CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3965 |
1.3982 |
0.0017 |
0.1% |
1.4045 |
| High |
1.4017 |
1.4082 |
0.0065 |
0.5% |
1.4063 |
| Low |
1.3915 |
1.3938 |
0.0023 |
0.2% |
1.3868 |
| Close |
1.3982 |
1.3974 |
-0.0008 |
-0.1% |
1.3982 |
| Range |
0.0102 |
0.0144 |
0.0042 |
41.2% |
0.0195 |
| ATR |
0.0139 |
0.0140 |
0.0000 |
0.2% |
0.0000 |
| Volume |
100,158 |
102,490 |
2,332 |
2.3% |
501,586 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4430 |
1.4346 |
1.4053 |
|
| R3 |
1.4286 |
1.4202 |
1.4014 |
|
| R2 |
1.4142 |
1.4142 |
1.4000 |
|
| R1 |
1.4058 |
1.4058 |
1.3987 |
1.4028 |
| PP |
1.3998 |
1.3998 |
1.3998 |
1.3983 |
| S1 |
1.3914 |
1.3914 |
1.3961 |
1.3884 |
| S2 |
1.3854 |
1.3854 |
1.3948 |
|
| S3 |
1.3710 |
1.3770 |
1.3934 |
|
| S4 |
1.3566 |
1.3626 |
1.3895 |
|
|
| 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 |
1.4082 |
1.3868 |
0.0214 |
1.5% |
0.0121 |
0.9% |
50% |
True |
False |
120,815 |
| 10 |
1.4160 |
1.3814 |
0.0346 |
2.5% |
0.0125 |
0.9% |
46% |
False |
False |
116,355 |
| 20 |
1.4302 |
1.3780 |
0.0522 |
3.7% |
0.0147 |
1.1% |
37% |
False |
False |
140,282 |
| 40 |
1.4370 |
1.3433 |
0.0937 |
6.7% |
0.0136 |
1.0% |
58% |
False |
False |
133,671 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.3% |
0.0122 |
0.9% |
61% |
False |
False |
106,800 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0116 |
0.8% |
69% |
False |
False |
80,181 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0111 |
0.8% |
69% |
False |
False |
64,172 |
| 120 |
1.4370 |
1.3001 |
0.1369 |
9.8% |
0.0111 |
0.8% |
71% |
False |
False |
53,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4694 |
|
2.618 |
1.4459 |
|
1.618 |
1.4315 |
|
1.000 |
1.4226 |
|
0.618 |
1.4171 |
|
HIGH |
1.4082 |
|
0.618 |
1.4027 |
|
0.500 |
1.4010 |
|
0.382 |
1.3993 |
|
LOW |
1.3938 |
|
0.618 |
1.3849 |
|
1.000 |
1.3794 |
|
1.618 |
1.3705 |
|
2.618 |
1.3561 |
|
4.250 |
1.3326 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4010 |
1.3975 |
| PP |
1.3998 |
1.3975 |
| S1 |
1.3986 |
1.3974 |
|