CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3437 |
1.3429 |
-0.0008 |
-0.1% |
1.3383 |
| High |
1.3451 |
1.3444 |
-0.0007 |
-0.1% |
1.3479 |
| Low |
1.3398 |
1.3399 |
0.0001 |
0.0% |
1.3373 |
| Close |
1.3432 |
1.3431 |
-0.0001 |
0.0% |
1.3432 |
| Range |
0.0053 |
0.0045 |
-0.0008 |
-15.1% |
0.0106 |
| ATR |
0.0095 |
0.0091 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
67,479 |
24,689 |
-42,790 |
-63.4% |
398,790 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3560 |
1.3540 |
1.3456 |
|
| R3 |
1.3515 |
1.3495 |
1.3443 |
|
| R2 |
1.3470 |
1.3470 |
1.3439 |
|
| R1 |
1.3450 |
1.3450 |
1.3435 |
1.3460 |
| PP |
1.3425 |
1.3425 |
1.3425 |
1.3430 |
| S1 |
1.3405 |
1.3405 |
1.3427 |
1.3415 |
| S2 |
1.3380 |
1.3380 |
1.3423 |
|
| S3 |
1.3335 |
1.3360 |
1.3419 |
|
| S4 |
1.3290 |
1.3315 |
1.3406 |
|
|
| 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 |
1.3470 |
1.3382 |
0.0088 |
0.7% |
0.0056 |
0.4% |
56% |
False |
False |
65,730 |
| 10 |
1.3521 |
1.3353 |
0.0168 |
1.3% |
0.0080 |
0.6% |
46% |
False |
False |
88,238 |
| 20 |
1.3598 |
1.3271 |
0.0327 |
2.4% |
0.0101 |
0.8% |
49% |
False |
False |
49,580 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0097 |
0.7% |
67% |
False |
False |
24,932 |
| 60 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0094 |
0.7% |
67% |
False |
False |
16,665 |
| 80 |
1.3719 |
1.2998 |
0.0721 |
5.4% |
0.0099 |
0.7% |
60% |
False |
False |
12,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3635 |
|
2.618 |
1.3562 |
|
1.618 |
1.3517 |
|
1.000 |
1.3489 |
|
0.618 |
1.3472 |
|
HIGH |
1.3444 |
|
0.618 |
1.3427 |
|
0.500 |
1.3422 |
|
0.382 |
1.3416 |
|
LOW |
1.3399 |
|
0.618 |
1.3371 |
|
1.000 |
1.3354 |
|
1.618 |
1.3326 |
|
2.618 |
1.3281 |
|
4.250 |
1.3208 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3428 |
1.3426 |
| PP |
1.3425 |
1.3421 |
| S1 |
1.3422 |
1.3417 |
|