CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3380 |
1.3368 |
-0.0012 |
-0.1% |
1.3268 |
| High |
1.3429 |
1.3438 |
0.0009 |
0.1% |
1.3409 |
| Low |
1.3365 |
1.3271 |
-0.0094 |
-0.7% |
1.3240 |
| Close |
1.3369 |
1.3423 |
0.0054 |
0.4% |
1.3382 |
| Range |
0.0064 |
0.0167 |
0.0103 |
160.9% |
0.0169 |
| ATR |
0.0091 |
0.0097 |
0.0005 |
6.0% |
0.0000 |
| Volume |
296 |
950 |
654 |
220.9% |
2,452 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3878 |
1.3818 |
1.3515 |
|
| R3 |
1.3711 |
1.3651 |
1.3469 |
|
| R2 |
1.3544 |
1.3544 |
1.3454 |
|
| R1 |
1.3484 |
1.3484 |
1.3438 |
1.3514 |
| PP |
1.3377 |
1.3377 |
1.3377 |
1.3393 |
| S1 |
1.3317 |
1.3317 |
1.3408 |
1.3347 |
| S2 |
1.3210 |
1.3210 |
1.3392 |
|
| S3 |
1.3043 |
1.3150 |
1.3377 |
|
| S4 |
1.2876 |
1.2983 |
1.3331 |
|
|
| 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 |
1.3438 |
1.3267 |
0.0171 |
1.3% |
0.0093 |
0.7% |
91% |
True |
False |
623 |
| 10 |
1.3438 |
1.3129 |
0.0309 |
2.3% |
0.0088 |
0.7% |
95% |
True |
False |
471 |
| 20 |
1.3438 |
1.3098 |
0.0340 |
2.5% |
0.0096 |
0.7% |
96% |
True |
False |
322 |
| 40 |
1.3438 |
1.3097 |
0.0341 |
2.5% |
0.0093 |
0.7% |
96% |
True |
False |
230 |
| 60 |
1.3719 |
1.3001 |
0.0718 |
5.3% |
0.0099 |
0.7% |
59% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4148 |
|
2.618 |
1.3875 |
|
1.618 |
1.3708 |
|
1.000 |
1.3605 |
|
0.618 |
1.3541 |
|
HIGH |
1.3438 |
|
0.618 |
1.3374 |
|
0.500 |
1.3355 |
|
0.382 |
1.3335 |
|
LOW |
1.3271 |
|
0.618 |
1.3168 |
|
1.000 |
1.3104 |
|
1.618 |
1.3001 |
|
2.618 |
1.2834 |
|
4.250 |
1.2561 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3400 |
1.3400 |
| PP |
1.3377 |
1.3377 |
| S1 |
1.3355 |
1.3355 |
|