CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4017 |
1.4107 |
0.0090 |
0.6% |
1.3840 |
| High |
1.4119 |
1.4160 |
0.0041 |
0.3% |
1.4160 |
| Low |
1.4010 |
1.4011 |
0.0001 |
0.0% |
1.3814 |
| Close |
1.4106 |
1.4037 |
-0.0069 |
-0.5% |
1.4037 |
| Range |
0.0109 |
0.0149 |
0.0040 |
36.7% |
0.0346 |
| ATR |
0.0147 |
0.0148 |
0.0000 |
0.1% |
0.0000 |
| Volume |
116,090 |
97,280 |
-18,810 |
-16.2% |
559,475 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4516 |
1.4426 |
1.4119 |
|
| R3 |
1.4367 |
1.4277 |
1.4078 |
|
| R2 |
1.4218 |
1.4218 |
1.4064 |
|
| R1 |
1.4128 |
1.4128 |
1.4051 |
1.4099 |
| PP |
1.4069 |
1.4069 |
1.4069 |
1.4055 |
| S1 |
1.3979 |
1.3979 |
1.4023 |
1.3950 |
| S2 |
1.3920 |
1.3920 |
1.4010 |
|
| S3 |
1.3771 |
1.3830 |
1.3996 |
|
| S4 |
1.3622 |
1.3681 |
1.3955 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5042 |
1.4885 |
1.4227 |
|
| R3 |
1.4696 |
1.4539 |
1.4132 |
|
| R2 |
1.4350 |
1.4350 |
1.4100 |
|
| R1 |
1.4193 |
1.4193 |
1.4069 |
1.4272 |
| PP |
1.4004 |
1.4004 |
1.4004 |
1.4043 |
| S1 |
1.3847 |
1.3847 |
1.4005 |
1.3926 |
| S2 |
1.3658 |
1.3658 |
1.3974 |
|
| S3 |
1.3312 |
1.3501 |
1.3942 |
|
| S4 |
1.2966 |
1.3155 |
1.3847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4160 |
1.3814 |
0.0346 |
2.5% |
0.0130 |
0.9% |
64% |
True |
False |
111,895 |
| 10 |
1.4173 |
1.3780 |
0.0393 |
2.8% |
0.0161 |
1.1% |
65% |
False |
False |
146,732 |
| 20 |
1.4370 |
1.3780 |
0.0590 |
4.2% |
0.0164 |
1.2% |
44% |
False |
False |
154,761 |
| 40 |
1.4370 |
1.3382 |
0.0988 |
7.0% |
0.0127 |
0.9% |
66% |
False |
False |
126,530 |
| 60 |
1.4370 |
1.3267 |
0.1103 |
7.9% |
0.0120 |
0.9% |
70% |
False |
False |
96,784 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0115 |
0.8% |
74% |
False |
False |
72,642 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0109 |
0.8% |
74% |
False |
False |
58,133 |
| 120 |
1.4370 |
1.2943 |
0.1427 |
10.2% |
0.0108 |
0.8% |
77% |
False |
False |
48,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4793 |
|
2.618 |
1.4550 |
|
1.618 |
1.4401 |
|
1.000 |
1.4309 |
|
0.618 |
1.4252 |
|
HIGH |
1.4160 |
|
0.618 |
1.4103 |
|
0.500 |
1.4086 |
|
0.382 |
1.4068 |
|
LOW |
1.4011 |
|
0.618 |
1.3919 |
|
1.000 |
1.3862 |
|
1.618 |
1.3770 |
|
2.618 |
1.3621 |
|
4.250 |
1.3378 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4086 |
1.4021 |
| PP |
1.4069 |
1.4004 |
| S1 |
1.4053 |
1.3988 |
|