CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3919 |
1.3760 |
-0.0159 |
-1.1% |
1.4045 |
| High |
1.3926 |
1.3793 |
-0.0133 |
-1.0% |
1.4063 |
| Low |
1.3765 |
1.3719 |
-0.0046 |
-0.3% |
1.3868 |
| Close |
1.3778 |
1.3776 |
-0.0002 |
0.0% |
1.3982 |
| Range |
0.0161 |
0.0074 |
-0.0087 |
-54.0% |
0.0195 |
| ATR |
0.0141 |
0.0136 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
161,588 |
146,100 |
-15,488 |
-9.6% |
501,586 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3985 |
1.3954 |
1.3817 |
|
| R3 |
1.3911 |
1.3880 |
1.3796 |
|
| R2 |
1.3837 |
1.3837 |
1.3790 |
|
| R1 |
1.3806 |
1.3806 |
1.3783 |
1.3822 |
| PP |
1.3763 |
1.3763 |
1.3763 |
1.3770 |
| S1 |
1.3732 |
1.3732 |
1.3769 |
1.3748 |
| S2 |
1.3689 |
1.3689 |
1.3762 |
|
| S3 |
1.3615 |
1.3658 |
1.3756 |
|
| S4 |
1.3541 |
1.3584 |
1.3735 |
|
|
| 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 |
1.3719 |
0.0363 |
2.6% |
0.0124 |
0.9% |
16% |
False |
True |
129,814 |
| 10 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0124 |
0.9% |
13% |
False |
True |
126,387 |
| 20 |
1.4302 |
1.3719 |
0.0583 |
4.2% |
0.0144 |
1.0% |
10% |
False |
True |
139,532 |
| 40 |
1.4370 |
1.3486 |
0.0884 |
6.4% |
0.0138 |
1.0% |
33% |
False |
False |
138,631 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.4% |
0.0123 |
0.9% |
42% |
False |
False |
113,945 |
| 80 |
1.4370 |
1.3099 |
0.1271 |
9.2% |
0.0116 |
0.8% |
53% |
False |
False |
85,754 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0112 |
0.8% |
53% |
False |
False |
68,635 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0112 |
0.8% |
53% |
False |
False |
57,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4108 |
|
2.618 |
1.3987 |
|
1.618 |
1.3913 |
|
1.000 |
1.3867 |
|
0.618 |
1.3839 |
|
HIGH |
1.3793 |
|
0.618 |
1.3765 |
|
0.500 |
1.3756 |
|
0.382 |
1.3747 |
|
LOW |
1.3719 |
|
0.618 |
1.3673 |
|
1.000 |
1.3645 |
|
1.618 |
1.3599 |
|
2.618 |
1.3525 |
|
4.250 |
1.3405 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3769 |
1.3863 |
| PP |
1.3763 |
1.3834 |
| S1 |
1.3756 |
1.3805 |
|