CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3466 |
1.3543 |
0.0077 |
0.6% |
1.3429 |
| High |
1.3579 |
1.3634 |
0.0055 |
0.4% |
1.3579 |
| Low |
1.3457 |
1.3536 |
0.0079 |
0.6% |
1.3399 |
| Close |
1.3557 |
1.3628 |
0.0071 |
0.5% |
1.3557 |
| Range |
0.0122 |
0.0098 |
-0.0024 |
-19.7% |
0.0180 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.7% |
0.0000 |
| Volume |
91,094 |
100,481 |
9,387 |
10.3% |
242,751 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3893 |
1.3859 |
1.3682 |
|
| R3 |
1.3795 |
1.3761 |
1.3655 |
|
| R2 |
1.3697 |
1.3697 |
1.3646 |
|
| R1 |
1.3663 |
1.3663 |
1.3637 |
1.3680 |
| PP |
1.3599 |
1.3599 |
1.3599 |
1.3608 |
| S1 |
1.3565 |
1.3565 |
1.3619 |
1.3582 |
| S2 |
1.3501 |
1.3501 |
1.3610 |
|
| S3 |
1.3403 |
1.3467 |
1.3601 |
|
| S4 |
1.3305 |
1.3369 |
1.3574 |
|
|
| 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 |
1.3634 |
1.3399 |
0.0235 |
1.7% |
0.0076 |
0.6% |
97% |
True |
False |
68,646 |
| 10 |
1.3634 |
1.3373 |
0.0261 |
1.9% |
0.0072 |
0.5% |
98% |
True |
False |
74,202 |
| 20 |
1.3634 |
1.3353 |
0.0281 |
2.1% |
0.0093 |
0.7% |
98% |
True |
False |
64,574 |
| 40 |
1.3634 |
1.3099 |
0.0535 |
3.9% |
0.0093 |
0.7% |
99% |
True |
False |
32,877 |
| 60 |
1.3634 |
1.3097 |
0.0537 |
3.9% |
0.0095 |
0.7% |
99% |
True |
False |
21,971 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0099 |
0.7% |
85% |
False |
False |
16,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4051 |
|
2.618 |
1.3891 |
|
1.618 |
1.3793 |
|
1.000 |
1.3732 |
|
0.618 |
1.3695 |
|
HIGH |
1.3634 |
|
0.618 |
1.3597 |
|
0.500 |
1.3585 |
|
0.382 |
1.3573 |
|
LOW |
1.3536 |
|
0.618 |
1.3475 |
|
1.000 |
1.3438 |
|
1.618 |
1.3377 |
|
2.618 |
1.3279 |
|
4.250 |
1.3120 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3614 |
1.3597 |
| PP |
1.3599 |
1.3565 |
| S1 |
1.3585 |
1.3534 |
|