CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3781 |
1.3815 |
0.0034 |
0.2% |
1.3982 |
| High |
1.3824 |
1.3884 |
0.0060 |
0.4% |
1.4082 |
| Low |
1.3762 |
1.3772 |
0.0010 |
0.1% |
1.3719 |
| Close |
1.3795 |
1.3836 |
0.0041 |
0.3% |
1.3795 |
| Range |
0.0062 |
0.0112 |
0.0050 |
80.6% |
0.0363 |
| ATR |
0.0131 |
0.0130 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
124,086 |
131,197 |
7,111 |
5.7% |
673,002 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4167 |
1.4113 |
1.3898 |
|
| R3 |
1.4055 |
1.4001 |
1.3867 |
|
| R2 |
1.3943 |
1.3943 |
1.3857 |
|
| R1 |
1.3889 |
1.3889 |
1.3846 |
1.3916 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3844 |
| S1 |
1.3777 |
1.3777 |
1.3826 |
1.3804 |
| S2 |
1.3719 |
1.3719 |
1.3815 |
|
| S3 |
1.3607 |
1.3665 |
1.3805 |
|
| S4 |
1.3495 |
1.3553 |
1.3774 |
|
|
| 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 |
1.4006 |
1.3719 |
0.0287 |
2.1% |
0.0110 |
0.8% |
41% |
False |
False |
140,341 |
| 10 |
1.4082 |
1.3719 |
0.0363 |
2.6% |
0.0115 |
0.8% |
32% |
False |
False |
130,578 |
| 20 |
1.4173 |
1.3719 |
0.0454 |
3.3% |
0.0138 |
1.0% |
26% |
False |
False |
138,655 |
| 40 |
1.4370 |
1.3486 |
0.0884 |
6.4% |
0.0138 |
1.0% |
40% |
False |
False |
140,691 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.4% |
0.0122 |
0.9% |
47% |
False |
False |
118,101 |
| 80 |
1.4370 |
1.3116 |
0.1254 |
9.1% |
0.0115 |
0.8% |
57% |
False |
False |
88,943 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.2% |
0.0112 |
0.8% |
58% |
False |
False |
71,185 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0112 |
0.8% |
58% |
False |
False |
59,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4360 |
|
2.618 |
1.4177 |
|
1.618 |
1.4065 |
|
1.000 |
1.3996 |
|
0.618 |
1.3953 |
|
HIGH |
1.3884 |
|
0.618 |
1.3841 |
|
0.500 |
1.3828 |
|
0.382 |
1.3815 |
|
LOW |
1.3772 |
|
0.618 |
1.3703 |
|
1.000 |
1.3660 |
|
1.618 |
1.3591 |
|
2.618 |
1.3479 |
|
4.250 |
1.3296 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3833 |
1.3825 |
| PP |
1.3831 |
1.3813 |
| S1 |
1.3828 |
1.3802 |
|