CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3857 |
1.3906 |
0.0049 |
0.4% |
1.3815 |
| High |
1.3920 |
1.3997 |
0.0077 |
0.6% |
1.3936 |
| Low |
1.3843 |
1.3877 |
0.0034 |
0.2% |
1.3772 |
| Close |
1.3910 |
1.3978 |
0.0068 |
0.5% |
1.3852 |
| Range |
0.0077 |
0.0120 |
0.0043 |
55.8% |
0.0164 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.0% |
0.0000 |
| Volume |
105,526 |
127,026 |
21,500 |
20.4% |
624,318 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4264 |
1.4044 |
|
| R3 |
1.4191 |
1.4144 |
1.4011 |
|
| R2 |
1.4071 |
1.4071 |
1.4000 |
|
| R1 |
1.4024 |
1.4024 |
1.3989 |
1.4048 |
| PP |
1.3951 |
1.3951 |
1.3951 |
1.3962 |
| S1 |
1.3904 |
1.3904 |
1.3967 |
1.3928 |
| S2 |
1.3831 |
1.3831 |
1.3956 |
|
| S3 |
1.3711 |
1.3784 |
1.3945 |
|
| S4 |
1.3591 |
1.3664 |
1.3912 |
|
|
| 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 |
1.3997 |
1.3784 |
0.0213 |
1.5% |
0.0100 |
0.7% |
91% |
True |
False |
121,044 |
| 10 |
1.3997 |
1.3719 |
0.0278 |
2.0% |
0.0102 |
0.7% |
93% |
True |
False |
128,864 |
| 20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0117 |
0.8% |
59% |
False |
False |
124,409 |
| 40 |
1.4370 |
1.3719 |
0.0651 |
4.7% |
0.0139 |
1.0% |
40% |
False |
False |
142,562 |
| 60 |
1.4370 |
1.3364 |
0.1006 |
7.2% |
0.0121 |
0.9% |
61% |
False |
False |
125,305 |
| 80 |
1.4370 |
1.3186 |
0.1184 |
8.5% |
0.0116 |
0.8% |
67% |
False |
False |
97,999 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0113 |
0.8% |
69% |
False |
False |
78,436 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0110 |
0.8% |
69% |
False |
False |
65,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4507 |
|
2.618 |
1.4311 |
|
1.618 |
1.4191 |
|
1.000 |
1.4117 |
|
0.618 |
1.4071 |
|
HIGH |
1.3997 |
|
0.618 |
1.3951 |
|
0.500 |
1.3937 |
|
0.382 |
1.3923 |
|
LOW |
1.3877 |
|
0.618 |
1.3803 |
|
1.000 |
1.3757 |
|
1.618 |
1.3683 |
|
2.618 |
1.3563 |
|
4.250 |
1.3367 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3964 |
1.3950 |
| PP |
1.3951 |
1.3922 |
| S1 |
1.3937 |
1.3894 |
|