CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3815 |
1.3857 |
0.0042 |
0.3% |
1.3815 |
| High |
1.3893 |
1.3920 |
0.0027 |
0.2% |
1.3936 |
| Low |
1.3791 |
1.3843 |
0.0052 |
0.4% |
1.3772 |
| Close |
1.3852 |
1.3910 |
0.0058 |
0.4% |
1.3852 |
| Range |
0.0102 |
0.0077 |
-0.0025 |
-24.5% |
0.0164 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
123,820 |
105,526 |
-18,294 |
-14.8% |
624,318 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4122 |
1.4093 |
1.3952 |
|
| R3 |
1.4045 |
1.4016 |
1.3931 |
|
| R2 |
1.3968 |
1.3968 |
1.3924 |
|
| R1 |
1.3939 |
1.3939 |
1.3917 |
1.3954 |
| PP |
1.3891 |
1.3891 |
1.3891 |
1.3898 |
| S1 |
1.3862 |
1.3862 |
1.3903 |
1.3877 |
| S2 |
1.3814 |
1.3814 |
1.3896 |
|
| S3 |
1.3737 |
1.3785 |
1.3889 |
|
| S4 |
1.3660 |
1.3708 |
1.3868 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4345 |
1.4263 |
1.3942 |
|
| R3 |
1.4181 |
1.4099 |
1.3897 |
|
| R2 |
1.4017 |
1.4017 |
1.3882 |
|
| R1 |
1.3935 |
1.3935 |
1.3867 |
1.3976 |
| PP |
1.3853 |
1.3853 |
1.3853 |
1.3874 |
| S1 |
1.3771 |
1.3771 |
1.3837 |
1.3812 |
| S2 |
1.3689 |
1.3689 |
1.3822 |
|
| S3 |
1.3525 |
1.3607 |
1.3807 |
|
| S4 |
1.3361 |
1.3443 |
1.3762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3936 |
1.3784 |
0.0152 |
1.1% |
0.0099 |
0.7% |
83% |
False |
False |
119,729 |
| 10 |
1.4006 |
1.3719 |
0.0287 |
2.1% |
0.0104 |
0.7% |
67% |
False |
False |
130,035 |
| 20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0115 |
0.8% |
43% |
False |
False |
123,195 |
| 40 |
1.4370 |
1.3565 |
0.0805 |
5.8% |
0.0141 |
1.0% |
43% |
False |
False |
144,395 |
| 60 |
1.4370 |
1.3364 |
0.1006 |
7.2% |
0.0121 |
0.9% |
54% |
False |
False |
125,522 |
| 80 |
1.4370 |
1.3129 |
0.1241 |
8.9% |
0.0116 |
0.8% |
63% |
False |
False |
96,413 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0113 |
0.8% |
64% |
False |
False |
77,168 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.2% |
0.0110 |
0.8% |
64% |
False |
False |
64,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4247 |
|
2.618 |
1.4122 |
|
1.618 |
1.4045 |
|
1.000 |
1.3997 |
|
0.618 |
1.3968 |
|
HIGH |
1.3920 |
|
0.618 |
1.3891 |
|
0.500 |
1.3882 |
|
0.382 |
1.3872 |
|
LOW |
1.3843 |
|
0.618 |
1.3795 |
|
1.000 |
1.3766 |
|
1.618 |
1.3718 |
|
2.618 |
1.3641 |
|
4.250 |
1.3516 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3901 |
1.3891 |
| PP |
1.3891 |
1.3871 |
| S1 |
1.3882 |
1.3852 |
|