CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3840 |
1.3858 |
0.0018 |
0.1% |
1.4111 |
| High |
1.3895 |
1.3942 |
0.0047 |
0.3% |
1.4173 |
| Low |
1.3814 |
1.3850 |
0.0036 |
0.3% |
1.3780 |
| Close |
1.3843 |
1.3893 |
0.0050 |
0.4% |
1.3825 |
| Range |
0.0081 |
0.0092 |
0.0011 |
13.6% |
0.0393 |
| ATR |
0.0148 |
0.0145 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
102,745 |
98,840 |
-3,905 |
-3.8% |
907,846 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4171 |
1.4124 |
1.3944 |
|
| R3 |
1.4079 |
1.4032 |
1.3918 |
|
| R2 |
1.3987 |
1.3987 |
1.3910 |
|
| R1 |
1.3940 |
1.3940 |
1.3901 |
1.3964 |
| PP |
1.3895 |
1.3895 |
1.3895 |
1.3907 |
| S1 |
1.3848 |
1.3848 |
1.3885 |
1.3872 |
| S2 |
1.3803 |
1.3803 |
1.3876 |
|
| S3 |
1.3711 |
1.3756 |
1.3868 |
|
| S4 |
1.3619 |
1.3664 |
1.3842 |
|
|
| 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% |
0.0154 |
1.1% |
37% |
False |
False |
156,968 |
| 10 |
1.4302 |
1.3780 |
0.0522 |
3.8% |
0.0154 |
1.1% |
22% |
False |
False |
156,110 |
| 20 |
1.4370 |
1.3780 |
0.0590 |
4.2% |
0.0161 |
1.2% |
19% |
False |
False |
156,300 |
| 40 |
1.4370 |
1.3364 |
0.1006 |
7.2% |
0.0123 |
0.9% |
53% |
False |
False |
125,798 |
| 60 |
1.4370 |
1.3190 |
0.1180 |
8.5% |
0.0116 |
0.8% |
60% |
False |
False |
90,840 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.2% |
0.0113 |
0.8% |
63% |
False |
False |
68,177 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0108 |
0.8% |
63% |
False |
False |
54,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4333 |
|
2.618 |
1.4183 |
|
1.618 |
1.4091 |
|
1.000 |
1.4034 |
|
0.618 |
1.3999 |
|
HIGH |
1.3942 |
|
0.618 |
1.3907 |
|
0.500 |
1.3896 |
|
0.382 |
1.3885 |
|
LOW |
1.3850 |
|
0.618 |
1.3793 |
|
1.000 |
1.3758 |
|
1.618 |
1.3701 |
|
2.618 |
1.3609 |
|
4.250 |
1.3459 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3896 |
1.3893 |
| PP |
1.3895 |
1.3893 |
| S1 |
1.3894 |
1.3893 |
|