CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4098 |
1.4174 |
0.0076 |
0.5% |
1.3926 |
| High |
1.4191 |
1.4257 |
0.0066 |
0.5% |
1.4370 |
| Low |
1.4004 |
1.4145 |
0.0141 |
1.0% |
1.3883 |
| Close |
1.4177 |
1.4200 |
0.0023 |
0.2% |
1.4184 |
| Range |
0.0187 |
0.0112 |
-0.0075 |
-40.1% |
0.0487 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
143,285 |
178,846 |
35,561 |
24.8% |
893,662 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4537 |
1.4480 |
1.4262 |
|
| R3 |
1.4425 |
1.4368 |
1.4231 |
|
| R2 |
1.4313 |
1.4313 |
1.4221 |
|
| R1 |
1.4256 |
1.4256 |
1.4210 |
1.4285 |
| PP |
1.4201 |
1.4201 |
1.4201 |
1.4215 |
| S1 |
1.4144 |
1.4144 |
1.4190 |
1.4173 |
| S2 |
1.4089 |
1.4089 |
1.4179 |
|
| S3 |
1.3977 |
1.4032 |
1.4169 |
|
| S4 |
1.3865 |
1.3920 |
1.4138 |
|
|
| 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% |
0.0173 |
1.2% |
54% |
False |
False |
182,328 |
| 10 |
1.4370 |
1.3831 |
0.0539 |
3.8% |
0.0160 |
1.1% |
68% |
False |
False |
158,324 |
| 20 |
1.4370 |
1.3486 |
0.0884 |
6.2% |
0.0132 |
0.9% |
81% |
False |
False |
137,730 |
| 40 |
1.4370 |
1.3353 |
0.1017 |
7.2% |
0.0113 |
0.8% |
83% |
False |
False |
101,152 |
| 60 |
1.4370 |
1.3099 |
0.1271 |
9.0% |
0.0106 |
0.7% |
87% |
False |
False |
67,828 |
| 80 |
1.4370 |
1.3097 |
0.1273 |
9.0% |
0.0104 |
0.7% |
87% |
False |
False |
50,911 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.0% |
0.0105 |
0.7% |
87% |
False |
False |
40,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4733 |
|
2.618 |
1.4550 |
|
1.618 |
1.4438 |
|
1.000 |
1.4369 |
|
0.618 |
1.4326 |
|
HIGH |
1.4257 |
|
0.618 |
1.4214 |
|
0.500 |
1.4201 |
|
0.382 |
1.4188 |
|
LOW |
1.4145 |
|
0.618 |
1.4076 |
|
1.000 |
1.4033 |
|
1.618 |
1.3964 |
|
2.618 |
1.3852 |
|
4.250 |
1.3669 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4201 |
1.4177 |
| PP |
1.4201 |
1.4154 |
| S1 |
1.4200 |
1.4131 |
|