CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3601 |
1.3601 |
0.0000 |
0.0% |
1.3543 |
| High |
1.3616 |
1.3613 |
-0.0003 |
0.0% |
1.3646 |
| Low |
1.3553 |
1.3532 |
-0.0021 |
-0.2% |
1.3525 |
| Close |
1.3595 |
1.3562 |
-0.0033 |
-0.2% |
1.3597 |
| Range |
0.0063 |
0.0081 |
0.0018 |
28.6% |
0.0121 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
75,060 |
78,262 |
3,202 |
4.3% |
350,306 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3812 |
1.3768 |
1.3607 |
|
| R3 |
1.3731 |
1.3687 |
1.3584 |
|
| R2 |
1.3650 |
1.3650 |
1.3577 |
|
| R1 |
1.3606 |
1.3606 |
1.3569 |
1.3588 |
| PP |
1.3569 |
1.3569 |
1.3569 |
1.3560 |
| S1 |
1.3525 |
1.3525 |
1.3555 |
1.3507 |
| S2 |
1.3488 |
1.3488 |
1.3547 |
|
| S3 |
1.3407 |
1.3444 |
1.3540 |
|
| S4 |
1.3326 |
1.3363 |
1.3517 |
|
|
| 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 |
1.3525 |
0.0121 |
0.9% |
0.0076 |
0.6% |
31% |
False |
False |
80,629 |
| 10 |
1.3646 |
1.3399 |
0.0247 |
1.8% |
0.0076 |
0.6% |
66% |
False |
False |
74,637 |
| 20 |
1.3646 |
1.3353 |
0.0293 |
2.2% |
0.0081 |
0.6% |
71% |
False |
False |
82,193 |
| 40 |
1.3646 |
1.3116 |
0.0530 |
3.9% |
0.0092 |
0.7% |
84% |
False |
False |
42,941 |
| 60 |
1.3646 |
1.3098 |
0.0548 |
4.0% |
0.0094 |
0.7% |
85% |
False |
False |
28,682 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0096 |
0.7% |
75% |
False |
False |
21,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3957 |
|
2.618 |
1.3825 |
|
1.618 |
1.3744 |
|
1.000 |
1.3694 |
|
0.618 |
1.3663 |
|
HIGH |
1.3613 |
|
0.618 |
1.3582 |
|
0.500 |
1.3573 |
|
0.382 |
1.3563 |
|
LOW |
1.3532 |
|
0.618 |
1.3482 |
|
1.000 |
1.3451 |
|
1.618 |
1.3401 |
|
2.618 |
1.3320 |
|
4.250 |
1.3188 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3573 |
1.3574 |
| PP |
1.3569 |
1.3570 |
| S1 |
1.3566 |
1.3566 |
|