CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3368 |
1.3410 |
0.0042 |
0.3% |
1.3268 |
| High |
1.3438 |
1.3497 |
0.0059 |
0.4% |
1.3409 |
| Low |
1.3271 |
1.3402 |
0.0131 |
1.0% |
1.3240 |
| Close |
1.3423 |
1.3474 |
0.0051 |
0.4% |
1.3382 |
| Range |
0.0167 |
0.0095 |
-0.0072 |
-43.1% |
0.0169 |
| ATR |
0.0097 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
950 |
3,152 |
2,202 |
231.8% |
2,452 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3703 |
1.3526 |
|
| R3 |
1.3648 |
1.3608 |
1.3500 |
|
| R2 |
1.3553 |
1.3553 |
1.3491 |
|
| R1 |
1.3513 |
1.3513 |
1.3483 |
1.3533 |
| PP |
1.3458 |
1.3458 |
1.3458 |
1.3468 |
| S1 |
1.3418 |
1.3418 |
1.3465 |
1.3438 |
| S2 |
1.3363 |
1.3363 |
1.3457 |
|
| S3 |
1.3268 |
1.3323 |
1.3448 |
|
| S4 |
1.3173 |
1.3228 |
1.3422 |
|
|
| 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 |
1.3497 |
1.3270 |
0.0227 |
1.7% |
0.0103 |
0.8% |
90% |
True |
False |
1,172 |
| 10 |
1.3497 |
1.3186 |
0.0311 |
2.3% |
0.0087 |
0.6% |
93% |
True |
False |
767 |
| 20 |
1.3497 |
1.3098 |
0.0399 |
3.0% |
0.0096 |
0.7% |
94% |
True |
False |
476 |
| 40 |
1.3497 |
1.3097 |
0.0400 |
3.0% |
0.0094 |
0.7% |
94% |
True |
False |
308 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0099 |
0.7% |
61% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3901 |
|
2.618 |
1.3746 |
|
1.618 |
1.3651 |
|
1.000 |
1.3592 |
|
0.618 |
1.3556 |
|
HIGH |
1.3497 |
|
0.618 |
1.3461 |
|
0.500 |
1.3450 |
|
0.382 |
1.3438 |
|
LOW |
1.3402 |
|
0.618 |
1.3343 |
|
1.000 |
1.3307 |
|
1.618 |
1.3248 |
|
2.618 |
1.3153 |
|
4.250 |
1.2998 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3466 |
1.3444 |
| PP |
1.3458 |
1.3414 |
| S1 |
1.3450 |
1.3384 |
|