.3240 |
| Close |
1.3373 |
1.3382 |
0.0009 |
0.1% |
1.3382 |
| Range |
0.0109 |
0.0079 |
-0.0030 |
-27.5% |
0.0169 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,141 |
325 |
-816 |
-71.5% |
2,452 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3611 |
1.3575 |
1.3425 |
|
| R3 |
1.3532 |
1.3496 |
1.3404 |
|
| R2 |
1.3453 |
1.3453 |
1.3396 |
|
| R1 |
1.3417 |
1.3417 |
1.3389 |
1.3435 |
| PP |
1.3374 |
1.3374 |
1.3374 |
1.3383 |
| S1 |
1.3338 |
1.3338 |
1.3375 |
1.3356 |
| S2 |
1.3295 |
1.3295 |
1.3368 |
|
| S3 |
1.3216 |
1.3259 |
1.3360 |
|
| S4 |
1.3137 |
1.3180 |
1.3339 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3785 |
1.3475 |
|
| R3 |
1.3682 |
1.3616 |
1.3428 |
|
| R2 |
1.3513 |
1.3513 |
1.3413 |
|
| R1 |
1.3447 |
1.3447 |
1.3397 |
1.3480 |
| PP |
1.3344 |
1.3344 |
1.3344 |
1.3360 |
| S1 |
1.3278 |
1.3278 |
1.3367 |
1.3311 |
| S2 |
1.3175 |
1.3175 |
1.3351 |
|
| S3 |
1.3006 |
1.3109 |
1.3336 |
|
| S4 |
1.2837 |
1.2940 |
1.3289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3409 |
1.3227 |
0.0182 |
1.4% |
0.0080 |
0.6% |
85% |
True |
False |
524 |
| 10 |
1.3409 |
1.3116 |
0.0293 |
2.2% |
0.0087 |
0.7% |
91% |
True |
False |
405 |
| 20 |
1.3409 |
1.3098 |
0.0311 |
2.3% |
0.0092 |
0.7% |
91% |
True |
False |
277 |
| 40 |
1.3481 |
1.3097 |
0.0384 |
2.9% |
0.0090 |
0.7% |
74% |
False |
False |
200 |
| 60 |
1.3719 |
1.2943 |
0.0776 |
5.8% |
0.0098 |
0.7% |
57% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3745 |
|
2.618 |
1.3616 |
|
1.618 |
1.3537 |
|
1.000 |
1.3488 |
|
0.618 |
1.3458 |
|
HIGH |
1.3409 |
|
0.618 |
1.3379 |
|
0.500 |
1.3370 |
|
0.382 |
1.3360 |
|
LOW |
1.3330 |
|
0.618 |
1.3281 |
|
1.000 |
1.3251 |
|
1.618 |
1.3202 |
|
2.618 |
1.3123 |
|
4.250 |
1.2994 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3378 |
1.3367 |
| PP |
1.3374 |
1.3353 |
| S1 |
1.3370 |
1.3338 |
|