CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3911 |
1.3965 |
0.0054 |
0.4% |
1.3870 |
| High |
1.3977 |
1.4055 |
0.0078 |
0.6% |
1.3994 |
| Low |
1.3901 |
1.3934 |
0.0033 |
0.2% |
1.3829 |
| Close |
1.3967 |
1.4036 |
0.0069 |
0.5% |
1.3909 |
| Range |
0.0076 |
0.0121 |
0.0045 |
59.2% |
0.0165 |
| ATR |
0.0113 |
0.0113 |
0.0001 |
0.5% |
0.0000 |
| Volume |
37,945 |
33,429 |
-4,516 |
-11.9% |
38,005 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4371 |
1.4325 |
1.4103 |
|
| R3 |
1.4250 |
1.4204 |
1.4069 |
|
| R2 |
1.4129 |
1.4129 |
1.4058 |
|
| R1 |
1.4083 |
1.4083 |
1.4047 |
1.4106 |
| PP |
1.4008 |
1.4008 |
1.4008 |
1.4020 |
| S1 |
1.3962 |
1.3962 |
1.4025 |
1.3985 |
| S2 |
1.3887 |
1.3887 |
1.4014 |
|
| S3 |
1.3766 |
1.3841 |
1.4003 |
|
| S4 |
1.3645 |
1.3720 |
1.3969 |
|
|
| 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 |
1.4055 |
1.3843 |
0.0212 |
1.5% |
0.0099 |
0.7% |
91% |
True |
False |
20,382 |
| 10 |
1.4055 |
1.3779 |
0.0276 |
2.0% |
0.0099 |
0.7% |
93% |
True |
False |
12,178 |
| 20 |
1.4211 |
1.3779 |
0.0432 |
3.1% |
0.0110 |
0.8% |
59% |
False |
False |
7,089 |
| 40 |
1.4415 |
1.3779 |
0.0636 |
4.5% |
0.0129 |
0.9% |
40% |
False |
False |
3,679 |
| 60 |
1.4415 |
1.3415 |
0.1000 |
7.1% |
0.0108 |
0.8% |
62% |
False |
False |
2,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4569 |
|
2.618 |
1.4372 |
|
1.618 |
1.4251 |
|
1.000 |
1.4176 |
|
0.618 |
1.4130 |
|
HIGH |
1.4055 |
|
0.618 |
1.4009 |
|
0.500 |
1.3995 |
|
0.382 |
1.3980 |
|
LOW |
1.3934 |
|
0.618 |
1.3859 |
|
1.000 |
1.3813 |
|
1.618 |
1.3738 |
|
2.618 |
1.3617 |
|
4.250 |
1.3420 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4022 |
1.4008 |
| PP |
1.4008 |
1.3980 |
| S1 |
1.3995 |
1.3952 |
|