CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4002 |
1.4082 |
0.0080 |
0.6% |
1.3911 |
| High |
1.4146 |
1.4123 |
-0.0023 |
-0.2% |
1.4057 |
| Low |
1.3970 |
1.4039 |
0.0069 |
0.5% |
1.3901 |
| Close |
1.4107 |
1.4056 |
-0.0051 |
-0.4% |
1.3996 |
| Range |
0.0176 |
0.0084 |
-0.0092 |
-52.3% |
0.0156 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
173,315 |
98,448 |
-74,867 |
-43.2% |
337,178 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4325 |
1.4274 |
1.4102 |
|
| R3 |
1.4241 |
1.4190 |
1.4079 |
|
| R2 |
1.4157 |
1.4157 |
1.4071 |
|
| R1 |
1.4106 |
1.4106 |
1.4064 |
1.4090 |
| PP |
1.4073 |
1.4073 |
1.4073 |
1.4064 |
| S1 |
1.4022 |
1.4022 |
1.4048 |
1.4006 |
| S2 |
1.3989 |
1.3989 |
1.4041 |
|
| S3 |
1.3905 |
1.3938 |
1.4033 |
|
| S4 |
1.3821 |
1.3854 |
1.4010 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4453 |
1.4380 |
1.4082 |
|
| R3 |
1.4297 |
1.4224 |
1.4039 |
|
| R2 |
1.4141 |
1.4141 |
1.4025 |
|
| R1 |
1.4068 |
1.4068 |
1.4010 |
1.4105 |
| PP |
1.3985 |
1.3985 |
1.3985 |
1.4003 |
| S1 |
1.3912 |
1.3912 |
1.3982 |
1.3949 |
| S2 |
1.3829 |
1.3829 |
1.3967 |
|
| S3 |
1.3673 |
1.3756 |
1.3953 |
|
| S4 |
1.3517 |
1.3600 |
1.3910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4146 |
1.3945 |
0.0201 |
1.4% |
0.0099 |
0.7% |
55% |
False |
False |
107,513 |
| 10 |
1.4146 |
1.3843 |
0.0303 |
2.2% |
0.0099 |
0.7% |
70% |
False |
False |
63,948 |
| 20 |
1.4146 |
1.3779 |
0.0367 |
2.6% |
0.0102 |
0.7% |
75% |
False |
False |
33,627 |
| 40 |
1.4415 |
1.3779 |
0.0636 |
4.5% |
0.0127 |
0.9% |
44% |
False |
False |
17,107 |
| 60 |
1.4415 |
1.3437 |
0.0978 |
7.0% |
0.0111 |
0.8% |
63% |
False |
False |
11,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4480 |
|
2.618 |
1.4343 |
|
1.618 |
1.4259 |
|
1.000 |
1.4207 |
|
0.618 |
1.4175 |
|
HIGH |
1.4123 |
|
0.618 |
1.4091 |
|
0.500 |
1.4081 |
|
0.382 |
1.4071 |
|
LOW |
1.4039 |
|
0.618 |
1.3987 |
|
1.000 |
1.3955 |
|
1.618 |
1.3903 |
|
2.618 |
1.3819 |
|
4.250 |
1.3682 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4081 |
1.4053 |
| PP |
1.4073 |
1.4049 |
| S1 |
1.4064 |
1.4046 |
|