CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3905 |
1.4017 |
0.0112 |
0.8% |
1.4111 |
| High |
1.4034 |
1.4119 |
0.0085 |
0.6% |
1.4173 |
| Low |
1.3816 |
1.4010 |
0.0194 |
1.4% |
1.3780 |
| Close |
1.4003 |
1.4106 |
0.0103 |
0.7% |
1.3825 |
| Range |
0.0218 |
0.0109 |
-0.0109 |
-50.0% |
0.0393 |
| ATR |
0.0150 |
0.0147 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
144,520 |
116,090 |
-28,430 |
-19.7% |
907,846 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4405 |
1.4365 |
1.4166 |
|
| R3 |
1.4296 |
1.4256 |
1.4136 |
|
| R2 |
1.4187 |
1.4187 |
1.4126 |
|
| R1 |
1.4147 |
1.4147 |
1.4116 |
1.4167 |
| PP |
1.4078 |
1.4078 |
1.4078 |
1.4089 |
| S1 |
1.4038 |
1.4038 |
1.4096 |
1.4058 |
| S2 |
1.3969 |
1.3969 |
1.4086 |
|
| S3 |
1.3860 |
1.3929 |
1.4076 |
|
| S4 |
1.3751 |
1.3820 |
1.4046 |
|
|
| 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 |
1.4119 |
1.3780 |
0.0339 |
2.4% |
0.0145 |
1.0% |
96% |
True |
False |
133,112 |
| 10 |
1.4300 |
1.3780 |
0.0520 |
3.7% |
0.0163 |
1.2% |
63% |
False |
False |
150,219 |
| 20 |
1.4370 |
1.3780 |
0.0590 |
4.2% |
0.0162 |
1.2% |
55% |
False |
False |
155,575 |
| 40 |
1.4370 |
1.3382 |
0.0988 |
7.0% |
0.0125 |
0.9% |
73% |
False |
False |
126,117 |
| 60 |
1.4370 |
1.3240 |
0.1130 |
8.0% |
0.0119 |
0.8% |
77% |
False |
False |
95,172 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.0% |
0.0114 |
0.8% |
79% |
False |
False |
71,428 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.0% |
0.0109 |
0.8% |
79% |
False |
False |
57,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4582 |
|
2.618 |
1.4404 |
|
1.618 |
1.4295 |
|
1.000 |
1.4228 |
|
0.618 |
1.4186 |
|
HIGH |
1.4119 |
|
0.618 |
1.4077 |
|
0.500 |
1.4065 |
|
0.382 |
1.4052 |
|
LOW |
1.4010 |
|
0.618 |
1.3943 |
|
1.000 |
1.3901 |
|
1.618 |
1.3834 |
|
2.618 |
1.3725 |
|
4.250 |
1.3547 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4092 |
1.4060 |
| PP |
1.4078 |
1.4014 |
| S1 |
1.4065 |
1.3968 |
|