CME British Pound Future March 2018
Trading Metrics calculated at close of trading on 08-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1.3901 |
1.3901 |
0.0000 |
0.0% |
1.3982 |
High |
1.3919 |
1.3914 |
-0.0005 |
0.0% |
1.4082 |
Low |
1.3850 |
1.3784 |
-0.0066 |
-0.5% |
1.3719 |
Close |
1.3902 |
1.3801 |
-0.0101 |
-0.7% |
1.3795 |
Range |
0.0069 |
0.0130 |
0.0061 |
88.4% |
0.0363 |
ATR |
0.0124 |
0.0125 |
0.0000 |
0.3% |
0.0000 |
Volume |
119,223 |
129,629 |
10,406 |
8.7% |
673,002 |
|
Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4223 |
1.4142 |
1.3873 |
|
R3 |
1.4093 |
1.4012 |
1.3837 |
|
R2 |
1.3963 |
1.3963 |
1.3825 |
|
R1 |
1.3882 |
1.3882 |
1.3813 |
1.3858 |
PP |
1.3833 |
1.3833 |
1.3833 |
1.3821 |
S1 |
1.3752 |
1.3752 |
1.3789 |
1.3728 |
S2 |
1.3703 |
1.3703 |
1.3777 |
|
S3 |
1.3573 |
1.3622 |
1.3765 |
|
S4 |
1.3443 |
1.3492 |
1.3730 |
|
|
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 |
1.3762 |
0.0174 |
1.3% |
0.0098 |
0.7% |
22% |
False |
False |
124,916 |
10 |
1.4082 |
1.3719 |
0.0363 |
2.6% |
0.0111 |
0.8% |
23% |
False |
False |
127,365 |
20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0128 |
0.9% |
19% |
False |
False |
134,337 |
40 |
1.4370 |
1.3486 |
0.0884 |
6.4% |
0.0141 |
1.0% |
36% |
False |
False |
144,167 |
60 |
1.4370 |
1.3353 |
0.1017 |
7.4% |
0.0121 |
0.9% |
44% |
False |
False |
123,509 |
80 |
1.4370 |
1.3116 |
0.1254 |
9.1% |
0.0116 |
0.8% |
55% |
False |
False |
93,554 |
100 |
1.4370 |
1.3098 |
0.1272 |
9.2% |
0.0113 |
0.8% |
55% |
False |
False |
74,876 |
120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0111 |
0.8% |
55% |
False |
False |
62,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4467 |
2.618 |
1.4254 |
1.618 |
1.4124 |
1.000 |
1.4044 |
0.618 |
1.3994 |
HIGH |
1.3914 |
0.618 |
1.3864 |
0.500 |
1.3849 |
0.382 |
1.3834 |
LOW |
1.3784 |
0.618 |
1.3704 |
1.000 |
1.3654 |
1.618 |
1.3574 |
2.618 |
1.3444 |
4.250 |
1.3232 |
|
|
Fisher Pivots for day following 08-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1.3849 |
1.3860 |
PP |
1.3833 |
1.3840 |
S1 |
1.3817 |
1.3821 |
|