CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4011 |
1.3923 |
-0.0088 |
-0.6% |
1.3840 |
| High |
1.4023 |
1.4001 |
-0.0022 |
-0.2% |
1.4160 |
| Low |
1.3916 |
1.3868 |
-0.0048 |
-0.3% |
1.3814 |
| Close |
1.3948 |
1.3969 |
0.0021 |
0.2% |
1.4037 |
| Range |
0.0107 |
0.0133 |
0.0026 |
24.3% |
0.0346 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
142,662 |
115,141 |
-27,521 |
-19.3% |
559,475 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4345 |
1.4290 |
1.4042 |
|
| R3 |
1.4212 |
1.4157 |
1.4006 |
|
| R2 |
1.4079 |
1.4079 |
1.3993 |
|
| R1 |
1.4024 |
1.4024 |
1.3981 |
1.4052 |
| PP |
1.3946 |
1.3946 |
1.3946 |
1.3960 |
| S1 |
1.3891 |
1.3891 |
1.3957 |
1.3919 |
| S2 |
1.3813 |
1.3813 |
1.3945 |
|
| S3 |
1.3680 |
1.3758 |
1.3932 |
|
| S4 |
1.3547 |
1.3625 |
1.3896 |
|
|
| 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 |
1.3868 |
0.0292 |
2.1% |
0.0123 |
0.9% |
35% |
False |
True |
122,959 |
| 10 |
1.4160 |
1.3780 |
0.0380 |
2.7% |
0.0146 |
1.0% |
50% |
False |
False |
141,309 |
| 20 |
1.4370 |
1.3780 |
0.0590 |
4.2% |
0.0156 |
1.1% |
32% |
False |
False |
152,660 |
| 40 |
1.4370 |
1.3399 |
0.0971 |
7.0% |
0.0132 |
0.9% |
59% |
False |
False |
130,985 |
| 60 |
1.4370 |
1.3271 |
0.1099 |
7.9% |
0.0122 |
0.9% |
64% |
False |
False |
103,443 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0115 |
0.8% |
68% |
False |
False |
77,652 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0110 |
0.8% |
68% |
False |
False |
62,146 |
| 120 |
1.4370 |
1.2943 |
0.1427 |
10.2% |
0.0110 |
0.8% |
72% |
False |
False |
51,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4566 |
|
2.618 |
1.4349 |
|
1.618 |
1.4216 |
|
1.000 |
1.4134 |
|
0.618 |
1.4083 |
|
HIGH |
1.4001 |
|
0.618 |
1.3950 |
|
0.500 |
1.3935 |
|
0.382 |
1.3919 |
|
LOW |
1.3868 |
|
0.618 |
1.3786 |
|
1.000 |
1.3735 |
|
1.618 |
1.3653 |
|
2.618 |
1.3520 |
|
4.250 |
1.3303 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3958 |
1.3968 |
| PP |
1.3946 |
1.3967 |
| S1 |
1.3935 |
1.3966 |
|