CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3439 |
1.3422 |
-0.0017 |
-0.1% |
1.3434 |
| High |
1.3470 |
1.3440 |
-0.0030 |
-0.2% |
1.3521 |
| Low |
1.3418 |
1.3382 |
-0.0036 |
-0.3% |
1.3353 |
| Close |
1.3441 |
1.3435 |
-0.0006 |
0.0% |
1.3383 |
| Range |
0.0052 |
0.0058 |
0.0006 |
11.5% |
0.0168 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
81,731 |
74,029 |
-7,702 |
-9.4% |
498,695 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3572 |
1.3467 |
|
| R3 |
1.3535 |
1.3514 |
1.3451 |
|
| R2 |
1.3477 |
1.3477 |
1.3446 |
|
| R1 |
1.3456 |
1.3456 |
1.3440 |
1.3467 |
| PP |
1.3419 |
1.3419 |
1.3419 |
1.3424 |
| S1 |
1.3398 |
1.3398 |
1.3430 |
1.3409 |
| S2 |
1.3361 |
1.3361 |
1.3424 |
|
| S3 |
1.3303 |
1.3340 |
1.3419 |
|
| S4 |
1.3245 |
1.3282 |
1.3403 |
|
|
| 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 |
1.3504 |
1.3364 |
0.0140 |
1.0% |
0.0086 |
0.6% |
51% |
False |
False |
96,869 |
| 10 |
1.3571 |
1.3353 |
0.0218 |
1.6% |
0.0096 |
0.7% |
38% |
False |
False |
86,602 |
| 20 |
1.3598 |
1.3271 |
0.0327 |
2.4% |
0.0104 |
0.8% |
50% |
False |
False |
45,002 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0099 |
0.7% |
67% |
False |
False |
22,637 |
| 60 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0095 |
0.7% |
67% |
False |
False |
15,129 |
| 80 |
1.3719 |
1.2943 |
0.0776 |
5.8% |
0.0099 |
0.7% |
63% |
False |
False |
11,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3687 |
|
2.618 |
1.3592 |
|
1.618 |
1.3534 |
|
1.000 |
1.3498 |
|
0.618 |
1.3476 |
|
HIGH |
1.3440 |
|
0.618 |
1.3418 |
|
0.500 |
1.3411 |
|
0.382 |
1.3404 |
|
LOW |
1.3382 |
|
0.618 |
1.3346 |
|
1.000 |
1.3324 |
|
1.618 |
1.3288 |
|
2.618 |
1.3230 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3427 |
1.3432 |
| PP |
1.3419 |
1.3429 |
| S1 |
1.3411 |
1.3426 |
|