CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4279 |
1.4209 |
-0.0070 |
-0.5% |
1.4002 |
| High |
1.4293 |
1.4244 |
-0.0049 |
-0.3% |
1.4272 |
| Low |
1.4113 |
1.4113 |
0.0000 |
0.0% |
1.3970 |
| Close |
1.4201 |
1.4127 |
-0.0074 |
-0.5% |
1.4196 |
| Range |
0.0180 |
0.0131 |
-0.0049 |
-27.2% |
0.0302 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.9% |
0.0000 |
| Volume |
138,937 |
109,658 |
-29,279 |
-21.1% |
671,029 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4554 |
1.4472 |
1.4199 |
|
| R3 |
1.4423 |
1.4341 |
1.4163 |
|
| R2 |
1.4292 |
1.4292 |
1.4151 |
|
| R1 |
1.4210 |
1.4210 |
1.4139 |
1.4186 |
| PP |
1.4161 |
1.4161 |
1.4161 |
1.4149 |
| S1 |
1.4079 |
1.4079 |
1.4115 |
1.4055 |
| S2 |
1.4030 |
1.4030 |
1.4103 |
|
| S3 |
1.3899 |
1.3948 |
1.4091 |
|
| S4 |
1.3768 |
1.3817 |
1.4055 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5052 |
1.4926 |
1.4362 |
|
| R3 |
1.4750 |
1.4624 |
1.4279 |
|
| R2 |
1.4448 |
1.4448 |
1.4251 |
|
| R1 |
1.4322 |
1.4322 |
1.4224 |
1.4385 |
| PP |
1.4146 |
1.4146 |
1.4146 |
1.4178 |
| S1 |
1.4020 |
1.4020 |
1.4168 |
1.4083 |
| S2 |
1.3844 |
1.3844 |
1.4141 |
|
| S3 |
1.3542 |
1.3718 |
1.4113 |
|
| S4 |
1.3240 |
1.3416 |
1.4030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4294 |
1.4113 |
0.0181 |
1.3% |
0.0128 |
0.9% |
8% |
False |
True |
119,697 |
| 10 |
1.4294 |
1.3945 |
0.0349 |
2.5% |
0.0122 |
0.9% |
52% |
False |
False |
121,861 |
| 20 |
1.4294 |
1.3779 |
0.0515 |
3.6% |
0.0106 |
0.8% |
68% |
False |
False |
70,055 |
| 40 |
1.4352 |
1.3779 |
0.0573 |
4.1% |
0.0121 |
0.9% |
61% |
False |
False |
35,801 |
| 60 |
1.4415 |
1.3537 |
0.0878 |
6.2% |
0.0119 |
0.8% |
67% |
False |
False |
23,914 |
| 80 |
1.4415 |
1.3400 |
0.1015 |
7.2% |
0.0106 |
0.7% |
72% |
False |
False |
17,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4801 |
|
2.618 |
1.4587 |
|
1.618 |
1.4456 |
|
1.000 |
1.4375 |
|
0.618 |
1.4325 |
|
HIGH |
1.4244 |
|
0.618 |
1.4194 |
|
0.500 |
1.4179 |
|
0.382 |
1.4163 |
|
LOW |
1.4113 |
|
0.618 |
1.4032 |
|
1.000 |
1.3982 |
|
1.618 |
1.3901 |
|
2.618 |
1.3770 |
|
4.250 |
1.3556 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4179 |
1.4204 |
| PP |
1.4161 |
1.4178 |
| S1 |
1.4144 |
1.4153 |
|