CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3466 |
1.3566 |
0.0100 |
0.7% |
1.3380 |
| High |
1.3598 |
1.3598 |
0.0000 |
0.0% |
1.3598 |
| Low |
1.3462 |
1.3495 |
0.0033 |
0.2% |
1.3271 |
| Close |
1.3573 |
1.3516 |
-0.0057 |
-0.4% |
1.3516 |
| Range |
0.0136 |
0.0103 |
-0.0033 |
-24.3% |
0.0327 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.3% |
0.0000 |
| Volume |
13,708 |
858 |
-12,850 |
-93.7% |
18,964 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3845 |
1.3784 |
1.3573 |
|
| R3 |
1.3742 |
1.3681 |
1.3544 |
|
| R2 |
1.3639 |
1.3639 |
1.3535 |
|
| R1 |
1.3578 |
1.3578 |
1.3525 |
1.3557 |
| PP |
1.3536 |
1.3536 |
1.3536 |
1.3526 |
| S1 |
1.3475 |
1.3475 |
1.3507 |
1.3454 |
| S2 |
1.3433 |
1.3433 |
1.3497 |
|
| S3 |
1.3330 |
1.3372 |
1.3488 |
|
| S4 |
1.3227 |
1.3269 |
1.3459 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4443 |
1.4306 |
1.3696 |
|
| R3 |
1.4116 |
1.3979 |
1.3606 |
|
| R2 |
1.3789 |
1.3789 |
1.3576 |
|
| R1 |
1.3652 |
1.3652 |
1.3546 |
1.3721 |
| PP |
1.3462 |
1.3462 |
1.3462 |
1.3496 |
| S1 |
1.3325 |
1.3325 |
1.3486 |
1.3394 |
| S2 |
1.3135 |
1.3135 |
1.3456 |
|
| S3 |
1.2808 |
1.2998 |
1.3426 |
|
| S4 |
1.2481 |
1.2671 |
1.3336 |
|
|
| 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% |
0.0113 |
0.8% |
75% |
True |
False |
3,792 |
| 10 |
1.3598 |
1.3227 |
0.0371 |
2.7% |
0.0097 |
0.7% |
78% |
True |
False |
2,158 |
| 20 |
1.3598 |
1.3099 |
0.0499 |
3.7% |
0.0093 |
0.7% |
84% |
True |
False |
1,180 |
| 40 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0096 |
0.7% |
84% |
True |
False |
670 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0101 |
0.7% |
67% |
False |
False |
487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4036 |
|
2.618 |
1.3868 |
|
1.618 |
1.3765 |
|
1.000 |
1.3701 |
|
0.618 |
1.3662 |
|
HIGH |
1.3598 |
|
0.618 |
1.3559 |
|
0.500 |
1.3547 |
|
0.382 |
1.3534 |
|
LOW |
1.3495 |
|
0.618 |
1.3431 |
|
1.000 |
1.3392 |
|
1.618 |
1.3328 |
|
2.618 |
1.3225 |
|
4.250 |
1.3057 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3547 |
1.3511 |
| PP |
1.3536 |
1.3505 |
| S1 |
1.3526 |
1.3500 |
|