CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3901 |
1.3815 |
-0.0086 |
-0.6% |
1.3815 |
| High |
1.3914 |
1.3893 |
-0.0021 |
-0.2% |
1.3936 |
| Low |
1.3784 |
1.3791 |
0.0007 |
0.1% |
1.3772 |
| Close |
1.3801 |
1.3852 |
0.0051 |
0.4% |
1.3852 |
| Range |
0.0130 |
0.0102 |
-0.0028 |
-21.5% |
0.0164 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
129,629 |
123,820 |
-5,809 |
-4.5% |
624,318 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4151 |
1.4104 |
1.3908 |
|
| R3 |
1.4049 |
1.4002 |
1.3880 |
|
| R2 |
1.3947 |
1.3947 |
1.3871 |
|
| R1 |
1.3900 |
1.3900 |
1.3861 |
1.3924 |
| PP |
1.3845 |
1.3845 |
1.3845 |
1.3857 |
| S1 |
1.3798 |
1.3798 |
1.3843 |
1.3822 |
| S2 |
1.3743 |
1.3743 |
1.3833 |
|
| S3 |
1.3641 |
1.3696 |
1.3824 |
|
| S4 |
1.3539 |
1.3594 |
1.3796 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4345 |
1.4263 |
1.3942 |
|
| R3 |
1.4181 |
1.4099 |
1.3897 |
|
| R2 |
1.4017 |
1.4017 |
1.3882 |
|
| R1 |
1.3935 |
1.3935 |
1.3867 |
1.3976 |
| PP |
1.3853 |
1.3853 |
1.3853 |
1.3874 |
| S1 |
1.3771 |
1.3771 |
1.3837 |
1.3812 |
| S2 |
1.3689 |
1.3689 |
1.3822 |
|
| S3 |
1.3525 |
1.3607 |
1.3807 |
|
| S4 |
1.3361 |
1.3443 |
1.3762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3936 |
1.3772 |
0.0164 |
1.2% |
0.0106 |
0.8% |
49% |
False |
False |
124,863 |
| 10 |
1.4082 |
1.3719 |
0.0363 |
2.6% |
0.0111 |
0.8% |
37% |
False |
False |
129,732 |
| 20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0122 |
0.9% |
30% |
False |
False |
128,087 |
| 40 |
1.4370 |
1.3486 |
0.0884 |
6.4% |
0.0141 |
1.0% |
41% |
False |
False |
144,512 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.3% |
0.0121 |
0.9% |
49% |
False |
False |
124,910 |
| 80 |
1.4370 |
1.3116 |
0.1254 |
9.1% |
0.0116 |
0.8% |
59% |
False |
False |
95,100 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.2% |
0.0113 |
0.8% |
59% |
False |
False |
76,114 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0110 |
0.8% |
59% |
False |
False |
63,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4327 |
|
2.618 |
1.4160 |
|
1.618 |
1.4058 |
|
1.000 |
1.3995 |
|
0.618 |
1.3956 |
|
HIGH |
1.3893 |
|
0.618 |
1.3854 |
|
0.500 |
1.3842 |
|
0.382 |
1.3830 |
|
LOW |
1.3791 |
|
0.618 |
1.3728 |
|
1.000 |
1.3689 |
|
1.618 |
1.3626 |
|
2.618 |
1.3524 |
|
4.250 |
1.3358 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3849 |
1.3852 |
| PP |
1.3845 |
1.3852 |
| S1 |
1.3842 |
1.3852 |
|