CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3570 |
1.3777 |
0.0207 |
1.5% |
1.3601 |
| High |
1.3773 |
1.3848 |
0.0075 |
0.5% |
1.3773 |
| Low |
1.3565 |
1.3756 |
0.0191 |
1.4% |
1.3486 |
| Close |
1.3764 |
1.3821 |
0.0057 |
0.4% |
1.3764 |
| Range |
0.0208 |
0.0092 |
-0.0116 |
-55.8% |
0.0287 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
200,338 |
187,127 |
-13,211 |
-6.6% |
573,905 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4084 |
1.4045 |
1.3872 |
|
| R3 |
1.3992 |
1.3953 |
1.3846 |
|
| R2 |
1.3900 |
1.3900 |
1.3838 |
|
| R1 |
1.3861 |
1.3861 |
1.3829 |
1.3881 |
| PP |
1.3808 |
1.3808 |
1.3808 |
1.3818 |
| S1 |
1.3769 |
1.3769 |
1.3813 |
1.3789 |
| S2 |
1.3716 |
1.3716 |
1.3804 |
|
| S3 |
1.3624 |
1.3677 |
1.3796 |
|
| S4 |
1.3532 |
1.3585 |
1.3770 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4535 |
1.4437 |
1.3922 |
|
| R3 |
1.4248 |
1.4150 |
1.3843 |
|
| R2 |
1.3961 |
1.3961 |
1.3817 |
|
| R1 |
1.3863 |
1.3863 |
1.3790 |
1.3912 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3699 |
| S1 |
1.3576 |
1.3576 |
1.3738 |
1.3625 |
| S2 |
1.3387 |
1.3387 |
1.3711 |
|
| S3 |
1.3100 |
1.3289 |
1.3685 |
|
| S4 |
1.2813 |
1.3002 |
1.3606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3848 |
1.3486 |
0.0362 |
2.6% |
0.0112 |
0.8% |
93% |
True |
False |
137,194 |
| 10 |
1.3848 |
1.3486 |
0.0362 |
2.6% |
0.0096 |
0.7% |
93% |
True |
False |
111,133 |
| 20 |
1.3848 |
1.3364 |
0.0484 |
3.5% |
0.0086 |
0.6% |
94% |
True |
False |
95,295 |
| 40 |
1.3848 |
1.3190 |
0.0658 |
4.8% |
0.0094 |
0.7% |
96% |
True |
False |
58,110 |
| 60 |
1.3848 |
1.3098 |
0.0750 |
5.4% |
0.0096 |
0.7% |
96% |
True |
False |
38,803 |
| 80 |
1.3848 |
1.3097 |
0.0751 |
5.4% |
0.0095 |
0.7% |
96% |
True |
False |
29,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4239 |
|
2.618 |
1.4089 |
|
1.618 |
1.3997 |
|
1.000 |
1.3940 |
|
0.618 |
1.3905 |
|
HIGH |
1.3848 |
|
0.618 |
1.3813 |
|
0.500 |
1.3802 |
|
0.382 |
1.3791 |
|
LOW |
1.3756 |
|
0.618 |
1.3699 |
|
1.000 |
1.3664 |
|
1.618 |
1.3607 |
|
2.618 |
1.3515 |
|
4.250 |
1.3365 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3815 |
1.3770 |
| PP |
1.3808 |
1.3718 |
| S1 |
1.3802 |
1.3667 |
|