CME British Pound Future June 2018
Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1.3835 |
1.3870 |
0.0035 |
0.3% |
1.4035 |
High |
1.3878 |
1.3940 |
0.0062 |
0.4% |
1.4133 |
Low |
1.3821 |
1.3829 |
0.0008 |
0.1% |
1.3779 |
Close |
1.3851 |
1.3893 |
0.0042 |
0.3% |
1.3851 |
Range |
0.0057 |
0.0111 |
0.0054 |
94.7% |
0.0354 |
ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
1,507 |
6,134 |
4,627 |
307.0% |
23,552 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4220 |
1.4168 |
1.3954 |
|
R3 |
1.4109 |
1.4057 |
1.3924 |
|
R2 |
1.3998 |
1.3998 |
1.3913 |
|
R1 |
1.3946 |
1.3946 |
1.3903 |
1.3972 |
PP |
1.3887 |
1.3887 |
1.3887 |
1.3901 |
S1 |
1.3835 |
1.3835 |
1.3883 |
1.3861 |
S2 |
1.3776 |
1.3776 |
1.3873 |
|
S3 |
1.3665 |
1.3724 |
1.3862 |
|
S4 |
1.3554 |
1.3613 |
1.3832 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4983 |
1.4771 |
1.4046 |
|
R3 |
1.4629 |
1.4417 |
1.3948 |
|
R2 |
1.4275 |
1.4275 |
1.3916 |
|
R1 |
1.4063 |
1.4063 |
1.3883 |
1.3992 |
PP |
1.3921 |
1.3921 |
1.3921 |
1.3886 |
S1 |
1.3709 |
1.3709 |
1.3819 |
1.3638 |
S2 |
1.3567 |
1.3567 |
1.3786 |
|
S3 |
1.3213 |
1.3355 |
1.3754 |
|
S4 |
1.2859 |
1.3001 |
1.3656 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4056 |
1.3779 |
0.0277 |
2.0% |
0.0102 |
0.7% |
41% |
False |
False |
5,286 |
10 |
1.4133 |
1.3779 |
0.0354 |
2.5% |
0.0106 |
0.8% |
32% |
False |
False |
3,293 |
20 |
1.4220 |
1.3779 |
0.0441 |
3.2% |
0.0128 |
0.9% |
26% |
False |
False |
2,056 |
40 |
1.4415 |
1.3537 |
0.0878 |
6.3% |
0.0126 |
0.9% |
41% |
False |
False |
1,119 |
60 |
1.4415 |
1.3400 |
0.1015 |
7.3% |
0.0106 |
0.8% |
49% |
False |
False |
761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4412 |
2.618 |
1.4231 |
1.618 |
1.4120 |
1.000 |
1.4051 |
0.618 |
1.4009 |
HIGH |
1.3940 |
0.618 |
1.3898 |
0.500 |
1.3885 |
0.382 |
1.3871 |
LOW |
1.3829 |
0.618 |
1.3760 |
1.000 |
1.3718 |
1.618 |
1.3649 |
2.618 |
1.3538 |
4.250 |
1.3357 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1.3890 |
1.3882 |
PP |
1.3887 |
1.3871 |
S1 |
1.3885 |
1.3860 |
|