CME British Pound Future March 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3939 |
1.3944 |
0.0005 |
0.0% |
1.3857 |
| High |
1.3981 |
1.4088 |
0.0107 |
0.8% |
1.3999 |
| Low |
1.3888 |
1.3914 |
0.0026 |
0.2% |
1.3843 |
| Close |
1.3940 |
1.4054 |
0.0114 |
0.8% |
1.3940 |
| Range |
0.0093 |
0.0174 |
0.0081 |
87.1% |
0.0156 |
| ATR |
0.0111 |
0.0116 |
0.0004 |
4.0% |
0.0000 |
| Volume |
38,482 |
2,822 |
-35,660 |
-92.7% |
548,092 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4541 |
1.4471 |
1.4150 |
|
| R3 |
1.4367 |
1.4297 |
1.4102 |
|
| R2 |
1.4193 |
1.4193 |
1.4086 |
|
| R1 |
1.4123 |
1.4123 |
1.4070 |
1.4158 |
| PP |
1.4019 |
1.4019 |
1.4019 |
1.4036 |
| S1 |
1.3949 |
1.3949 |
1.4038 |
1.3984 |
| S2 |
1.3845 |
1.3845 |
1.4022 |
|
| S3 |
1.3671 |
1.3775 |
1.4006 |
|
| S4 |
1.3497 |
1.3601 |
1.3958 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4395 |
1.4324 |
1.4026 |
|
| R3 |
1.4239 |
1.4168 |
1.3983 |
|
| R2 |
1.4083 |
1.4083 |
1.3969 |
|
| R1 |
1.4012 |
1.4012 |
1.3954 |
1.4048 |
| PP |
1.3927 |
1.3927 |
1.3927 |
1.3945 |
| S1 |
1.3856 |
1.3856 |
1.3926 |
1.3892 |
| S2 |
1.3771 |
1.3771 |
1.3911 |
|
| S3 |
1.3615 |
1.3700 |
1.3897 |
|
| S4 |
1.3459 |
1.3544 |
1.3854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4088 |
1.3877 |
0.0211 |
1.5% |
0.0105 |
0.7% |
84% |
True |
False |
89,077 |
| 10 |
1.4088 |
1.3784 |
0.0304 |
2.2% |
0.0102 |
0.7% |
89% |
True |
False |
104,403 |
| 20 |
1.4088 |
1.3719 |
0.0369 |
2.6% |
0.0109 |
0.8% |
91% |
True |
False |
117,491 |
| 40 |
1.4370 |
1.3719 |
0.0651 |
4.6% |
0.0137 |
1.0% |
51% |
False |
False |
136,126 |
| 60 |
1.4370 |
1.3382 |
0.0988 |
7.0% |
0.0121 |
0.9% |
68% |
False |
False |
123,517 |
| 80 |
1.4370 |
1.3267 |
0.1103 |
7.8% |
0.0117 |
0.8% |
71% |
False |
False |
101,961 |
| 100 |
1.4370 |
1.3098 |
0.1272 |
9.1% |
0.0114 |
0.8% |
75% |
False |
False |
81,612 |
| 120 |
1.4370 |
1.3097 |
0.1273 |
9.1% |
0.0109 |
0.8% |
75% |
False |
False |
68,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4828 |
|
2.618 |
1.4544 |
|
1.618 |
1.4370 |
|
1.000 |
1.4262 |
|
0.618 |
1.4196 |
|
HIGH |
1.4088 |
|
0.618 |
1.4022 |
|
0.500 |
1.4001 |
|
0.382 |
1.3980 |
|
LOW |
1.3914 |
|
0.618 |
1.3806 |
|
1.000 |
1.3740 |
|
1.618 |
1.3632 |
|
2.618 |
1.3458 |
|
4.250 |
1.3175 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4036 |
1.4032 |
| PP |
1.4019 |
1.4010 |
| S1 |
1.4001 |
1.3988 |
|