CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3572 |
1.3538 |
-0.0034 |
-0.3% |
1.3543 |
| High |
1.3592 |
1.3584 |
-0.0008 |
-0.1% |
1.3646 |
| Low |
1.3511 |
1.3486 |
-0.0025 |
-0.2% |
1.3525 |
| Close |
1.3539 |
1.3566 |
0.0027 |
0.2% |
1.3597 |
| Range |
0.0081 |
0.0098 |
0.0017 |
21.0% |
0.0121 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.1% |
0.0000 |
| Volume |
110,012 |
110,233 |
221 |
0.2% |
350,306 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3839 |
1.3801 |
1.3620 |
|
| R3 |
1.3741 |
1.3703 |
1.3593 |
|
| R2 |
1.3643 |
1.3643 |
1.3584 |
|
| R1 |
1.3605 |
1.3605 |
1.3575 |
1.3624 |
| PP |
1.3545 |
1.3545 |
1.3545 |
1.3555 |
| S1 |
1.3507 |
1.3507 |
1.3557 |
1.3526 |
| S2 |
1.3447 |
1.3447 |
1.3548 |
|
| S3 |
1.3349 |
1.3409 |
1.3539 |
|
| S4 |
1.3251 |
1.3311 |
1.3512 |
|
|
| 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 |
1.3486 |
0.0130 |
1.0% |
0.0077 |
0.6% |
62% |
False |
True |
90,099 |
| 10 |
1.3646 |
1.3433 |
0.0213 |
1.6% |
0.0084 |
0.6% |
62% |
False |
False |
87,142 |
| 20 |
1.3646 |
1.3364 |
0.0282 |
2.1% |
0.0081 |
0.6% |
72% |
False |
False |
87,776 |
| 40 |
1.3646 |
1.3129 |
0.0517 |
3.8% |
0.0091 |
0.7% |
85% |
False |
False |
48,432 |
| 60 |
1.3646 |
1.3098 |
0.0548 |
4.0% |
0.0094 |
0.7% |
85% |
False |
False |
32,351 |
| 80 |
1.3719 |
1.3097 |
0.0622 |
4.6% |
0.0094 |
0.7% |
75% |
False |
False |
24,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4001 |
|
2.618 |
1.3841 |
|
1.618 |
1.3743 |
|
1.000 |
1.3682 |
|
0.618 |
1.3645 |
|
HIGH |
1.3584 |
|
0.618 |
1.3547 |
|
0.500 |
1.3535 |
|
0.382 |
1.3523 |
|
LOW |
1.3486 |
|
0.618 |
1.3425 |
|
1.000 |
1.3388 |
|
1.618 |
1.3327 |
|
2.618 |
1.3229 |
|
4.250 |
1.3070 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3556 |
1.3561 |
| PP |
1.3545 |
1.3555 |
| S1 |
1.3535 |
1.3550 |
|