CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4045 |
1.4011 |
-0.0034 |
-0.2% |
1.3840 |
| High |
1.4063 |
1.4023 |
-0.0040 |
-0.3% |
1.4160 |
| Low |
1.3945 |
1.3916 |
-0.0029 |
-0.2% |
1.3814 |
| Close |
1.4000 |
1.3948 |
-0.0052 |
-0.4% |
1.4037 |
| Range |
0.0118 |
0.0107 |
-0.0011 |
-9.3% |
0.0346 |
| ATR |
0.0145 |
0.0143 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
143,625 |
142,662 |
-963 |
-0.7% |
559,475 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4283 |
1.4223 |
1.4007 |
|
| R3 |
1.4176 |
1.4116 |
1.3977 |
|
| R2 |
1.4069 |
1.4069 |
1.3968 |
|
| R1 |
1.4009 |
1.4009 |
1.3958 |
1.3986 |
| PP |
1.3962 |
1.3962 |
1.3962 |
1.3951 |
| S1 |
1.3902 |
1.3902 |
1.3938 |
1.3879 |
| S2 |
1.3855 |
1.3855 |
1.3928 |
|
| S3 |
1.3748 |
1.3795 |
1.3919 |
|
| S4 |
1.3641 |
1.3688 |
1.3889 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5042 |
1.4885 |
1.4227 |
|
| R3 |
1.4696 |
1.4539 |
1.4132 |
|
| R2 |
1.4350 |
1.4350 |
1.4100 |
|
| R1 |
1.4193 |
1.4193 |
1.4069 |
1.4272 |
| PP |
1.4004 |
1.4004 |
1.4004 |
1.4043 |
| S1 |
1.3847 |
1.3847 |
1.4005 |
1.3926 |
| S2 |
1.3658 |
1.3658 |
1.3974 |
|
| S3 |
1.3312 |
1.3501 |
1.3942 |
|
| S4 |
1.2966 |
1.3155 |
1.3847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4160 |
1.3816 |
0.0344 |
2.5% |
0.0140 |
1.0% |
38% |
False |
False |
128,835 |
| 10 |
1.4160 |
1.3780 |
0.0380 |
2.7% |
0.0147 |
1.1% |
44% |
False |
False |
142,902 |
| 20 |
1.4370 |
1.3780 |
0.0590 |
4.2% |
0.0163 |
1.2% |
28% |
False |
False |
156,936 |
| 40 |
1.4370 |
1.3398 |
0.0972 |
7.0% |
0.0130 |
0.9% |
57% |
False |
False |
129,794 |
| 60 |
1.4370 |
1.3271 |
0.1099 |
7.9% |
0.0121 |
0.9% |
62% |
False |
False |
101,530 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0115 |
0.8% |
67% |
False |
False |
76,215 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0109 |
0.8% |
67% |
False |
False |
60,995 |
| 120 |
1.4370 |
1.2943 |
0.1427 |
10.2% |
0.0109 |
0.8% |
70% |
False |
False |
50,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4478 |
|
2.618 |
1.4303 |
|
1.618 |
1.4196 |
|
1.000 |
1.4130 |
|
0.618 |
1.4089 |
|
HIGH |
1.4023 |
|
0.618 |
1.3982 |
|
0.500 |
1.3970 |
|
0.382 |
1.3957 |
|
LOW |
1.3916 |
|
0.618 |
1.3850 |
|
1.000 |
1.3809 |
|
1.618 |
1.3743 |
|
2.618 |
1.3636 |
|
4.250 |
1.3461 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3970 |
1.4038 |
| PP |
1.3962 |
1.4008 |
| S1 |
1.3955 |
1.3978 |
|