CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3601 |
1.3572 |
-0.0029 |
-0.2% |
1.3543 |
| High |
1.3613 |
1.3592 |
-0.0021 |
-0.2% |
1.3646 |
| Low |
1.3532 |
1.3511 |
-0.0021 |
-0.2% |
1.3525 |
| Close |
1.3562 |
1.3539 |
-0.0023 |
-0.2% |
1.3597 |
| Range |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0121 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
78,262 |
110,012 |
31,750 |
40.6% |
350,306 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3790 |
1.3746 |
1.3584 |
|
| R3 |
1.3709 |
1.3665 |
1.3561 |
|
| R2 |
1.3628 |
1.3628 |
1.3554 |
|
| R1 |
1.3584 |
1.3584 |
1.3546 |
1.3566 |
| PP |
1.3547 |
1.3547 |
1.3547 |
1.3538 |
| S1 |
1.3503 |
1.3503 |
1.3532 |
1.3485 |
| S2 |
1.3466 |
1.3466 |
1.3524 |
|
| S3 |
1.3385 |
1.3422 |
1.3517 |
|
| S4 |
1.3304 |
1.3341 |
1.3494 |
|
|
| 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 |
1.3616 |
1.3511 |
0.0105 |
0.8% |
0.0068 |
0.5% |
27% |
False |
True |
81,574 |
| 10 |
1.3646 |
1.3422 |
0.0224 |
1.7% |
0.0080 |
0.6% |
52% |
False |
False |
83,170 |
| 20 |
1.3646 |
1.3353 |
0.0293 |
2.2% |
0.0080 |
0.6% |
63% |
False |
False |
85,704 |
| 40 |
1.3646 |
1.3116 |
0.0530 |
3.9% |
0.0091 |
0.7% |
80% |
False |
False |
45,688 |
| 60 |
1.3646 |
1.3098 |
0.0548 |
4.0% |
0.0094 |
0.7% |
80% |
False |
False |
30,515 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0095 |
0.7% |
71% |
False |
False |
22,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3936 |
|
2.618 |
1.3804 |
|
1.618 |
1.3723 |
|
1.000 |
1.3673 |
|
0.618 |
1.3642 |
|
HIGH |
1.3592 |
|
0.618 |
1.3561 |
|
0.500 |
1.3552 |
|
0.382 |
1.3542 |
|
LOW |
1.3511 |
|
0.618 |
1.3461 |
|
1.000 |
1.3430 |
|
1.618 |
1.3380 |
|
2.618 |
1.3299 |
|
4.250 |
1.3167 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3552 |
1.3564 |
| PP |
1.3547 |
1.3555 |
| S1 |
1.3543 |
1.3547 |
|