CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3448 |
1.3466 |
0.0018 |
0.1% |
1.3429 |
| High |
1.3491 |
1.3579 |
0.0088 |
0.7% |
1.3579 |
| Low |
1.3433 |
1.3457 |
0.0024 |
0.2% |
1.3399 |
| Close |
1.3479 |
1.3557 |
0.0078 |
0.6% |
1.3557 |
| Range |
0.0058 |
0.0122 |
0.0064 |
110.3% |
0.0180 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
2.9% |
0.0000 |
| Volume |
56,455 |
91,094 |
34,639 |
61.4% |
242,751 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3897 |
1.3849 |
1.3624 |
|
| R3 |
1.3775 |
1.3727 |
1.3591 |
|
| R2 |
1.3653 |
1.3653 |
1.3579 |
|
| R1 |
1.3605 |
1.3605 |
1.3568 |
1.3629 |
| PP |
1.3531 |
1.3531 |
1.3531 |
1.3543 |
| S1 |
1.3483 |
1.3483 |
1.3546 |
1.3507 |
| S2 |
1.3409 |
1.3409 |
1.3535 |
|
| S3 |
1.3287 |
1.3361 |
1.3523 |
|
| S4 |
1.3165 |
1.3239 |
1.3490 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4052 |
1.3984 |
1.3656 |
|
| R3 |
1.3872 |
1.3804 |
1.3607 |
|
| R2 |
1.3692 |
1.3692 |
1.3590 |
|
| R1 |
1.3624 |
1.3624 |
1.3574 |
1.3658 |
| PP |
1.3512 |
1.3512 |
1.3512 |
1.3529 |
| S1 |
1.3444 |
1.3444 |
1.3541 |
1.3478 |
| S2 |
1.3332 |
1.3332 |
1.3524 |
|
| S3 |
1.3152 |
1.3264 |
1.3508 |
|
| S4 |
1.2972 |
1.3084 |
1.3458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3579 |
1.3398 |
0.0181 |
1.3% |
0.0067 |
0.5% |
88% |
True |
False |
62,046 |
| 10 |
1.3579 |
1.3364 |
0.0215 |
1.6% |
0.0076 |
0.6% |
90% |
True |
False |
79,457 |
| 20 |
1.3598 |
1.3353 |
0.0245 |
1.8% |
0.0093 |
0.7% |
83% |
False |
False |
59,592 |
| 40 |
1.3598 |
1.3098 |
0.0500 |
3.7% |
0.0096 |
0.7% |
92% |
False |
False |
30,374 |
| 60 |
1.3598 |
1.3097 |
0.0501 |
3.7% |
0.0095 |
0.7% |
92% |
False |
False |
20,297 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0098 |
0.7% |
74% |
False |
False |
15,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4098 |
|
2.618 |
1.3898 |
|
1.618 |
1.3776 |
|
1.000 |
1.3701 |
|
0.618 |
1.3654 |
|
HIGH |
1.3579 |
|
0.618 |
1.3532 |
|
0.500 |
1.3518 |
|
0.382 |
1.3504 |
|
LOW |
1.3457 |
|
0.618 |
1.3382 |
|
1.000 |
1.3335 |
|
1.618 |
1.3260 |
|
2.618 |
1.3138 |
|
4.250 |
1.2939 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3544 |
1.3538 |
| PP |
1.3531 |
1.3519 |
| S1 |
1.3518 |
1.3501 |
|