CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3815 |
1.3850 |
0.0035 |
0.3% |
1.3982 |
| High |
1.3884 |
1.3936 |
0.0052 |
0.4% |
1.4082 |
| Low |
1.3772 |
1.3821 |
0.0049 |
0.4% |
1.3719 |
| Close |
1.3836 |
1.3893 |
0.0057 |
0.4% |
1.3795 |
| Range |
0.0112 |
0.0115 |
0.0003 |
2.7% |
0.0363 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
131,197 |
120,449 |
-10,748 |
-8.2% |
673,002 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4228 |
1.4176 |
1.3956 |
|
| R3 |
1.4113 |
1.4061 |
1.3925 |
|
| R2 |
1.3998 |
1.3998 |
1.3914 |
|
| R1 |
1.3946 |
1.3946 |
1.3904 |
1.3972 |
| PP |
1.3883 |
1.3883 |
1.3883 |
1.3897 |
| S1 |
1.3831 |
1.3831 |
1.3882 |
1.3857 |
| S2 |
1.3768 |
1.3768 |
1.3872 |
|
| S3 |
1.3653 |
1.3716 |
1.3861 |
|
| S4 |
1.3538 |
1.3601 |
1.3830 |
|
|
| 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 |
1.3936 |
1.3719 |
0.0217 |
1.6% |
0.0105 |
0.8% |
80% |
True |
False |
136,684 |
| 10 |
1.4082 |
1.3719 |
0.0363 |
2.6% |
0.0115 |
0.8% |
48% |
False |
False |
128,260 |
| 20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0134 |
1.0% |
39% |
False |
False |
137,633 |
| 40 |
1.4370 |
1.3486 |
0.0884 |
6.4% |
0.0140 |
1.0% |
46% |
False |
False |
141,779 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.3% |
0.0123 |
0.9% |
53% |
False |
False |
120,048 |
| 80 |
1.4370 |
1.3116 |
0.1254 |
9.0% |
0.0116 |
0.8% |
62% |
False |
False |
90,448 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.2% |
0.0113 |
0.8% |
63% |
False |
False |
72,389 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0112 |
0.8% |
63% |
False |
False |
60,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4425 |
|
2.618 |
1.4237 |
|
1.618 |
1.4122 |
|
1.000 |
1.4051 |
|
0.618 |
1.4007 |
|
HIGH |
1.3936 |
|
0.618 |
1.3892 |
|
0.500 |
1.3879 |
|
0.382 |
1.3865 |
|
LOW |
1.3821 |
|
0.618 |
1.3750 |
|
1.000 |
1.3706 |
|
1.618 |
1.3635 |
|
2.618 |
1.3520 |
|
4.250 |
1.3332 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3888 |
1.3878 |
| PP |
1.3883 |
1.3864 |
| S1 |
1.3879 |
1.3849 |
|