CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3760 |
1.3781 |
0.0021 |
0.2% |
1.3982 |
| High |
1.3793 |
1.3824 |
0.0031 |
0.2% |
1.4082 |
| Low |
1.3719 |
1.3762 |
0.0043 |
0.3% |
1.3719 |
| Close |
1.3776 |
1.3795 |
0.0019 |
0.1% |
1.3795 |
| Range |
0.0074 |
0.0062 |
-0.0012 |
-16.2% |
0.0363 |
| ATR |
0.0136 |
0.0131 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
146,100 |
124,086 |
-22,014 |
-15.1% |
673,002 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3980 |
1.3949 |
1.3829 |
|
| R3 |
1.3918 |
1.3887 |
1.3812 |
|
| R2 |
1.3856 |
1.3856 |
1.3806 |
|
| R1 |
1.3825 |
1.3825 |
1.3801 |
1.3841 |
| PP |
1.3794 |
1.3794 |
1.3794 |
1.3801 |
| S1 |
1.3763 |
1.3763 |
1.3789 |
1.3779 |
| S2 |
1.3732 |
1.3732 |
1.3784 |
|
| S3 |
1.3670 |
1.3701 |
1.3778 |
|
| S4 |
1.3608 |
1.3639 |
1.3761 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4954 |
1.4738 |
1.3995 |
|
| R3 |
1.4591 |
1.4375 |
1.3895 |
|
| R2 |
1.4228 |
1.4228 |
1.3862 |
|
| R1 |
1.4012 |
1.4012 |
1.3828 |
1.3939 |
| PP |
1.3865 |
1.3865 |
1.3865 |
1.3829 |
| S1 |
1.3649 |
1.3649 |
1.3762 |
1.3576 |
| S2 |
1.3502 |
1.3502 |
1.3728 |
|
| S3 |
1.3139 |
1.3286 |
1.3695 |
|
| S4 |
1.2776 |
1.2923 |
1.3595 |
|
|
| 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% |
0.0116 |
0.8% |
21% |
False |
False |
134,600 |
| 10 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0119 |
0.9% |
17% |
False |
False |
127,186 |
| 20 |
1.4300 |
1.3719 |
0.0581 |
4.2% |
0.0141 |
1.0% |
13% |
False |
False |
138,703 |
| 40 |
1.4370 |
1.3486 |
0.0884 |
6.4% |
0.0137 |
1.0% |
35% |
False |
False |
139,101 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.4% |
0.0122 |
0.9% |
43% |
False |
False |
115,978 |
| 80 |
1.4370 |
1.3115 |
0.1255 |
9.1% |
0.0115 |
0.8% |
54% |
False |
False |
87,303 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.2% |
0.0112 |
0.8% |
55% |
False |
False |
69,875 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0112 |
0.8% |
55% |
False |
False |
58,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4088 |
|
2.618 |
1.3986 |
|
1.618 |
1.3924 |
|
1.000 |
1.3886 |
|
0.618 |
1.3862 |
|
HIGH |
1.3824 |
|
0.618 |
1.3800 |
|
0.500 |
1.3793 |
|
0.382 |
1.3786 |
|
LOW |
1.3762 |
|
0.618 |
1.3724 |
|
1.000 |
1.3700 |
|
1.618 |
1.3662 |
|
2.618 |
1.3600 |
|
4.250 |
1.3499 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3794 |
1.3823 |
| PP |
1.3794 |
1.3813 |
| S1 |
1.3793 |
1.3804 |
|