CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3524 |
1.3459 |
-0.0065 |
-0.5% |
1.3380 |
| High |
1.3527 |
1.3485 |
-0.0042 |
-0.3% |
1.3598 |
| Low |
1.3422 |
1.3409 |
-0.0013 |
-0.1% |
1.3271 |
| Close |
1.3491 |
1.3424 |
-0.0067 |
-0.5% |
1.3516 |
| Range |
0.0105 |
0.0076 |
-0.0029 |
-27.6% |
0.0327 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
3,788 |
3,660 |
-128 |
-3.4% |
18,964 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3667 |
1.3622 |
1.3466 |
|
| R3 |
1.3591 |
1.3546 |
1.3445 |
|
| R2 |
1.3515 |
1.3515 |
1.3438 |
|
| R1 |
1.3470 |
1.3470 |
1.3431 |
1.3455 |
| PP |
1.3439 |
1.3439 |
1.3439 |
1.3432 |
| S1 |
1.3394 |
1.3394 |
1.3417 |
1.3379 |
| S2 |
1.3363 |
1.3363 |
1.3410 |
|
| S3 |
1.3287 |
1.3318 |
1.3403 |
|
| S4 |
1.3211 |
1.3242 |
1.3382 |
|
|
| 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 |
1.3409 |
0.0189 |
1.4% |
0.0108 |
0.8% |
8% |
False |
True |
4,830 |
| 10 |
1.3598 |
1.3270 |
0.0328 |
2.4% |
0.0105 |
0.8% |
47% |
False |
False |
3,001 |
| 20 |
1.3598 |
1.3116 |
0.0482 |
3.6% |
0.0095 |
0.7% |
64% |
False |
False |
1,647 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0097 |
0.7% |
65% |
False |
False |
902 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0102 |
0.8% |
53% |
False |
False |
618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3808 |
|
2.618 |
1.3684 |
|
1.618 |
1.3608 |
|
1.000 |
1.3561 |
|
0.618 |
1.3532 |
|
HIGH |
1.3485 |
|
0.618 |
1.3456 |
|
0.500 |
1.3447 |
|
0.382 |
1.3438 |
|
LOW |
1.3409 |
|
0.618 |
1.3362 |
|
1.000 |
1.3333 |
|
1.618 |
1.3286 |
|
2.618 |
1.3210 |
|
4.250 |
1.3086 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3447 |
1.3497 |
| PP |
1.3439 |
1.3473 |
| S1 |
1.3432 |
1.3448 |
|