CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3923 |
1.3965 |
0.0042 |
0.3% |
1.4045 |
| High |
1.4001 |
1.4017 |
0.0016 |
0.1% |
1.4063 |
| Low |
1.3868 |
1.3915 |
0.0047 |
0.3% |
1.3868 |
| Close |
1.3969 |
1.3982 |
0.0013 |
0.1% |
1.3982 |
| Range |
0.0133 |
0.0102 |
-0.0031 |
-23.3% |
0.0195 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
115,141 |
100,158 |
-14,983 |
-13.0% |
501,586 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4277 |
1.4232 |
1.4038 |
|
| R3 |
1.4175 |
1.4130 |
1.4010 |
|
| R2 |
1.4073 |
1.4073 |
1.4001 |
|
| R1 |
1.4028 |
1.4028 |
1.3991 |
1.4051 |
| PP |
1.3971 |
1.3971 |
1.3971 |
1.3983 |
| S1 |
1.3926 |
1.3926 |
1.3973 |
1.3949 |
| S2 |
1.3869 |
1.3869 |
1.3963 |
|
| S3 |
1.3767 |
1.3824 |
1.3954 |
|
| S4 |
1.3665 |
1.3722 |
1.3926 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4556 |
1.4464 |
1.4089 |
|
| R3 |
1.4361 |
1.4269 |
1.4036 |
|
| R2 |
1.4166 |
1.4166 |
1.4018 |
|
| R1 |
1.4074 |
1.4074 |
1.4000 |
1.4023 |
| PP |
1.3971 |
1.3971 |
1.3971 |
1.3945 |
| S1 |
1.3879 |
1.3879 |
1.3964 |
1.3828 |
| S2 |
1.3776 |
1.3776 |
1.3946 |
|
| S3 |
1.3581 |
1.3684 |
1.3928 |
|
| S4 |
1.3386 |
1.3489 |
1.3875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4160 |
1.3868 |
0.0292 |
2.1% |
0.0122 |
0.9% |
39% |
False |
False |
119,773 |
| 10 |
1.4160 |
1.3780 |
0.0380 |
2.7% |
0.0134 |
1.0% |
53% |
False |
False |
126,442 |
| 20 |
1.4312 |
1.3780 |
0.0532 |
3.8% |
0.0148 |
1.1% |
38% |
False |
False |
144,073 |
| 40 |
1.4370 |
1.3422 |
0.0948 |
6.8% |
0.0134 |
1.0% |
59% |
False |
False |
132,872 |
| 60 |
1.4370 |
1.3271 |
0.1099 |
7.9% |
0.0123 |
0.9% |
65% |
False |
False |
105,108 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0115 |
0.8% |
69% |
False |
False |
78,902 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0110 |
0.8% |
70% |
False |
False |
63,148 |
| 120 |
1.4370 |
1.2998 |
0.1372 |
9.8% |
0.0110 |
0.8% |
72% |
False |
False |
52,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4451 |
|
2.618 |
1.4284 |
|
1.618 |
1.4182 |
|
1.000 |
1.4119 |
|
0.618 |
1.4080 |
|
HIGH |
1.4017 |
|
0.618 |
1.3978 |
|
0.500 |
1.3966 |
|
0.382 |
1.3954 |
|
LOW |
1.3915 |
|
0.618 |
1.3852 |
|
1.000 |
1.3813 |
|
1.618 |
1.3750 |
|
2.618 |
1.3648 |
|
4.250 |
1.3482 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3977 |
1.3970 |
| PP |
1.3971 |
1.3958 |
| S1 |
1.3966 |
1.3946 |
|