CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3975 |
1.3888 |
-0.0087 |
-0.6% |
1.4171 |
| High |
1.4014 |
1.4087 |
0.0073 |
0.5% |
1.4302 |
| Low |
1.3868 |
1.3864 |
-0.0004 |
0.0% |
1.4004 |
| Close |
1.3899 |
1.3940 |
0.0041 |
0.3% |
1.4152 |
| Range |
0.0146 |
0.0223 |
0.0077 |
52.7% |
0.0298 |
| ATR |
0.0142 |
0.0148 |
0.0006 |
4.1% |
0.0000 |
| Volume |
131,068 |
248,825 |
117,757 |
89.8% |
734,243 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4633 |
1.4509 |
1.4063 |
|
| R3 |
1.4410 |
1.4286 |
1.4001 |
|
| R2 |
1.4187 |
1.4187 |
1.3981 |
|
| R1 |
1.4063 |
1.4063 |
1.3960 |
1.4125 |
| PP |
1.3964 |
1.3964 |
1.3964 |
1.3995 |
| S1 |
1.3840 |
1.3840 |
1.3920 |
1.3902 |
| S2 |
1.3741 |
1.3741 |
1.3899 |
|
| S3 |
1.3518 |
1.3617 |
1.3879 |
|
| S4 |
1.3295 |
1.3394 |
1.3817 |
|
|
| 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 |
1.4300 |
1.3857 |
0.0443 |
3.2% |
0.0182 |
1.3% |
19% |
False |
False |
167,327 |
| 10 |
1.4312 |
1.3857 |
0.0455 |
3.3% |
0.0163 |
1.2% |
18% |
False |
False |
161,704 |
| 20 |
1.4370 |
1.3486 |
0.0884 |
6.3% |
0.0161 |
1.2% |
51% |
False |
False |
160,938 |
| 40 |
1.4370 |
1.3353 |
0.1017 |
7.3% |
0.0120 |
0.9% |
58% |
False |
False |
123,321 |
| 60 |
1.4370 |
1.3116 |
0.1254 |
9.0% |
0.0114 |
0.8% |
66% |
False |
False |
84,105 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0111 |
0.8% |
66% |
False |
False |
63,120 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0108 |
0.8% |
66% |
False |
False |
50,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5035 |
|
2.618 |
1.4671 |
|
1.618 |
1.4448 |
|
1.000 |
1.4310 |
|
0.618 |
1.4225 |
|
HIGH |
1.4087 |
|
0.618 |
1.4002 |
|
0.500 |
1.3976 |
|
0.382 |
1.3949 |
|
LOW |
1.3864 |
|
0.618 |
1.3726 |
|
1.000 |
1.3641 |
|
1.618 |
1.3503 |
|
2.618 |
1.3280 |
|
4.250 |
1.2916 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3976 |
1.3972 |
| PP |
1.3964 |
1.3961 |
| S1 |
1.3952 |
1.3951 |
|