CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3906 |
1.3970 |
0.0064 |
0.5% |
1.3815 |
| High |
1.3997 |
1.3999 |
0.0002 |
0.0% |
1.3936 |
| Low |
1.3877 |
1.3928 |
0.0051 |
0.4% |
1.3772 |
| Close |
1.3978 |
1.3976 |
-0.0002 |
0.0% |
1.3852 |
| Range |
0.0120 |
0.0071 |
-0.0049 |
-40.8% |
0.0164 |
| ATR |
0.0120 |
0.0116 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
127,026 |
142,502 |
15,476 |
12.2% |
624,318 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4181 |
1.4149 |
1.4015 |
|
| R3 |
1.4110 |
1.4078 |
1.3996 |
|
| R2 |
1.4039 |
1.4039 |
1.3989 |
|
| R1 |
1.4007 |
1.4007 |
1.3983 |
1.4023 |
| PP |
1.3968 |
1.3968 |
1.3968 |
1.3976 |
| S1 |
1.3936 |
1.3936 |
1.3969 |
1.3952 |
| S2 |
1.3897 |
1.3897 |
1.3963 |
|
| S3 |
1.3826 |
1.3865 |
1.3956 |
|
| S4 |
1.3755 |
1.3794 |
1.3937 |
|
|
| 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 |
1.3999 |
1.3784 |
0.0215 |
1.5% |
0.0100 |
0.7% |
89% |
True |
False |
125,700 |
| 10 |
1.3999 |
1.3719 |
0.0280 |
2.0% |
0.0093 |
0.7% |
92% |
True |
False |
126,955 |
| 20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0116 |
0.8% |
58% |
False |
False |
126,592 |
| 40 |
1.4370 |
1.3719 |
0.0651 |
4.7% |
0.0138 |
1.0% |
39% |
False |
False |
141,446 |
| 60 |
1.4370 |
1.3364 |
0.1006 |
7.2% |
0.0121 |
0.9% |
61% |
False |
False |
126,062 |
| 80 |
1.4370 |
1.3190 |
0.1180 |
8.4% |
0.0116 |
0.8% |
67% |
False |
False |
99,778 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0113 |
0.8% |
69% |
False |
False |
79,860 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0109 |
0.8% |
69% |
False |
False |
66,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4301 |
|
2.618 |
1.4185 |
|
1.618 |
1.4114 |
|
1.000 |
1.4070 |
|
0.618 |
1.4043 |
|
HIGH |
1.3999 |
|
0.618 |
1.3972 |
|
0.500 |
1.3964 |
|
0.382 |
1.3955 |
|
LOW |
1.3928 |
|
0.618 |
1.3884 |
|
1.000 |
1.3857 |
|
1.618 |
1.3813 |
|
2.618 |
1.3742 |
|
4.250 |
1.3626 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3972 |
1.3958 |
| PP |
1.3968 |
1.3939 |
| S1 |
1.3964 |
1.3921 |
|