CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4171 |
1.4098 |
-0.0073 |
-0.5% |
1.3926 |
| High |
1.4182 |
1.4191 |
0.0009 |
0.1% |
1.4370 |
| Low |
1.4050 |
1.4004 |
-0.0046 |
-0.3% |
1.3883 |
| Close |
1.4104 |
1.4177 |
0.0073 |
0.5% |
1.4184 |
| Range |
0.0132 |
0.0187 |
0.0055 |
41.7% |
0.0487 |
| ATR |
0.0131 |
0.0135 |
0.0004 |
3.1% |
0.0000 |
| Volume |
139,286 |
143,285 |
3,999 |
2.9% |
893,662 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4685 |
1.4618 |
1.4280 |
|
| R3 |
1.4498 |
1.4431 |
1.4228 |
|
| R2 |
1.4311 |
1.4311 |
1.4211 |
|
| R1 |
1.4244 |
1.4244 |
1.4194 |
1.4278 |
| PP |
1.4124 |
1.4124 |
1.4124 |
1.4141 |
| S1 |
1.4057 |
1.4057 |
1.4160 |
1.4091 |
| S2 |
1.3937 |
1.3937 |
1.4143 |
|
| S3 |
1.3750 |
1.3870 |
1.4126 |
|
| S4 |
1.3563 |
1.3683 |
1.4074 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5607 |
1.5382 |
1.4452 |
|
| R3 |
1.5120 |
1.4895 |
1.4318 |
|
| R2 |
1.4633 |
1.4633 |
1.4273 |
|
| R1 |
1.4408 |
1.4408 |
1.4229 |
1.4521 |
| PP |
1.4146 |
1.4146 |
1.4146 |
1.4202 |
| S1 |
1.3921 |
1.3921 |
1.4139 |
1.4034 |
| S2 |
1.3659 |
1.3659 |
1.4095 |
|
| S3 |
1.3172 |
1.3434 |
1.4050 |
|
| S4 |
1.2685 |
1.2947 |
1.3916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4370 |
1.4004 |
0.0366 |
2.6% |
0.0205 |
1.4% |
47% |
False |
True |
186,690 |
| 10 |
1.4370 |
1.3785 |
0.0585 |
4.1% |
0.0167 |
1.2% |
67% |
False |
False |
156,491 |
| 20 |
1.4370 |
1.3486 |
0.0884 |
6.2% |
0.0132 |
0.9% |
78% |
False |
False |
133,812 |
| 40 |
1.4370 |
1.3353 |
0.1017 |
7.2% |
0.0112 |
0.8% |
81% |
False |
False |
96,702 |
| 60 |
1.4370 |
1.3098 |
0.1272 |
9.0% |
0.0108 |
0.8% |
85% |
False |
False |
64,854 |
| 80 |
1.4370 |
1.3097 |
0.1273 |
9.0% |
0.0104 |
0.7% |
85% |
False |
False |
48,676 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.0% |
0.0105 |
0.7% |
85% |
False |
False |
38,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4986 |
|
2.618 |
1.4681 |
|
1.618 |
1.4494 |
|
1.000 |
1.4378 |
|
0.618 |
1.4307 |
|
HIGH |
1.4191 |
|
0.618 |
1.4120 |
|
0.500 |
1.4098 |
|
0.382 |
1.4075 |
|
LOW |
1.4004 |
|
0.618 |
1.3888 |
|
1.000 |
1.3817 |
|
1.618 |
1.3701 |
|
2.618 |
1.3514 |
|
4.250 |
1.3209 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4151 |
1.4171 |
| PP |
1.4124 |
1.4164 |
| S1 |
1.4098 |
1.4158 |
|