CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3982 |
1.3975 |
-0.0007 |
-0.1% |
1.4045 |
| High |
1.4082 |
1.4006 |
-0.0076 |
-0.5% |
1.4063 |
| Low |
1.3938 |
1.3865 |
-0.0073 |
-0.5% |
1.3868 |
| Close |
1.3974 |
1.3926 |
-0.0048 |
-0.3% |
1.3982 |
| Range |
0.0144 |
0.0141 |
-0.0003 |
-2.1% |
0.0195 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
0.1% |
0.0000 |
| Volume |
102,490 |
138,738 |
36,248 |
35.4% |
501,586 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4355 |
1.4282 |
1.4004 |
|
| R3 |
1.4214 |
1.4141 |
1.3965 |
|
| R2 |
1.4073 |
1.4073 |
1.3952 |
|
| R1 |
1.4000 |
1.4000 |
1.3939 |
1.3966 |
| PP |
1.3932 |
1.3932 |
1.3932 |
1.3916 |
| S1 |
1.3859 |
1.3859 |
1.3913 |
1.3825 |
| S2 |
1.3791 |
1.3791 |
1.3900 |
|
| S3 |
1.3650 |
1.3718 |
1.3887 |
|
| S4 |
1.3509 |
1.3577 |
1.3848 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4556 |
1.4464 |
1.4089 |
|
| R3 |
1.4361 |
1.4269 |
1.4036 |
|
| R2 |
1.4166 |
1.4166 |
1.4018 |
|
| R1 |
1.4074 |
1.4074 |
1.4000 |
1.4023 |
| PP |
1.3971 |
1.3971 |
1.3971 |
1.3945 |
| S1 |
1.3879 |
1.3879 |
1.3964 |
1.3828 |
| S2 |
1.3776 |
1.3776 |
1.3946 |
|
| S3 |
1.3581 |
1.3684 |
1.3928 |
|
| S4 |
1.3386 |
1.3489 |
1.3875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4082 |
1.3865 |
0.0217 |
1.6% |
0.0125 |
0.9% |
28% |
False |
True |
119,837 |
| 10 |
1.4160 |
1.3816 |
0.0344 |
2.5% |
0.0131 |
0.9% |
32% |
False |
False |
119,954 |
| 20 |
1.4302 |
1.3780 |
0.0522 |
3.7% |
0.0147 |
1.1% |
28% |
False |
False |
140,254 |
| 40 |
1.4370 |
1.3457 |
0.0913 |
6.6% |
0.0138 |
1.0% |
51% |
False |
False |
135,728 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.3% |
0.0123 |
0.9% |
56% |
False |
False |
109,060 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0117 |
0.8% |
65% |
False |
False |
81,914 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0111 |
0.8% |
65% |
False |
False |
65,559 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0111 |
0.8% |
65% |
False |
False |
54,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4605 |
|
2.618 |
1.4375 |
|
1.618 |
1.4234 |
|
1.000 |
1.4147 |
|
0.618 |
1.4093 |
|
HIGH |
1.4006 |
|
0.618 |
1.3952 |
|
0.500 |
1.3936 |
|
0.382 |
1.3919 |
|
LOW |
1.3865 |
|
0.618 |
1.3778 |
|
1.000 |
1.3724 |
|
1.618 |
1.3637 |
|
2.618 |
1.3496 |
|
4.250 |
1.3266 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3936 |
1.3974 |
| PP |
1.3932 |
1.3958 |
| S1 |
1.3929 |
1.3942 |
|