CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3459 |
1.3427 |
-0.0032 |
-0.2% |
1.3380 |
| High |
1.3485 |
1.3535 |
0.0050 |
0.4% |
1.3598 |
| Low |
1.3409 |
1.3371 |
-0.0038 |
-0.3% |
1.3271 |
| Close |
1.3424 |
1.3518 |
0.0094 |
0.7% |
1.3516 |
| Range |
0.0076 |
0.0164 |
0.0088 |
115.8% |
0.0327 |
| ATR |
0.0100 |
0.0104 |
0.0005 |
4.6% |
0.0000 |
| Volume |
3,660 |
5,160 |
1,500 |
41.0% |
18,964 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3967 |
1.3906 |
1.3608 |
|
| R3 |
1.3803 |
1.3742 |
1.3563 |
|
| R2 |
1.3639 |
1.3639 |
1.3548 |
|
| R1 |
1.3578 |
1.3578 |
1.3533 |
1.3609 |
| PP |
1.3475 |
1.3475 |
1.3475 |
1.3490 |
| S1 |
1.3414 |
1.3414 |
1.3503 |
1.3445 |
| S2 |
1.3311 |
1.3311 |
1.3488 |
|
| S3 |
1.3147 |
1.3250 |
1.3473 |
|
| S4 |
1.2983 |
1.3086 |
1.3428 |
|
|
| 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 |
1.3371 |
0.0227 |
1.7% |
0.0114 |
0.8% |
65% |
False |
True |
3,120 |
| 10 |
1.3598 |
1.3271 |
0.0327 |
2.4% |
0.0111 |
0.8% |
76% |
False |
False |
3,403 |
| 20 |
1.3598 |
1.3116 |
0.0482 |
3.6% |
0.0099 |
0.7% |
83% |
False |
False |
1,895 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0100 |
0.7% |
84% |
False |
False |
1,030 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0102 |
0.8% |
68% |
False |
False |
703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4232 |
|
2.618 |
1.3964 |
|
1.618 |
1.3800 |
|
1.000 |
1.3699 |
|
0.618 |
1.3636 |
|
HIGH |
1.3535 |
|
0.618 |
1.3472 |
|
0.500 |
1.3453 |
|
0.382 |
1.3434 |
|
LOW |
1.3371 |
|
0.618 |
1.3270 |
|
1.000 |
1.3207 |
|
1.618 |
1.3106 |
|
2.618 |
1.2942 |
|
4.250 |
1.2674 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3496 |
1.3496 |
| PP |
1.3475 |
1.3475 |
| S1 |
1.3453 |
1.3453 |
|