CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3858 |
1.3905 |
0.0047 |
0.3% |
1.4111 |
| High |
1.3942 |
1.4034 |
0.0092 |
0.7% |
1.4173 |
| Low |
1.3850 |
1.3816 |
-0.0034 |
-0.2% |
1.3780 |
| Close |
1.3893 |
1.4003 |
0.0110 |
0.8% |
1.3825 |
| Range |
0.0092 |
0.0218 |
0.0126 |
137.0% |
0.0393 |
| ATR |
0.0145 |
0.0150 |
0.0005 |
3.6% |
0.0000 |
| Volume |
98,840 |
144,520 |
45,680 |
46.2% |
907,846 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4605 |
1.4522 |
1.4123 |
|
| R3 |
1.4387 |
1.4304 |
1.4063 |
|
| R2 |
1.4169 |
1.4169 |
1.4043 |
|
| R1 |
1.4086 |
1.4086 |
1.4023 |
1.4128 |
| PP |
1.3951 |
1.3951 |
1.3951 |
1.3972 |
| S1 |
1.3868 |
1.3868 |
1.3983 |
1.3910 |
| S2 |
1.3733 |
1.3733 |
1.3963 |
|
| S3 |
1.3515 |
1.3650 |
1.3943 |
|
| S4 |
1.3297 |
1.3432 |
1.3883 |
|
|
| 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% |
73% |
False |
False |
159,659 |
| 10 |
1.4302 |
1.3780 |
0.0522 |
3.7% |
0.0165 |
1.2% |
43% |
False |
False |
152,677 |
| 20 |
1.4370 |
1.3780 |
0.0590 |
4.2% |
0.0162 |
1.2% |
38% |
False |
False |
155,501 |
| 40 |
1.4370 |
1.3373 |
0.0997 |
7.1% |
0.0125 |
0.9% |
63% |
False |
False |
125,585 |
| 60 |
1.4370 |
1.3227 |
0.1143 |
8.2% |
0.0119 |
0.8% |
68% |
False |
False |
93,240 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0114 |
0.8% |
71% |
False |
False |
69,982 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0109 |
0.8% |
71% |
False |
False |
56,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4961 |
|
2.618 |
1.4605 |
|
1.618 |
1.4387 |
|
1.000 |
1.4252 |
|
0.618 |
1.4169 |
|
HIGH |
1.4034 |
|
0.618 |
1.3951 |
|
0.500 |
1.3925 |
|
0.382 |
1.3899 |
|
LOW |
1.3816 |
|
0.618 |
1.3681 |
|
1.000 |
1.3598 |
|
1.618 |
1.3463 |
|
2.618 |
1.3245 |
|
4.250 |
1.2890 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3977 |
1.3977 |
| PP |
1.3951 |
1.3950 |
| S1 |
1.3925 |
1.3924 |
|