CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3388 |
1.3367 |
-0.0021 |
-0.2% |
1.3526 |
| High |
1.3429 |
1.3485 |
0.0056 |
0.4% |
1.3585 |
| Low |
1.3353 |
1.3364 |
0.0011 |
0.1% |
1.3371 |
| Close |
1.3367 |
1.3471 |
0.0104 |
0.8% |
1.3448 |
| Range |
0.0076 |
0.0121 |
0.0045 |
59.2% |
0.0214 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.0% |
0.0000 |
| Volume |
68,785 |
140,041 |
71,256 |
103.6% |
50,763 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3803 |
1.3758 |
1.3538 |
|
| R3 |
1.3682 |
1.3637 |
1.3504 |
|
| R2 |
1.3561 |
1.3561 |
1.3493 |
|
| R1 |
1.3516 |
1.3516 |
1.3482 |
1.3539 |
| PP |
1.3440 |
1.3440 |
1.3440 |
1.3451 |
| S1 |
1.3395 |
1.3395 |
1.3460 |
1.3418 |
| S2 |
1.3319 |
1.3319 |
1.3449 |
|
| S3 |
1.3198 |
1.3274 |
1.3438 |
|
| S4 |
1.3077 |
1.3153 |
1.3404 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4110 |
1.3993 |
1.3566 |
|
| R3 |
1.3896 |
1.3779 |
1.3507 |
|
| R2 |
1.3682 |
1.3682 |
1.3487 |
|
| R1 |
1.3565 |
1.3565 |
1.3468 |
1.3517 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3444 |
| S1 |
1.3351 |
1.3351 |
1.3428 |
1.3303 |
| S2 |
1.3254 |
1.3254 |
1.3409 |
|
| S3 |
1.3040 |
1.3137 |
1.3389 |
|
| S4 |
1.2826 |
1.2923 |
1.3330 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3571 |
1.3353 |
0.0218 |
1.6% |
0.0126 |
0.9% |
54% |
False |
False |
57,958 |
| 10 |
1.3598 |
1.3353 |
0.0245 |
1.8% |
0.0117 |
0.9% |
48% |
False |
False |
31,394 |
| 20 |
1.3598 |
1.3186 |
0.0412 |
3.1% |
0.0102 |
0.8% |
69% |
False |
False |
16,080 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0102 |
0.8% |
75% |
False |
False |
8,132 |
| 60 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0099 |
0.7% |
60% |
False |
False |
5,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3999 |
|
2.618 |
1.3802 |
|
1.618 |
1.3681 |
|
1.000 |
1.3606 |
|
0.618 |
1.3560 |
|
HIGH |
1.3485 |
|
0.618 |
1.3439 |
|
0.500 |
1.3425 |
|
0.382 |
1.3410 |
|
LOW |
1.3364 |
|
0.618 |
1.3289 |
|
1.000 |
1.3243 |
|
1.618 |
1.3168 |
|
2.618 |
1.3047 |
|
4.250 |
1.2850 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3456 |
1.3454 |
| PP |
1.3440 |
1.3436 |
| S1 |
1.3425 |
1.3419 |
|