CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3777 |
1.3818 |
0.0041 |
0.3% |
1.3601 |
| High |
1.3848 |
1.3972 |
0.0124 |
0.9% |
1.3773 |
| Low |
1.3756 |
1.3785 |
0.0029 |
0.2% |
1.3486 |
| Close |
1.3821 |
1.3907 |
0.0086 |
0.6% |
1.3764 |
| Range |
0.0092 |
0.0187 |
0.0095 |
103.3% |
0.0287 |
| ATR |
0.0094 |
0.0101 |
0.0007 |
7.0% |
0.0000 |
| Volume |
187,127 |
160,512 |
-26,615 |
-14.2% |
573,905 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4449 |
1.4365 |
1.4010 |
|
| R3 |
1.4262 |
1.4178 |
1.3958 |
|
| R2 |
1.4075 |
1.4075 |
1.3941 |
|
| R1 |
1.3991 |
1.3991 |
1.3924 |
1.4033 |
| PP |
1.3888 |
1.3888 |
1.3888 |
1.3909 |
| S1 |
1.3804 |
1.3804 |
1.3890 |
1.3846 |
| S2 |
1.3701 |
1.3701 |
1.3873 |
|
| S3 |
1.3514 |
1.3617 |
1.3856 |
|
| S4 |
1.3327 |
1.3430 |
1.3804 |
|
|
| 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 |
1.3972 |
1.3486 |
0.0486 |
3.5% |
0.0133 |
1.0% |
87% |
True |
False |
153,644 |
| 10 |
1.3972 |
1.3486 |
0.0486 |
3.5% |
0.0105 |
0.8% |
87% |
True |
False |
117,136 |
| 20 |
1.3972 |
1.3373 |
0.0599 |
4.3% |
0.0088 |
0.6% |
89% |
True |
False |
95,669 |
| 40 |
1.3972 |
1.3227 |
0.0745 |
5.4% |
0.0097 |
0.7% |
91% |
True |
False |
62,110 |
| 60 |
1.3972 |
1.3098 |
0.0874 |
6.3% |
0.0098 |
0.7% |
93% |
True |
False |
41,475 |
| 80 |
1.3972 |
1.3097 |
0.0875 |
6.3% |
0.0096 |
0.7% |
93% |
True |
False |
31,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4767 |
|
2.618 |
1.4462 |
|
1.618 |
1.4275 |
|
1.000 |
1.4159 |
|
0.618 |
1.4088 |
|
HIGH |
1.3972 |
|
0.618 |
1.3901 |
|
0.500 |
1.3879 |
|
0.382 |
1.3856 |
|
LOW |
1.3785 |
|
0.618 |
1.3669 |
|
1.000 |
1.3598 |
|
1.618 |
1.3482 |
|
2.618 |
1.3295 |
|
4.250 |
1.2990 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3898 |
1.3861 |
| PP |
1.3888 |
1.3815 |
| S1 |
1.3879 |
1.3769 |
|