CME British Pound Future March 2018
Trading Metrics calculated at close of trading on 20-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1.4107 |
1.4045 |
-0.0062 |
-0.4% |
1.3840 |
High |
1.4160 |
1.4063 |
-0.0097 |
-0.7% |
1.4160 |
Low |
1.4011 |
1.3945 |
-0.0066 |
-0.5% |
1.3814 |
Close |
1.4037 |
1.4000 |
-0.0037 |
-0.3% |
1.4037 |
Range |
0.0149 |
0.0118 |
-0.0031 |
-20.8% |
0.0346 |
ATR |
0.0148 |
0.0145 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
97,280 |
143,625 |
46,345 |
47.6% |
559,475 |
|
Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4357 |
1.4296 |
1.4065 |
|
R3 |
1.4239 |
1.4178 |
1.4032 |
|
R2 |
1.4121 |
1.4121 |
1.4022 |
|
R1 |
1.4060 |
1.4060 |
1.4011 |
1.4032 |
PP |
1.4003 |
1.4003 |
1.4003 |
1.3988 |
S1 |
1.3942 |
1.3942 |
1.3989 |
1.3914 |
S2 |
1.3885 |
1.3885 |
1.3978 |
|
S3 |
1.3767 |
1.3824 |
1.3968 |
|
S4 |
1.3649 |
1.3706 |
1.3935 |
|
|
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 |
1.3816 |
0.0344 |
2.5% |
0.0137 |
1.0% |
53% |
False |
False |
120,071 |
10 |
1.4160 |
1.3780 |
0.0380 |
2.7% |
0.0153 |
1.1% |
58% |
False |
False |
147,005 |
20 |
1.4370 |
1.3780 |
0.0590 |
4.2% |
0.0164 |
1.2% |
37% |
False |
False |
156,075 |
40 |
1.4370 |
1.3382 |
0.0988 |
7.1% |
0.0129 |
0.9% |
63% |
False |
False |
128,078 |
60 |
1.4370 |
1.3270 |
0.1100 |
7.9% |
0.0121 |
0.9% |
66% |
False |
False |
99,171 |
80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0115 |
0.8% |
71% |
False |
False |
74,435 |
100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0109 |
0.8% |
71% |
False |
False |
59,568 |
120 |
1.4370 |
1.2943 |
0.1427 |
10.2% |
0.0109 |
0.8% |
74% |
False |
False |
49,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4565 |
2.618 |
1.4372 |
1.618 |
1.4254 |
1.000 |
1.4181 |
0.618 |
1.4136 |
HIGH |
1.4063 |
0.618 |
1.4018 |
0.500 |
1.4004 |
0.382 |
1.3990 |
LOW |
1.3945 |
0.618 |
1.3872 |
1.000 |
1.3827 |
1.618 |
1.3754 |
2.618 |
1.3636 |
4.250 |
1.3444 |
|
|
Fisher Pivots for day following 20-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1.4004 |
1.4053 |
PP |
1.4003 |
1.4035 |
S1 |
1.4001 |
1.4018 |
|