CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4111 |
1.3991 |
-0.0120 |
-0.9% |
1.4171 |
| High |
1.4173 |
1.4021 |
-0.0152 |
-1.1% |
1.4302 |
| Low |
1.3975 |
1.3857 |
-0.0118 |
-0.8% |
1.4004 |
| Close |
1.4023 |
1.3979 |
-0.0044 |
-0.3% |
1.4152 |
| Range |
0.0198 |
0.0164 |
-0.0034 |
-17.2% |
0.0298 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.3% |
0.0000 |
| Volume |
140,889 |
183,699 |
42,810 |
30.4% |
734,243 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4444 |
1.4376 |
1.4069 |
|
| R3 |
1.4280 |
1.4212 |
1.4024 |
|
| R2 |
1.4116 |
1.4116 |
1.4009 |
|
| R1 |
1.4048 |
1.4048 |
1.3994 |
1.4000 |
| PP |
1.3952 |
1.3952 |
1.3952 |
1.3929 |
| S1 |
1.3884 |
1.3884 |
1.3964 |
1.3836 |
| S2 |
1.3788 |
1.3788 |
1.3949 |
|
| S3 |
1.3624 |
1.3720 |
1.3934 |
|
| S4 |
1.3460 |
1.3556 |
1.3889 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5047 |
1.4897 |
1.4316 |
|
| R3 |
1.4749 |
1.4599 |
1.4234 |
|
| R2 |
1.4451 |
1.4451 |
1.4207 |
|
| R1 |
1.4301 |
1.4301 |
1.4179 |
1.4227 |
| PP |
1.4153 |
1.4153 |
1.4153 |
1.4116 |
| S1 |
1.4003 |
1.4003 |
1.4125 |
1.3929 |
| S2 |
1.3855 |
1.3855 |
1.4097 |
|
| S3 |
1.3557 |
1.3705 |
1.4070 |
|
| S4 |
1.3259 |
1.3407 |
1.3988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4302 |
1.3857 |
0.0445 |
3.2% |
0.0154 |
1.1% |
27% |
False |
True |
155,252 |
| 10 |
1.4370 |
1.3857 |
0.0513 |
3.7% |
0.0180 |
1.3% |
24% |
False |
True |
170,971 |
| 20 |
1.4370 |
1.3486 |
0.0884 |
6.3% |
0.0150 |
1.1% |
56% |
False |
False |
151,357 |
| 40 |
1.4370 |
1.3353 |
0.1017 |
7.3% |
0.0118 |
0.8% |
62% |
False |
False |
115,719 |
| 60 |
1.4370 |
1.3116 |
0.1254 |
9.0% |
0.0111 |
0.8% |
69% |
False |
False |
77,777 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0109 |
0.8% |
69% |
False |
False |
58,374 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0108 |
0.8% |
69% |
False |
False |
46,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4718 |
|
2.618 |
1.4450 |
|
1.618 |
1.4286 |
|
1.000 |
1.4185 |
|
0.618 |
1.4122 |
|
HIGH |
1.4021 |
|
0.618 |
1.3958 |
|
0.500 |
1.3939 |
|
0.382 |
1.3920 |
|
LOW |
1.3857 |
|
0.618 |
1.3756 |
|
1.000 |
1.3693 |
|
1.618 |
1.3592 |
|
2.618 |
1.3428 |
|
4.250 |
1.3160 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3966 |
1.4079 |
| PP |
1.3952 |
1.4045 |
| S1 |
1.3939 |
1.4012 |
|