CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4216 |
1.4290 |
0.0074 |
0.5% |
1.4171 |
| High |
1.4302 |
1.4300 |
-0.0002 |
0.0% |
1.4302 |
| Low |
1.4181 |
1.4123 |
-0.0058 |
-0.4% |
1.4004 |
| Close |
1.4287 |
1.4152 |
-0.0135 |
-0.9% |
1.4152 |
| Range |
0.0121 |
0.0177 |
0.0056 |
46.3% |
0.0298 |
| ATR |
0.0132 |
0.0135 |
0.0003 |
2.4% |
0.0000 |
| Volume |
140,669 |
132,157 |
-8,512 |
-6.1% |
734,243 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4723 |
1.4614 |
1.4249 |
|
| R3 |
1.4546 |
1.4437 |
1.4201 |
|
| R2 |
1.4369 |
1.4369 |
1.4184 |
|
| R1 |
1.4260 |
1.4260 |
1.4168 |
1.4226 |
| PP |
1.4192 |
1.4192 |
1.4192 |
1.4175 |
| S1 |
1.4083 |
1.4083 |
1.4136 |
1.4049 |
| S2 |
1.4015 |
1.4015 |
1.4120 |
|
| S3 |
1.3838 |
1.3906 |
1.4103 |
|
| S4 |
1.3661 |
1.3729 |
1.4055 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5047 |
1.4897 |
1.4316 |
|
| R3 |
1.4749 |
1.4599 |
1.4234 |
|
| R2 |
1.4451 |
1.4451 |
1.4207 |
|
| R1 |
1.4301 |
1.4301 |
1.4179 |
1.4227 |
| PP |
1.4153 |
1.4153 |
1.4153 |
1.4116 |
| S1 |
1.4003 |
1.4003 |
1.4125 |
1.3929 |
| S2 |
1.3855 |
1.3855 |
1.4097 |
|
| S3 |
1.3557 |
1.3705 |
1.4070 |
|
| S4 |
1.3259 |
1.3407 |
1.3988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4302 |
1.4004 |
0.0298 |
2.1% |
0.0146 |
1.0% |
50% |
False |
False |
146,848 |
| 10 |
1.4370 |
1.3883 |
0.0487 |
3.4% |
0.0168 |
1.2% |
55% |
False |
False |
162,790 |
| 20 |
1.4370 |
1.3486 |
0.0884 |
6.2% |
0.0138 |
1.0% |
75% |
False |
False |
142,727 |
| 40 |
1.4370 |
1.3353 |
0.1017 |
7.2% |
0.0115 |
0.8% |
79% |
False |
False |
107,824 |
| 60 |
1.4370 |
1.3116 |
0.1254 |
8.9% |
0.0108 |
0.8% |
83% |
False |
False |
72,372 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.0% |
0.0106 |
0.7% |
83% |
False |
False |
54,318 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.0% |
0.0107 |
0.8% |
83% |
False |
False |
43,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5052 |
|
2.618 |
1.4763 |
|
1.618 |
1.4586 |
|
1.000 |
1.4477 |
|
0.618 |
1.4409 |
|
HIGH |
1.4300 |
|
0.618 |
1.4232 |
|
0.500 |
1.4212 |
|
0.382 |
1.4191 |
|
LOW |
1.4123 |
|
0.618 |
1.4014 |
|
1.000 |
1.3946 |
|
1.618 |
1.3837 |
|
2.618 |
1.3660 |
|
4.250 |
1.3371 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4212 |
1.4213 |
| PP |
1.4192 |
1.4192 |
| S1 |
1.4172 |
1.4172 |
|