CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4261 |
1.4140 |
-0.0121 |
-0.8% |
1.3926 |
| High |
1.4370 |
1.4312 |
-0.0058 |
-0.4% |
1.4370 |
| Low |
1.4107 |
1.4139 |
0.0032 |
0.2% |
1.3883 |
| Close |
1.4145 |
1.4184 |
0.0039 |
0.3% |
1.4184 |
| Range |
0.0263 |
0.0173 |
-0.0090 |
-34.2% |
0.0487 |
| ATR |
0.0127 |
0.0130 |
0.0003 |
2.6% |
0.0000 |
| Volume |
271,901 |
178,324 |
-93,577 |
-34.4% |
893,662 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4731 |
1.4630 |
1.4279 |
|
| R3 |
1.4558 |
1.4457 |
1.4232 |
|
| R2 |
1.4385 |
1.4385 |
1.4216 |
|
| R1 |
1.4284 |
1.4284 |
1.4200 |
1.4335 |
| PP |
1.4212 |
1.4212 |
1.4212 |
1.4237 |
| S1 |
1.4111 |
1.4111 |
1.4168 |
1.4162 |
| S2 |
1.4039 |
1.4039 |
1.4152 |
|
| S3 |
1.3866 |
1.3938 |
1.4136 |
|
| S4 |
1.3693 |
1.3765 |
1.4089 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5607 |
1.5382 |
1.4452 |
|
| R3 |
1.5120 |
1.4895 |
1.4318 |
|
| R2 |
1.4633 |
1.4633 |
1.4273 |
|
| R1 |
1.4408 |
1.4408 |
1.4229 |
1.4521 |
| PP |
1.4146 |
1.4146 |
1.4146 |
1.4202 |
| S1 |
1.3921 |
1.3921 |
1.4139 |
1.4034 |
| S2 |
1.3659 |
1.3659 |
1.4095 |
|
| S3 |
1.3172 |
1.3434 |
1.4050 |
|
| S4 |
1.2685 |
1.2947 |
1.3916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4370 |
1.3883 |
0.0487 |
3.4% |
0.0191 |
1.3% |
62% |
False |
False |
178,732 |
| 10 |
1.4370 |
1.3565 |
0.0805 |
5.7% |
0.0166 |
1.2% |
77% |
False |
False |
166,980 |
| 20 |
1.4370 |
1.3433 |
0.0937 |
6.6% |
0.0125 |
0.9% |
80% |
False |
False |
127,061 |
| 40 |
1.4370 |
1.3353 |
0.1017 |
7.2% |
0.0110 |
0.8% |
82% |
False |
False |
90,059 |
| 60 |
1.4370 |
1.3098 |
0.1272 |
9.0% |
0.0106 |
0.7% |
85% |
False |
False |
60,147 |
| 80 |
1.4370 |
1.3097 |
0.1273 |
9.0% |
0.0101 |
0.7% |
85% |
False |
False |
45,145 |
| 100 |
1.4370 |
1.3001 |
0.1369 |
9.7% |
0.0104 |
0.7% |
86% |
False |
False |
36,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5047 |
|
2.618 |
1.4765 |
|
1.618 |
1.4592 |
|
1.000 |
1.4485 |
|
0.618 |
1.4419 |
|
HIGH |
1.4312 |
|
0.618 |
1.4246 |
|
0.500 |
1.4226 |
|
0.382 |
1.4205 |
|
LOW |
1.4139 |
|
0.618 |
1.4032 |
|
1.000 |
1.3966 |
|
1.618 |
1.3859 |
|
2.618 |
1.3686 |
|
4.250 |
1.3404 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4226 |
1.4197 |
| PP |
1.4212 |
1.4192 |
| S1 |
1.4198 |
1.4188 |
|