CME British Pound Future June 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 |
1.3873 |
1.3911 |
0.0038 |
0.3% |
1.3870 |
| High |
1.3950 |
1.3977 |
0.0027 |
0.2% |
1.3994 |
| Low |
1.3848 |
1.3901 |
0.0053 |
0.4% |
1.3829 |
| Close |
1.3909 |
1.3967 |
0.0058 |
0.4% |
1.3909 |
| Range |
0.0102 |
0.0076 |
-0.0026 |
-25.5% |
0.0165 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
18,833 |
37,945 |
19,112 |
101.5% |
38,005 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4176 |
1.4148 |
1.4009 |
|
| R3 |
1.4100 |
1.4072 |
1.3988 |
|
| R2 |
1.4024 |
1.4024 |
1.3981 |
|
| R1 |
1.3996 |
1.3996 |
1.3974 |
1.4010 |
| PP |
1.3948 |
1.3948 |
1.3948 |
1.3956 |
| S1 |
1.3920 |
1.3920 |
1.3960 |
1.3934 |
| S2 |
1.3872 |
1.3872 |
1.3953 |
|
| S3 |
1.3796 |
1.3844 |
1.3946 |
|
| S4 |
1.3720 |
1.3768 |
1.3925 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4406 |
1.4322 |
1.4000 |
|
| R3 |
1.4241 |
1.4157 |
1.3954 |
|
| R2 |
1.4076 |
1.4076 |
1.3939 |
|
| R1 |
1.3992 |
1.3992 |
1.3924 |
1.4034 |
| PP |
1.3911 |
1.3911 |
1.3911 |
1.3932 |
| S1 |
1.3827 |
1.3827 |
1.3894 |
1.3869 |
| S2 |
1.3746 |
1.3746 |
1.3879 |
|
| S3 |
1.3581 |
1.3662 |
1.3864 |
|
| S4 |
1.3416 |
1.3497 |
1.3818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3994 |
1.3843 |
0.0151 |
1.1% |
0.0097 |
0.7% |
82% |
False |
False |
13,963 |
| 10 |
1.4056 |
1.3779 |
0.0277 |
2.0% |
0.0100 |
0.7% |
68% |
False |
False |
9,625 |
| 20 |
1.4211 |
1.3779 |
0.0432 |
3.1% |
0.0107 |
0.8% |
44% |
False |
False |
5,424 |
| 40 |
1.4415 |
1.3652 |
0.0763 |
5.5% |
0.0130 |
0.9% |
41% |
False |
False |
2,858 |
| 60 |
1.4415 |
1.3415 |
0.1000 |
7.2% |
0.0107 |
0.8% |
55% |
False |
False |
1,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4300 |
|
2.618 |
1.4176 |
|
1.618 |
1.4100 |
|
1.000 |
1.4053 |
|
0.618 |
1.4024 |
|
HIGH |
1.3977 |
|
0.618 |
1.3948 |
|
0.500 |
1.3939 |
|
0.382 |
1.3930 |
|
LOW |
1.3901 |
|
0.618 |
1.3854 |
|
1.000 |
1.3825 |
|
1.618 |
1.3778 |
|
2.618 |
1.3702 |
|
4.250 |
1.3578 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3958 |
1.3948 |
| PP |
1.3948 |
1.3929 |
| S1 |
1.3939 |
1.3910 |
|