CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3422 |
1.3437 |
0.0015 |
0.1% |
1.3383 |
| High |
1.3440 |
1.3451 |
0.0011 |
0.1% |
1.3479 |
| Low |
1.3382 |
1.3398 |
0.0016 |
0.1% |
1.3373 |
| Close |
1.3435 |
1.3432 |
-0.0003 |
0.0% |
1.3432 |
| Range |
0.0058 |
0.0053 |
-0.0005 |
-8.6% |
0.0106 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
74,029 |
67,479 |
-6,550 |
-8.8% |
398,790 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3586 |
1.3562 |
1.3461 |
|
| R3 |
1.3533 |
1.3509 |
1.3447 |
|
| R2 |
1.3480 |
1.3480 |
1.3442 |
|
| R1 |
1.3456 |
1.3456 |
1.3437 |
1.3442 |
| PP |
1.3427 |
1.3427 |
1.3427 |
1.3420 |
| S1 |
1.3403 |
1.3403 |
1.3427 |
1.3389 |
| S2 |
1.3374 |
1.3374 |
1.3422 |
|
| S3 |
1.3321 |
1.3350 |
1.3417 |
|
| S4 |
1.3268 |
1.3297 |
1.3403 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3695 |
1.3490 |
|
| R3 |
1.3640 |
1.3589 |
1.3461 |
|
| R2 |
1.3534 |
1.3534 |
1.3451 |
|
| R1 |
1.3483 |
1.3483 |
1.3442 |
1.3509 |
| PP |
1.3428 |
1.3428 |
1.3428 |
1.3441 |
| S1 |
1.3377 |
1.3377 |
1.3422 |
1.3403 |
| S2 |
1.3322 |
1.3322 |
1.3413 |
|
| S3 |
1.3216 |
1.3271 |
1.3403 |
|
| S4 |
1.3110 |
1.3165 |
1.3374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3479 |
1.3373 |
0.0106 |
0.8% |
0.0068 |
0.5% |
56% |
False |
False |
79,758 |
| 10 |
1.3521 |
1.3353 |
0.0168 |
1.3% |
0.0085 |
0.6% |
47% |
False |
False |
89,748 |
| 20 |
1.3598 |
1.3271 |
0.0327 |
2.4% |
0.0102 |
0.8% |
49% |
False |
False |
48,360 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0097 |
0.7% |
67% |
False |
False |
24,319 |
| 60 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0094 |
0.7% |
67% |
False |
False |
16,254 |
| 80 |
1.3719 |
1.2943 |
0.0776 |
5.8% |
0.0099 |
0.7% |
63% |
False |
False |
12,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3676 |
|
2.618 |
1.3590 |
|
1.618 |
1.3537 |
|
1.000 |
1.3504 |
|
0.618 |
1.3484 |
|
HIGH |
1.3451 |
|
0.618 |
1.3431 |
|
0.500 |
1.3425 |
|
0.382 |
1.3418 |
|
LOW |
1.3398 |
|
0.618 |
1.3365 |
|
1.000 |
1.3345 |
|
1.618 |
1.3312 |
|
2.618 |
1.3259 |
|
4.250 |
1.3173 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3430 |
1.3430 |
| PP |
1.3427 |
1.3428 |
| S1 |
1.3425 |
1.3426 |
|