CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4290 |
1.4111 |
-0.0179 |
-1.3% |
1.4171 |
| High |
1.4300 |
1.4173 |
-0.0127 |
-0.9% |
1.4302 |
| Low |
1.4123 |
1.3975 |
-0.0148 |
-1.0% |
1.4004 |
| Close |
1.4152 |
1.4023 |
-0.0129 |
-0.9% |
1.4152 |
| Range |
0.0177 |
0.0198 |
0.0021 |
11.9% |
0.0298 |
| ATR |
0.0135 |
0.0140 |
0.0004 |
3.3% |
0.0000 |
| Volume |
132,157 |
140,889 |
8,732 |
6.6% |
734,243 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4651 |
1.4535 |
1.4132 |
|
| R3 |
1.4453 |
1.4337 |
1.4077 |
|
| R2 |
1.4255 |
1.4255 |
1.4059 |
|
| R1 |
1.4139 |
1.4139 |
1.4041 |
1.4098 |
| PP |
1.4057 |
1.4057 |
1.4057 |
1.4037 |
| S1 |
1.3941 |
1.3941 |
1.4005 |
1.3900 |
| S2 |
1.3859 |
1.3859 |
1.3987 |
|
| S3 |
1.3661 |
1.3743 |
1.3969 |
|
| S4 |
1.3463 |
1.3545 |
1.3914 |
|
|
| 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 |
1.3975 |
0.0327 |
2.3% |
0.0159 |
1.1% |
15% |
False |
True |
147,169 |
| 10 |
1.4370 |
1.3942 |
0.0428 |
3.1% |
0.0175 |
1.2% |
19% |
False |
False |
165,144 |
| 20 |
1.4370 |
1.3486 |
0.0884 |
6.3% |
0.0145 |
1.0% |
61% |
False |
False |
145,925 |
| 40 |
1.4370 |
1.3353 |
0.1017 |
7.3% |
0.0118 |
0.8% |
66% |
False |
False |
111,255 |
| 60 |
1.4370 |
1.3116 |
0.1254 |
8.9% |
0.0110 |
0.8% |
72% |
False |
False |
74,719 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0107 |
0.8% |
73% |
False |
False |
56,079 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0108 |
0.8% |
73% |
False |
False |
44,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5015 |
|
2.618 |
1.4691 |
|
1.618 |
1.4493 |
|
1.000 |
1.4371 |
|
0.618 |
1.4295 |
|
HIGH |
1.4173 |
|
0.618 |
1.4097 |
|
0.500 |
1.4074 |
|
0.382 |
1.4051 |
|
LOW |
1.3975 |
|
0.618 |
1.3853 |
|
1.000 |
1.3777 |
|
1.618 |
1.3655 |
|
2.618 |
1.3457 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4074 |
1.4139 |
| PP |
1.4057 |
1.4100 |
| S1 |
1.4040 |
1.4062 |
|