CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3943 |
1.3840 |
-0.0103 |
-0.7% |
1.4111 |
| High |
1.4006 |
1.3895 |
-0.0111 |
-0.8% |
1.4173 |
| Low |
1.3780 |
1.3814 |
0.0034 |
0.2% |
1.3780 |
| Close |
1.3825 |
1.3843 |
0.0018 |
0.1% |
1.3825 |
| Range |
0.0226 |
0.0081 |
-0.0145 |
-64.2% |
0.0393 |
| ATR |
0.0153 |
0.0148 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
203,365 |
102,745 |
-100,620 |
-49.5% |
907,846 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4094 |
1.4049 |
1.3888 |
|
| R3 |
1.4013 |
1.3968 |
1.3865 |
|
| R2 |
1.3932 |
1.3932 |
1.3858 |
|
| R1 |
1.3887 |
1.3887 |
1.3850 |
1.3910 |
| PP |
1.3851 |
1.3851 |
1.3851 |
1.3862 |
| S1 |
1.3806 |
1.3806 |
1.3836 |
1.3829 |
| S2 |
1.3770 |
1.3770 |
1.3828 |
|
| S3 |
1.3689 |
1.3725 |
1.3821 |
|
| S4 |
1.3608 |
1.3644 |
1.3798 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5105 |
1.4858 |
1.4041 |
|
| R3 |
1.4712 |
1.4465 |
1.3933 |
|
| R2 |
1.4319 |
1.4319 |
1.3897 |
|
| R1 |
1.4072 |
1.4072 |
1.3861 |
1.3999 |
| PP |
1.3926 |
1.3926 |
1.3926 |
1.3890 |
| S1 |
1.3679 |
1.3679 |
1.3789 |
1.3606 |
| S2 |
1.3533 |
1.3533 |
1.3753 |
|
| S3 |
1.3140 |
1.3286 |
1.3717 |
|
| S4 |
1.2747 |
1.2893 |
1.3609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4087 |
1.3780 |
0.0307 |
2.2% |
0.0168 |
1.2% |
21% |
False |
False |
173,940 |
| 10 |
1.4302 |
1.3780 |
0.0522 |
3.8% |
0.0164 |
1.2% |
12% |
False |
False |
160,554 |
| 20 |
1.4370 |
1.3756 |
0.0614 |
4.4% |
0.0161 |
1.2% |
14% |
False |
False |
160,715 |
| 40 |
1.4370 |
1.3364 |
0.1006 |
7.3% |
0.0123 |
0.9% |
48% |
False |
False |
125,753 |
| 60 |
1.4370 |
1.3186 |
0.1184 |
8.6% |
0.0116 |
0.8% |
55% |
False |
False |
89,195 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.2% |
0.0112 |
0.8% |
59% |
False |
False |
66,942 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0109 |
0.8% |
59% |
False |
False |
53,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4239 |
|
2.618 |
1.4107 |
|
1.618 |
1.4026 |
|
1.000 |
1.3976 |
|
0.618 |
1.3945 |
|
HIGH |
1.3895 |
|
0.618 |
1.3864 |
|
0.500 |
1.3855 |
|
0.382 |
1.3845 |
|
LOW |
1.3814 |
|
0.618 |
1.3764 |
|
1.000 |
1.3733 |
|
1.618 |
1.3683 |
|
2.618 |
1.3602 |
|
4.250 |
1.3470 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3855 |
1.3934 |
| PP |
1.3851 |
1.3903 |
| S1 |
1.3847 |
1.3873 |
|