CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3427 |
1.3448 |
0.0021 |
0.2% |
1.3383 |
| High |
1.3479 |
1.3491 |
0.0012 |
0.1% |
1.3479 |
| Low |
1.3422 |
1.3433 |
0.0011 |
0.1% |
1.3373 |
| Close |
1.3440 |
1.3479 |
0.0039 |
0.3% |
1.3432 |
| Range |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0106 |
| ATR |
0.0089 |
0.0086 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
70,513 |
56,455 |
-14,058 |
-19.9% |
398,790 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3618 |
1.3511 |
|
| R3 |
1.3584 |
1.3560 |
1.3495 |
|
| R2 |
1.3526 |
1.3526 |
1.3490 |
|
| R1 |
1.3502 |
1.3502 |
1.3484 |
1.3514 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3474 |
| S1 |
1.3444 |
1.3444 |
1.3474 |
1.3456 |
| S2 |
1.3410 |
1.3410 |
1.3468 |
|
| S3 |
1.3352 |
1.3386 |
1.3463 |
|
| S4 |
1.3294 |
1.3328 |
1.3447 |
|
|
| 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 |
1.3491 |
1.3382 |
0.0109 |
0.8% |
0.0054 |
0.4% |
89% |
True |
False |
58,633 |
| 10 |
1.3521 |
1.3364 |
0.0157 |
1.2% |
0.0071 |
0.5% |
73% |
False |
False |
80,053 |
| 20 |
1.3598 |
1.3353 |
0.0245 |
1.8% |
0.0094 |
0.7% |
51% |
False |
False |
55,723 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0095 |
0.7% |
76% |
False |
False |
28,100 |
| 60 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0094 |
0.7% |
76% |
False |
False |
18,780 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0097 |
0.7% |
61% |
False |
False |
14,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3738 |
|
2.618 |
1.3643 |
|
1.618 |
1.3585 |
|
1.000 |
1.3549 |
|
0.618 |
1.3527 |
|
HIGH |
1.3491 |
|
0.618 |
1.3469 |
|
0.500 |
1.3462 |
|
0.382 |
1.3455 |
|
LOW |
1.3433 |
|
0.618 |
1.3397 |
|
1.000 |
1.3375 |
|
1.618 |
1.3339 |
|
2.618 |
1.3281 |
|
4.250 |
1.3187 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3473 |
1.3468 |
| PP |
1.3468 |
1.3456 |
| S1 |
1.3462 |
1.3445 |
|