CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3566 |
1.3526 |
-0.0040 |
-0.3% |
1.3380 |
| High |
1.3598 |
1.3585 |
-0.0013 |
-0.1% |
1.3598 |
| Low |
1.3495 |
1.3465 |
-0.0030 |
-0.2% |
1.3271 |
| Close |
1.3516 |
1.3519 |
0.0003 |
0.0% |
1.3516 |
| Range |
0.0103 |
0.0120 |
0.0017 |
16.5% |
0.0327 |
| ATR |
0.0099 |
0.0101 |
0.0001 |
1.5% |
0.0000 |
| Volume |
858 |
2,136 |
1,278 |
149.0% |
18,964 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3883 |
1.3821 |
1.3585 |
|
| R3 |
1.3763 |
1.3701 |
1.3552 |
|
| R2 |
1.3643 |
1.3643 |
1.3541 |
|
| R1 |
1.3581 |
1.3581 |
1.3530 |
1.3552 |
| PP |
1.3523 |
1.3523 |
1.3523 |
1.3509 |
| S1 |
1.3461 |
1.3461 |
1.3508 |
1.3432 |
| S2 |
1.3403 |
1.3403 |
1.3497 |
|
| S3 |
1.3283 |
1.3341 |
1.3486 |
|
| S4 |
1.3163 |
1.3221 |
1.3453 |
|
|
| 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% |
0.0124 |
0.9% |
76% |
False |
False |
4,160 |
| 10 |
1.3598 |
1.3240 |
0.0358 |
2.6% |
0.0101 |
0.7% |
78% |
False |
False |
2,355 |
| 20 |
1.3598 |
1.3115 |
0.0483 |
3.6% |
0.0095 |
0.7% |
84% |
False |
False |
1,280 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0097 |
0.7% |
84% |
False |
False |
720 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0101 |
0.8% |
68% |
False |
False |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4095 |
|
2.618 |
1.3899 |
|
1.618 |
1.3779 |
|
1.000 |
1.3705 |
|
0.618 |
1.3659 |
|
HIGH |
1.3585 |
|
0.618 |
1.3539 |
|
0.500 |
1.3525 |
|
0.382 |
1.3511 |
|
LOW |
1.3465 |
|
0.618 |
1.3391 |
|
1.000 |
1.3345 |
|
1.618 |
1.3271 |
|
2.618 |
1.3151 |
|
4.250 |
1.2955 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3525 |
1.3530 |
| PP |
1.3523 |
1.3526 |
| S1 |
1.3521 |
1.3523 |
|