CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3850 |
1.3901 |
0.0051 |
0.4% |
1.3982 |
| High |
1.3936 |
1.3919 |
-0.0017 |
-0.1% |
1.4082 |
| Low |
1.3821 |
1.3850 |
0.0029 |
0.2% |
1.3719 |
| Close |
1.3893 |
1.3902 |
0.0009 |
0.1% |
1.3795 |
| Range |
0.0115 |
0.0069 |
-0.0046 |
-40.0% |
0.0363 |
| ATR |
0.0129 |
0.0124 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
120,449 |
119,223 |
-1,226 |
-1.0% |
673,002 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4097 |
1.4069 |
1.3940 |
|
| R3 |
1.4028 |
1.4000 |
1.3921 |
|
| R2 |
1.3959 |
1.3959 |
1.3915 |
|
| R1 |
1.3931 |
1.3931 |
1.3908 |
1.3945 |
| PP |
1.3890 |
1.3890 |
1.3890 |
1.3898 |
| S1 |
1.3862 |
1.3862 |
1.3896 |
1.3876 |
| S2 |
1.3821 |
1.3821 |
1.3889 |
|
| S3 |
1.3752 |
1.3793 |
1.3883 |
|
| S4 |
1.3683 |
1.3724 |
1.3864 |
|
|
| 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% |
0.0086 |
0.6% |
84% |
False |
False |
128,211 |
| 10 |
1.4082 |
1.3719 |
0.0363 |
2.6% |
0.0111 |
0.8% |
50% |
False |
False |
125,917 |
| 20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0129 |
0.9% |
41% |
False |
False |
134,409 |
| 40 |
1.4370 |
1.3486 |
0.0884 |
6.4% |
0.0140 |
1.0% |
47% |
False |
False |
142,883 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.3% |
0.0121 |
0.9% |
54% |
False |
False |
121,949 |
| 80 |
1.4370 |
1.3116 |
0.1254 |
9.0% |
0.0116 |
0.8% |
63% |
False |
False |
91,935 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0113 |
0.8% |
63% |
False |
False |
73,581 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0112 |
0.8% |
63% |
False |
False |
61,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4212 |
|
2.618 |
1.4100 |
|
1.618 |
1.4031 |
|
1.000 |
1.3988 |
|
0.618 |
1.3962 |
|
HIGH |
1.3919 |
|
0.618 |
1.3893 |
|
0.500 |
1.3885 |
|
0.382 |
1.3876 |
|
LOW |
1.3850 |
|
0.618 |
1.3807 |
|
1.000 |
1.3781 |
|
1.618 |
1.3738 |
|
2.618 |
1.3669 |
|
4.250 |
1.3557 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3896 |
1.3886 |
| PP |
1.3890 |
1.3870 |
| S1 |
1.3885 |
1.3854 |
|