CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3368 |
1.3380 |
0.0012 |
0.1% |
1.3268 |
| High |
1.3409 |
1.3429 |
0.0020 |
0.1% |
1.3409 |
| Low |
1.3330 |
1.3365 |
0.0035 |
0.3% |
1.3240 |
| Close |
1.3382 |
1.3369 |
-0.0013 |
-0.1% |
1.3382 |
| Range |
0.0079 |
0.0064 |
-0.0015 |
-19.0% |
0.0169 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
325 |
296 |
-29 |
-8.9% |
2,452 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3580 |
1.3538 |
1.3404 |
|
| R3 |
1.3516 |
1.3474 |
1.3387 |
|
| R2 |
1.3452 |
1.3452 |
1.3381 |
|
| R1 |
1.3410 |
1.3410 |
1.3375 |
1.3399 |
| PP |
1.3388 |
1.3388 |
1.3388 |
1.3382 |
| S1 |
1.3346 |
1.3346 |
1.3363 |
1.3335 |
| S2 |
1.3324 |
1.3324 |
1.3357 |
|
| S3 |
1.3260 |
1.3282 |
1.3351 |
|
| S4 |
1.3196 |
1.3218 |
1.3334 |
|
|
| 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 |
1.3429 |
1.3240 |
0.0189 |
1.4% |
0.0077 |
0.6% |
68% |
True |
False |
549 |
| 10 |
1.3429 |
1.3116 |
0.0313 |
2.3% |
0.0083 |
0.6% |
81% |
True |
False |
424 |
| 20 |
1.3429 |
1.3098 |
0.0331 |
2.5% |
0.0092 |
0.7% |
82% |
True |
False |
285 |
| 40 |
1.3429 |
1.3097 |
0.0332 |
2.5% |
0.0091 |
0.7% |
82% |
True |
False |
208 |
| 60 |
1.3719 |
1.2998 |
0.0721 |
5.4% |
0.0098 |
0.7% |
51% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3701 |
|
2.618 |
1.3597 |
|
1.618 |
1.3533 |
|
1.000 |
1.3493 |
|
0.618 |
1.3469 |
|
HIGH |
1.3429 |
|
0.618 |
1.3405 |
|
0.500 |
1.3397 |
|
0.382 |
1.3389 |
|
LOW |
1.3365 |
|
0.618 |
1.3325 |
|
1.000 |
1.3301 |
|
1.618 |
1.3261 |
|
2.618 |
1.3197 |
|
4.250 |
1.3093 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3397 |
1.3363 |
| PP |
1.3388 |
1.3356 |
| S1 |
1.3378 |
1.3350 |
|