CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3468 |
1.3483 |
0.0015 |
0.1% |
1.3434 |
| High |
1.3521 |
1.3504 |
-0.0017 |
-0.1% |
1.3521 |
| Low |
1.3449 |
1.3364 |
-0.0085 |
-0.6% |
1.3353 |
| Close |
1.3501 |
1.3383 |
-0.0118 |
-0.9% |
1.3383 |
| Range |
0.0072 |
0.0140 |
0.0068 |
94.4% |
0.0168 |
| ATR |
0.0105 |
0.0107 |
0.0003 |
2.4% |
0.0000 |
| Volume |
97,049 |
153,034 |
55,985 |
57.7% |
498,695 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3837 |
1.3750 |
1.3460 |
|
| R3 |
1.3697 |
1.3610 |
1.3422 |
|
| R2 |
1.3557 |
1.3557 |
1.3409 |
|
| R1 |
1.3470 |
1.3470 |
1.3396 |
1.3444 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3404 |
| S1 |
1.3330 |
1.3330 |
1.3370 |
1.3304 |
| S2 |
1.3277 |
1.3277 |
1.3357 |
|
| S3 |
1.3137 |
1.3190 |
1.3345 |
|
| S4 |
1.2997 |
1.3050 |
1.3306 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3923 |
1.3821 |
1.3475 |
|
| R3 |
1.3755 |
1.3653 |
1.3429 |
|
| R2 |
1.3587 |
1.3587 |
1.3414 |
|
| R1 |
1.3485 |
1.3485 |
1.3398 |
1.3452 |
| PP |
1.3419 |
1.3419 |
1.3419 |
1.3403 |
| S1 |
1.3317 |
1.3317 |
1.3368 |
1.3284 |
| S2 |
1.3251 |
1.3251 |
1.3352 |
|
| S3 |
1.3083 |
1.3149 |
1.3337 |
|
| S4 |
1.2915 |
1.2981 |
1.3291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3521 |
1.3353 |
0.0168 |
1.3% |
0.0102 |
0.8% |
18% |
False |
False |
99,739 |
| 10 |
1.3585 |
1.3353 |
0.0232 |
1.7% |
0.0114 |
0.9% |
13% |
False |
False |
54,945 |
| 20 |
1.3598 |
1.3227 |
0.0371 |
2.8% |
0.0105 |
0.8% |
42% |
False |
False |
28,552 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0103 |
0.8% |
57% |
False |
False |
14,379 |
| 60 |
1.3664 |
1.3097 |
0.0567 |
4.2% |
0.0098 |
0.7% |
50% |
False |
False |
9,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4099 |
|
2.618 |
1.3871 |
|
1.618 |
1.3731 |
|
1.000 |
1.3644 |
|
0.618 |
1.3591 |
|
HIGH |
1.3504 |
|
0.618 |
1.3451 |
|
0.500 |
1.3434 |
|
0.382 |
1.3417 |
|
LOW |
1.3364 |
|
0.618 |
1.3277 |
|
1.000 |
1.3224 |
|
1.618 |
1.3137 |
|
2.618 |
1.2997 |
|
4.250 |
1.2769 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3434 |
1.3443 |
| PP |
1.3417 |
1.3423 |
| S1 |
1.3400 |
1.3403 |
|