CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3975 |
1.3919 |
-0.0056 |
-0.4% |
1.4045 |
| High |
1.4006 |
1.3926 |
-0.0080 |
-0.6% |
1.4063 |
| Low |
1.3865 |
1.3765 |
-0.0100 |
-0.7% |
1.3868 |
| Close |
1.3926 |
1.3778 |
-0.0148 |
-1.1% |
1.3982 |
| Range |
0.0141 |
0.0161 |
0.0020 |
14.2% |
0.0195 |
| ATR |
0.0140 |
0.0141 |
0.0002 |
1.1% |
0.0000 |
| Volume |
138,738 |
161,588 |
22,850 |
16.5% |
501,586 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4306 |
1.4203 |
1.3867 |
|
| R3 |
1.4145 |
1.4042 |
1.3822 |
|
| R2 |
1.3984 |
1.3984 |
1.3808 |
|
| R1 |
1.3881 |
1.3881 |
1.3793 |
1.3852 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3809 |
| S1 |
1.3720 |
1.3720 |
1.3763 |
1.3691 |
| S2 |
1.3662 |
1.3662 |
1.3748 |
|
| S3 |
1.3501 |
1.3559 |
1.3734 |
|
| S4 |
1.3340 |
1.3398 |
1.3689 |
|
|
| 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 |
1.3765 |
0.0317 |
2.3% |
0.0136 |
1.0% |
4% |
False |
True |
123,623 |
| 10 |
1.4160 |
1.3765 |
0.0395 |
2.9% |
0.0138 |
1.0% |
3% |
False |
True |
126,229 |
| 20 |
1.4302 |
1.3765 |
0.0537 |
3.9% |
0.0146 |
1.1% |
2% |
False |
True |
141,169 |
| 40 |
1.4370 |
1.3486 |
0.0884 |
6.4% |
0.0139 |
1.0% |
33% |
False |
False |
137,491 |
| 60 |
1.4370 |
1.3353 |
0.1017 |
7.4% |
0.0124 |
0.9% |
42% |
False |
False |
111,525 |
| 80 |
1.4370 |
1.3098 |
0.1272 |
9.2% |
0.0118 |
0.9% |
53% |
False |
False |
83,932 |
| 100 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0113 |
0.8% |
53% |
False |
False |
67,175 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0112 |
0.8% |
53% |
False |
False |
55,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4610 |
|
2.618 |
1.4347 |
|
1.618 |
1.4186 |
|
1.000 |
1.4087 |
|
0.618 |
1.4025 |
|
HIGH |
1.3926 |
|
0.618 |
1.3864 |
|
0.500 |
1.3846 |
|
0.382 |
1.3827 |
|
LOW |
1.3765 |
|
0.618 |
1.3666 |
|
1.000 |
1.3604 |
|
1.618 |
1.3505 |
|
2.618 |
1.3344 |
|
4.250 |
1.3081 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3846 |
1.3924 |
| PP |
1.3823 |
1.3875 |
| S1 |
1.3801 |
1.3827 |
|