CME British Pound Future June 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 |
1.4029 |
1.4028 |
-0.0001 |
0.0% |
1.3870 |
| High |
1.4057 |
1.4050 |
-0.0007 |
0.0% |
1.3994 |
| Low |
1.3987 |
1.3982 |
-0.0005 |
0.0% |
1.3829 |
| Close |
1.4034 |
1.3992 |
-0.0042 |
-0.3% |
1.3909 |
| Range |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0165 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
68,170 |
74,139 |
5,969 |
8.8% |
38,005 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4212 |
1.4170 |
1.4029 |
|
| R3 |
1.4144 |
1.4102 |
1.4011 |
|
| R2 |
1.4076 |
1.4076 |
1.4004 |
|
| R1 |
1.4034 |
1.4034 |
1.3998 |
1.4021 |
| PP |
1.4008 |
1.4008 |
1.4008 |
1.4002 |
| S1 |
1.3966 |
1.3966 |
1.3986 |
1.3953 |
| S2 |
1.3940 |
1.3940 |
1.3980 |
|
| S3 |
1.3872 |
1.3898 |
1.3973 |
|
| S4 |
1.3804 |
1.3830 |
1.3955 |
|
|
| 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 |
1.3848 |
0.0209 |
1.5% |
0.0087 |
0.6% |
69% |
False |
False |
46,503 |
| 10 |
1.4057 |
1.3821 |
0.0236 |
1.7% |
0.0091 |
0.7% |
72% |
False |
False |
25,319 |
| 20 |
1.4211 |
1.3779 |
0.0432 |
3.1% |
0.0102 |
0.7% |
49% |
False |
False |
13,978 |
| 40 |
1.4415 |
1.3779 |
0.0636 |
4.5% |
0.0126 |
0.9% |
33% |
False |
False |
7,232 |
| 60 |
1.4415 |
1.3435 |
0.0980 |
7.0% |
0.0108 |
0.8% |
57% |
False |
False |
4,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4339 |
|
2.618 |
1.4228 |
|
1.618 |
1.4160 |
|
1.000 |
1.4118 |
|
0.618 |
1.4092 |
|
HIGH |
1.4050 |
|
0.618 |
1.4024 |
|
0.500 |
1.4016 |
|
0.382 |
1.4008 |
|
LOW |
1.3982 |
|
0.618 |
1.3940 |
|
1.000 |
1.3914 |
|
1.618 |
1.3872 |
|
2.618 |
1.3804 |
|
4.250 |
1.3693 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4016 |
1.3996 |
| PP |
1.4008 |
1.3994 |
| S1 |
1.4000 |
1.3993 |
|