CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3466 |
0.0056 |
0.4% |
1.3268 |
| High |
1.3497 |
1.3598 |
0.0101 |
0.7% |
1.3409 |
| Low |
1.3402 |
1.3462 |
0.0060 |
0.4% |
1.3240 |
| Close |
1.3474 |
1.3573 |
0.0099 |
0.7% |
1.3382 |
| Range |
0.0095 |
0.0136 |
0.0041 |
43.2% |
0.0169 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
2.9% |
0.0000 |
| Volume |
3,152 |
13,708 |
10,556 |
334.9% |
2,452 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3952 |
1.3899 |
1.3648 |
|
| R3 |
1.3816 |
1.3763 |
1.3610 |
|
| R2 |
1.3680 |
1.3680 |
1.3598 |
|
| R1 |
1.3627 |
1.3627 |
1.3585 |
1.3654 |
| PP |
1.3544 |
1.3544 |
1.3544 |
1.3558 |
| S1 |
1.3491 |
1.3491 |
1.3561 |
1.3518 |
| S2 |
1.3408 |
1.3408 |
1.3548 |
|
| S3 |
1.3272 |
1.3355 |
1.3536 |
|
| S4 |
1.3136 |
1.3219 |
1.3498 |
|
|
| 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 |
1.3598 |
1.3271 |
0.0327 |
2.4% |
0.0108 |
0.8% |
92% |
True |
False |
3,686 |
| 10 |
1.3598 |
1.3190 |
0.0408 |
3.0% |
0.0093 |
0.7% |
94% |
True |
False |
2,124 |
| 20 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0100 |
0.7% |
95% |
True |
False |
1,156 |
| 40 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0096 |
0.7% |
95% |
True |
False |
650 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0100 |
0.7% |
77% |
False |
False |
472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4176 |
|
2.618 |
1.3954 |
|
1.618 |
1.3818 |
|
1.000 |
1.3734 |
|
0.618 |
1.3682 |
|
HIGH |
1.3598 |
|
0.618 |
1.3546 |
|
0.500 |
1.3530 |
|
0.382 |
1.3514 |
|
LOW |
1.3462 |
|
0.618 |
1.3378 |
|
1.000 |
1.3326 |
|
1.618 |
1.3242 |
|
2.618 |
1.3106 |
|
4.250 |
1.2884 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3559 |
1.3527 |
| PP |
1.3544 |
1.3481 |
| S1 |
1.3530 |
1.3435 |
|