CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3970 |
1.3967 |
-0.0003 |
0.0% |
1.3815 |
| High |
1.3999 |
1.3990 |
-0.0009 |
-0.1% |
1.3936 |
| Low |
1.3928 |
1.3923 |
-0.0005 |
0.0% |
1.3772 |
| Close |
1.3976 |
1.3933 |
-0.0043 |
-0.3% |
1.3852 |
| Range |
0.0071 |
0.0067 |
-0.0004 |
-5.6% |
0.0164 |
| ATR |
0.0116 |
0.0113 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
142,502 |
134,556 |
-7,946 |
-5.6% |
624,318 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4150 |
1.4108 |
1.3970 |
|
| R3 |
1.4083 |
1.4041 |
1.3951 |
|
| R2 |
1.4016 |
1.4016 |
1.3945 |
|
| R1 |
1.3974 |
1.3974 |
1.3939 |
1.3962 |
| PP |
1.3949 |
1.3949 |
1.3949 |
1.3942 |
| S1 |
1.3907 |
1.3907 |
1.3927 |
1.3895 |
| S2 |
1.3882 |
1.3882 |
1.3921 |
|
| S3 |
1.3815 |
1.3840 |
1.3915 |
|
| S4 |
1.3748 |
1.3773 |
1.3896 |
|
|
| 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 |
1.3999 |
1.3791 |
0.0208 |
1.5% |
0.0087 |
0.6% |
68% |
False |
False |
126,686 |
| 10 |
1.3999 |
1.3762 |
0.0237 |
1.7% |
0.0093 |
0.7% |
72% |
False |
False |
125,801 |
| 20 |
1.4160 |
1.3719 |
0.0441 |
3.2% |
0.0108 |
0.8% |
49% |
False |
False |
126,094 |
| 40 |
1.4370 |
1.3719 |
0.0651 |
4.7% |
0.0135 |
1.0% |
33% |
False |
False |
140,797 |
| 60 |
1.4370 |
1.3373 |
0.0997 |
7.2% |
0.0120 |
0.9% |
56% |
False |
False |
125,755 |
| 80 |
1.4370 |
1.3227 |
0.1143 |
8.2% |
0.0116 |
0.8% |
62% |
False |
False |
101,454 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0113 |
0.8% |
66% |
False |
False |
81,204 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0109 |
0.8% |
66% |
False |
False |
67,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4275 |
|
2.618 |
1.4165 |
|
1.618 |
1.4098 |
|
1.000 |
1.4057 |
|
0.618 |
1.4031 |
|
HIGH |
1.3990 |
|
0.618 |
1.3964 |
|
0.500 |
1.3957 |
|
0.382 |
1.3949 |
|
LOW |
1.3923 |
|
0.618 |
1.3882 |
|
1.000 |
1.3856 |
|
1.618 |
1.3815 |
|
2.618 |
1.3748 |
|
4.250 |
1.3638 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3957 |
1.3938 |
| PP |
1.3949 |
1.3936 |
| S1 |
1.3941 |
1.3935 |
|