CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3545 |
1.3582 |
0.0037 |
0.3% |
1.3543 |
| High |
1.3591 |
1.3615 |
0.0024 |
0.2% |
1.3646 |
| Low |
1.3536 |
1.3555 |
0.0019 |
0.1% |
1.3525 |
| Close |
1.3586 |
1.3597 |
0.0011 |
0.1% |
1.3597 |
| Range |
0.0055 |
0.0060 |
0.0005 |
9.1% |
0.0121 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
67,604 |
76,932 |
9,328 |
13.8% |
350,306 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3769 |
1.3743 |
1.3630 |
|
| R3 |
1.3709 |
1.3683 |
1.3614 |
|
| R2 |
1.3649 |
1.3649 |
1.3608 |
|
| R1 |
1.3623 |
1.3623 |
1.3603 |
1.3636 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3596 |
| S1 |
1.3563 |
1.3563 |
1.3592 |
1.3576 |
| S2 |
1.3529 |
1.3529 |
1.3586 |
|
| S3 |
1.3469 |
1.3503 |
1.3581 |
|
| S4 |
1.3409 |
1.3443 |
1.3564 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3952 |
1.3896 |
1.3664 |
|
| R3 |
1.3831 |
1.3775 |
1.3630 |
|
| R2 |
1.3710 |
1.3710 |
1.3619 |
|
| R1 |
1.3654 |
1.3654 |
1.3608 |
1.3682 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3604 |
| S1 |
1.3533 |
1.3533 |
1.3586 |
1.3561 |
| S2 |
1.3468 |
1.3468 |
1.3575 |
|
| S3 |
1.3347 |
1.3412 |
1.3564 |
|
| S4 |
1.3226 |
1.3291 |
1.3530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3646 |
1.3457 |
0.0189 |
1.4% |
0.0091 |
0.7% |
74% |
False |
False |
88,280 |
| 10 |
1.3646 |
1.3382 |
0.0264 |
1.9% |
0.0073 |
0.5% |
81% |
False |
False |
73,456 |
| 20 |
1.3646 |
1.3353 |
0.0293 |
2.2% |
0.0090 |
0.7% |
83% |
False |
False |
76,586 |
| 40 |
1.3646 |
1.3116 |
0.0530 |
3.9% |
0.0092 |
0.7% |
91% |
False |
False |
39,116 |
| 60 |
1.3646 |
1.3098 |
0.0548 |
4.0% |
0.0095 |
0.7% |
91% |
False |
False |
26,130 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0099 |
0.7% |
80% |
False |
False |
19,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3870 |
|
2.618 |
1.3772 |
|
1.618 |
1.3712 |
|
1.000 |
1.3675 |
|
0.618 |
1.3652 |
|
HIGH |
1.3615 |
|
0.618 |
1.3592 |
|
0.500 |
1.3585 |
|
0.382 |
1.3578 |
|
LOW |
1.3555 |
|
0.618 |
1.3518 |
|
1.000 |
1.3495 |
|
1.618 |
1.3458 |
|
2.618 |
1.3398 |
|
4.250 |
1.3300 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3593 |
1.3593 |
| PP |
1.3589 |
1.3589 |
| S1 |
1.3585 |
1.3586 |
|