CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4064 |
1.4093 |
0.0029 |
0.2% |
1.4202 |
| High |
1.4122 |
1.4131 |
0.0009 |
0.1% |
1.4294 |
| Low |
1.4062 |
1.4064 |
0.0002 |
0.0% |
1.4054 |
| Close |
1.4085 |
1.4099 |
0.0014 |
0.1% |
1.4058 |
| Range |
0.0060 |
0.0067 |
0.0007 |
11.7% |
0.0240 |
| ATR |
0.0112 |
0.0108 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
46,244 |
90,696 |
44,452 |
96.1% |
468,954 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4299 |
1.4266 |
1.4136 |
|
| R3 |
1.4232 |
1.4199 |
1.4117 |
|
| R2 |
1.4165 |
1.4165 |
1.4111 |
|
| R1 |
1.4132 |
1.4132 |
1.4105 |
1.4149 |
| PP |
1.4098 |
1.4098 |
1.4098 |
1.4106 |
| S1 |
1.4065 |
1.4065 |
1.4093 |
1.4082 |
| S2 |
1.4031 |
1.4031 |
1.4087 |
|
| S3 |
1.3964 |
1.3998 |
1.4081 |
|
| S4 |
1.3897 |
1.3931 |
1.4062 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4855 |
1.4697 |
1.4190 |
|
| R3 |
1.4615 |
1.4457 |
1.4124 |
|
| R2 |
1.4375 |
1.4375 |
1.4102 |
|
| R1 |
1.4217 |
1.4217 |
1.4080 |
1.4176 |
| PP |
1.4135 |
1.4135 |
1.4135 |
1.4115 |
| S1 |
1.3977 |
1.3977 |
1.4036 |
1.3936 |
| S2 |
1.3895 |
1.3895 |
1.4014 |
|
| S3 |
1.3655 |
1.3737 |
1.3992 |
|
| S4 |
1.3415 |
1.3497 |
1.3926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4293 |
1.4054 |
0.0239 |
1.7% |
0.0104 |
0.7% |
19% |
False |
False |
100,907 |
| 10 |
1.4294 |
1.4039 |
0.0255 |
1.8% |
0.0109 |
0.8% |
24% |
False |
False |
110,360 |
| 20 |
1.4294 |
1.3843 |
0.0451 |
3.2% |
0.0105 |
0.7% |
57% |
False |
False |
82,298 |
| 40 |
1.4294 |
1.3779 |
0.0515 |
3.7% |
0.0116 |
0.8% |
62% |
False |
False |
42,177 |
| 60 |
1.4415 |
1.3537 |
0.0878 |
6.2% |
0.0119 |
0.8% |
64% |
False |
False |
28,179 |
| 80 |
1.4415 |
1.3400 |
0.1015 |
7.2% |
0.0106 |
0.7% |
69% |
False |
False |
21,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4416 |
|
2.618 |
1.4306 |
|
1.618 |
1.4239 |
|
1.000 |
1.4198 |
|
0.618 |
1.4172 |
|
HIGH |
1.4131 |
|
0.618 |
1.4105 |
|
0.500 |
1.4098 |
|
0.382 |
1.4090 |
|
LOW |
1.4064 |
|
0.618 |
1.4023 |
|
1.000 |
1.3997 |
|
1.618 |
1.3956 |
|
2.618 |
1.3889 |
|
4.250 |
1.3779 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4099 |
1.4098 |
| PP |
1.4098 |
1.4097 |
| S1 |
1.4098 |
1.4096 |
|