CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4057 |
1.4189 |
0.0132 |
0.9% |
1.3911 |
| High |
1.4204 |
1.4272 |
0.0068 |
0.5% |
1.4057 |
| Low |
1.4053 |
1.4126 |
0.0073 |
0.5% |
1.3901 |
| Close |
1.4184 |
1.4161 |
-0.0023 |
-0.2% |
1.3996 |
| Range |
0.0151 |
0.0146 |
-0.0005 |
-3.3% |
0.0156 |
| ATR |
0.0112 |
0.0115 |
0.0002 |
2.1% |
0.0000 |
| Volume |
150,729 |
145,405 |
-5,324 |
-3.5% |
337,178 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4624 |
1.4539 |
1.4241 |
|
| R3 |
1.4478 |
1.4393 |
1.4201 |
|
| R2 |
1.4332 |
1.4332 |
1.4188 |
|
| R1 |
1.4247 |
1.4247 |
1.4174 |
1.4217 |
| PP |
1.4186 |
1.4186 |
1.4186 |
1.4171 |
| S1 |
1.4101 |
1.4101 |
1.4148 |
1.4071 |
| S2 |
1.4040 |
1.4040 |
1.4134 |
|
| S3 |
1.3894 |
1.3955 |
1.4121 |
|
| S4 |
1.3748 |
1.3809 |
1.4081 |
|
|
| 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 |
1.4272 |
1.3945 |
0.0327 |
2.3% |
0.0130 |
0.9% |
66% |
True |
False |
138,278 |
| 10 |
1.4272 |
1.3848 |
0.0424 |
3.0% |
0.0109 |
0.8% |
74% |
True |
False |
92,390 |
| 20 |
1.4272 |
1.3779 |
0.0493 |
3.5% |
0.0107 |
0.8% |
77% |
True |
False |
48,343 |
| 40 |
1.4415 |
1.3779 |
0.0636 |
4.5% |
0.0126 |
0.9% |
60% |
False |
False |
24,498 |
| 60 |
1.4415 |
1.3451 |
0.0964 |
6.8% |
0.0115 |
0.8% |
74% |
False |
False |
16,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4893 |
|
2.618 |
1.4654 |
|
1.618 |
1.4508 |
|
1.000 |
1.4418 |
|
0.618 |
1.4362 |
|
HIGH |
1.4272 |
|
0.618 |
1.4216 |
|
0.500 |
1.4199 |
|
0.382 |
1.4182 |
|
LOW |
1.4126 |
|
0.618 |
1.4036 |
|
1.000 |
1.3980 |
|
1.618 |
1.3890 |
|
2.618 |
1.3744 |
|
4.250 |
1.3506 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4199 |
1.4159 |
| PP |
1.4186 |
1.4157 |
| S1 |
1.4174 |
1.4156 |
|