CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4174 |
1.4216 |
0.0042 |
0.3% |
1.3926 |
| High |
1.4257 |
1.4302 |
0.0045 |
0.3% |
1.4370 |
| Low |
1.4145 |
1.4181 |
0.0036 |
0.3% |
1.3883 |
| Close |
1.4200 |
1.4287 |
0.0087 |
0.6% |
1.4184 |
| Range |
0.0112 |
0.0121 |
0.0009 |
8.0% |
0.0487 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
178,846 |
140,669 |
-38,177 |
-21.3% |
893,662 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4620 |
1.4574 |
1.4354 |
|
| R3 |
1.4499 |
1.4453 |
1.4320 |
|
| R2 |
1.4378 |
1.4378 |
1.4309 |
|
| R1 |
1.4332 |
1.4332 |
1.4298 |
1.4355 |
| PP |
1.4257 |
1.4257 |
1.4257 |
1.4268 |
| S1 |
1.4211 |
1.4211 |
1.4276 |
1.4234 |
| S2 |
1.4136 |
1.4136 |
1.4265 |
|
| S3 |
1.4015 |
1.4090 |
1.4254 |
|
| S4 |
1.3894 |
1.3969 |
1.4220 |
|
|
| 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 |
1.4312 |
1.4004 |
0.0308 |
2.2% |
0.0145 |
1.0% |
92% |
False |
False |
156,082 |
| 10 |
1.4370 |
1.3865 |
0.0505 |
3.5% |
0.0161 |
1.1% |
84% |
False |
False |
160,931 |
| 20 |
1.4370 |
1.3486 |
0.0884 |
6.2% |
0.0132 |
0.9% |
91% |
False |
False |
139,499 |
| 40 |
1.4370 |
1.3353 |
0.1017 |
7.1% |
0.0113 |
0.8% |
92% |
False |
False |
104,615 |
| 60 |
1.4370 |
1.3115 |
0.1255 |
8.8% |
0.0107 |
0.7% |
93% |
False |
False |
70,170 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
8.9% |
0.0105 |
0.7% |
93% |
False |
False |
52,667 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
8.9% |
0.0106 |
0.7% |
93% |
False |
False |
42,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4816 |
|
2.618 |
1.4619 |
|
1.618 |
1.4498 |
|
1.000 |
1.4423 |
|
0.618 |
1.4377 |
|
HIGH |
1.4302 |
|
0.618 |
1.4256 |
|
0.500 |
1.4242 |
|
0.382 |
1.4227 |
|
LOW |
1.4181 |
|
0.618 |
1.4106 |
|
1.000 |
1.4060 |
|
1.618 |
1.3985 |
|
2.618 |
1.3864 |
|
4.250 |
1.3667 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4272 |
1.4242 |
| PP |
1.4257 |
1.4198 |
| S1 |
1.4242 |
1.4153 |
|