CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3967 |
1.3939 |
-0.0028 |
-0.2% |
1.3857 |
| High |
1.3990 |
1.3981 |
-0.0009 |
-0.1% |
1.3999 |
| Low |
1.3923 |
1.3888 |
-0.0035 |
-0.3% |
1.3843 |
| Close |
1.3933 |
1.3940 |
0.0007 |
0.1% |
1.3940 |
| Range |
0.0067 |
0.0093 |
0.0026 |
38.8% |
0.0156 |
| ATR |
0.0113 |
0.0111 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
134,556 |
38,482 |
-96,074 |
-71.4% |
548,092 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4215 |
1.4171 |
1.3991 |
|
| R3 |
1.4122 |
1.4078 |
1.3966 |
|
| R2 |
1.4029 |
1.4029 |
1.3957 |
|
| R1 |
1.3985 |
1.3985 |
1.3949 |
1.4007 |
| PP |
1.3936 |
1.3936 |
1.3936 |
1.3948 |
| S1 |
1.3892 |
1.3892 |
1.3931 |
1.3914 |
| S2 |
1.3843 |
1.3843 |
1.3923 |
|
| S3 |
1.3750 |
1.3799 |
1.3914 |
|
| S4 |
1.3657 |
1.3706 |
1.3889 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4395 |
1.4324 |
1.4026 |
|
| R3 |
1.4239 |
1.4168 |
1.3983 |
|
| R2 |
1.4083 |
1.4083 |
1.3969 |
|
| R1 |
1.4012 |
1.4012 |
1.3954 |
1.4048 |
| PP |
1.3927 |
1.3927 |
1.3927 |
1.3945 |
| S1 |
1.3856 |
1.3856 |
1.3926 |
1.3892 |
| S2 |
1.3771 |
1.3771 |
1.3911 |
|
| S3 |
1.3615 |
1.3700 |
1.3897 |
|
| S4 |
1.3459 |
1.3544 |
1.3854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3999 |
1.3843 |
0.0156 |
1.1% |
0.0086 |
0.6% |
62% |
False |
False |
109,618 |
| 10 |
1.3999 |
1.3772 |
0.0227 |
1.6% |
0.0096 |
0.7% |
74% |
False |
False |
117,241 |
| 20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0107 |
0.8% |
50% |
False |
False |
122,213 |
| 40 |
1.4370 |
1.3719 |
0.0651 |
4.7% |
0.0135 |
1.0% |
34% |
False |
False |
138,894 |
| 60 |
1.4370 |
1.3382 |
0.0988 |
7.1% |
0.0119 |
0.9% |
56% |
False |
False |
124,815 |
| 80 |
1.4370 |
1.3240 |
0.1130 |
8.1% |
0.0116 |
0.8% |
62% |
False |
False |
101,933 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0113 |
0.8% |
66% |
False |
False |
81,585 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0108 |
0.8% |
66% |
False |
False |
68,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4376 |
|
2.618 |
1.4224 |
|
1.618 |
1.4131 |
|
1.000 |
1.4074 |
|
0.618 |
1.4038 |
|
HIGH |
1.3981 |
|
0.618 |
1.3945 |
|
0.500 |
1.3935 |
|
0.382 |
1.3924 |
|
LOW |
1.3888 |
|
0.618 |
1.3831 |
|
1.000 |
1.3795 |
|
1.618 |
1.3738 |
|
2.618 |
1.3645 |
|
4.250 |
1.3493 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3938 |
1.3944 |
| PP |
1.3936 |
1.3942 |
| S1 |
1.3935 |
1.3941 |
|