CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3965 |
1.4029 |
0.0064 |
0.5% |
1.3870 |
| High |
1.4055 |
1.4057 |
0.0002 |
0.0% |
1.3994 |
| Low |
1.3934 |
1.3987 |
0.0053 |
0.4% |
1.3829 |
| Close |
1.4036 |
1.4034 |
-0.0002 |
0.0% |
1.3909 |
| Range |
0.0121 |
0.0070 |
-0.0051 |
-42.1% |
0.0165 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
33,429 |
68,170 |
34,741 |
103.9% |
38,005 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4236 |
1.4205 |
1.4073 |
|
| R3 |
1.4166 |
1.4135 |
1.4053 |
|
| R2 |
1.4096 |
1.4096 |
1.4047 |
|
| R1 |
1.4065 |
1.4065 |
1.4040 |
1.4081 |
| PP |
1.4026 |
1.4026 |
1.4026 |
1.4034 |
| S1 |
1.3995 |
1.3995 |
1.4028 |
1.4011 |
| S2 |
1.3956 |
1.3956 |
1.4021 |
|
| S3 |
1.3886 |
1.3925 |
1.4015 |
|
| S4 |
1.3816 |
1.3855 |
1.3996 |
|
|
| 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 |
1.4057 |
1.3843 |
0.0214 |
1.5% |
0.0099 |
0.7% |
89% |
True |
False |
33,405 |
| 10 |
1.4057 |
1.3779 |
0.0278 |
2.0% |
0.0091 |
0.6% |
92% |
True |
False |
18,248 |
| 20 |
1.4211 |
1.3779 |
0.0432 |
3.1% |
0.0109 |
0.8% |
59% |
False |
False |
10,479 |
| 40 |
1.4415 |
1.3779 |
0.0636 |
4.5% |
0.0129 |
0.9% |
40% |
False |
False |
5,381 |
| 60 |
1.4415 |
1.3415 |
0.1000 |
7.1% |
0.0108 |
0.8% |
62% |
False |
False |
3,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4355 |
|
2.618 |
1.4240 |
|
1.618 |
1.4170 |
|
1.000 |
1.4127 |
|
0.618 |
1.4100 |
|
HIGH |
1.4057 |
|
0.618 |
1.4030 |
|
0.500 |
1.4022 |
|
0.382 |
1.4014 |
|
LOW |
1.3987 |
|
0.618 |
1.3944 |
|
1.000 |
1.3917 |
|
1.618 |
1.3874 |
|
2.618 |
1.3804 |
|
4.250 |
1.3690 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4030 |
1.4016 |
| PP |
1.4026 |
1.3997 |
| S1 |
1.4022 |
1.3979 |
|