CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3838 |
1.3923 |
0.0085 |
0.6% |
1.3777 |
| High |
1.3940 |
1.3971 |
0.0031 |
0.2% |
1.3972 |
| Low |
1.3831 |
1.3865 |
0.0034 |
0.2% |
1.3756 |
| Close |
1.3920 |
1.3900 |
-0.0020 |
-0.1% |
1.3900 |
| Range |
0.0109 |
0.0106 |
-0.0003 |
-2.8% |
0.0216 |
| ATR |
0.0101 |
0.0102 |
0.0000 |
0.3% |
0.0000 |
| Volume |
114,605 |
113,563 |
-1,042 |
-0.9% |
575,807 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4230 |
1.4171 |
1.3958 |
|
| R3 |
1.4124 |
1.4065 |
1.3929 |
|
| R2 |
1.4018 |
1.4018 |
1.3919 |
|
| R1 |
1.3959 |
1.3959 |
1.3910 |
1.3936 |
| PP |
1.3912 |
1.3912 |
1.3912 |
1.3900 |
| S1 |
1.3853 |
1.3853 |
1.3890 |
1.3830 |
| S2 |
1.3806 |
1.3806 |
1.3881 |
|
| S3 |
1.3700 |
1.3747 |
1.3871 |
|
| S4 |
1.3594 |
1.3641 |
1.3842 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4524 |
1.4428 |
1.4019 |
|
| R3 |
1.4308 |
1.4212 |
1.3959 |
|
| R2 |
1.4092 |
1.4092 |
1.3940 |
|
| R1 |
1.3996 |
1.3996 |
1.3920 |
1.4044 |
| PP |
1.3876 |
1.3876 |
1.3876 |
1.3900 |
| S1 |
1.3780 |
1.3780 |
1.3880 |
1.3828 |
| S2 |
1.3660 |
1.3660 |
1.3860 |
|
| S3 |
1.3444 |
1.3564 |
1.3841 |
|
| S4 |
1.3228 |
1.3348 |
1.3781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3972 |
1.3565 |
0.0407 |
2.9% |
0.0140 |
1.0% |
82% |
False |
False |
155,229 |
| 10 |
1.3972 |
1.3486 |
0.0486 |
3.5% |
0.0109 |
0.8% |
85% |
False |
False |
122,664 |
| 20 |
1.3972 |
1.3382 |
0.0590 |
4.2% |
0.0090 |
0.6% |
88% |
False |
False |
98,300 |
| 40 |
1.3972 |
1.3267 |
0.0705 |
5.1% |
0.0098 |
0.7% |
90% |
False |
False |
67,796 |
| 60 |
1.3972 |
1.3098 |
0.0874 |
6.3% |
0.0099 |
0.7% |
92% |
False |
False |
45,269 |
| 80 |
1.3972 |
1.3097 |
0.0875 |
6.3% |
0.0095 |
0.7% |
92% |
False |
False |
33,976 |
| 100 |
1.3972 |
1.2943 |
0.1029 |
7.4% |
0.0097 |
0.7% |
93% |
False |
False |
27,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4422 |
|
2.618 |
1.4249 |
|
1.618 |
1.4143 |
|
1.000 |
1.4077 |
|
0.618 |
1.4037 |
|
HIGH |
1.3971 |
|
0.618 |
1.3931 |
|
0.500 |
1.3918 |
|
0.382 |
1.3905 |
|
LOW |
1.3865 |
|
0.618 |
1.3799 |
|
1.000 |
1.3759 |
|
1.618 |
1.3693 |
|
2.618 |
1.3587 |
|
4.250 |
1.3415 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3918 |
1.3893 |
| PP |
1.3912 |
1.3886 |
| S1 |
1.3906 |
1.3879 |
|