CME British Pound Future June 2018
Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1.4028 |
1.3999 |
-0.0029 |
-0.2% |
1.3911 |
High |
1.4050 |
1.4040 |
-0.0010 |
-0.1% |
1.4057 |
Low |
1.3982 |
1.3945 |
-0.0037 |
-0.3% |
1.3901 |
Close |
1.3992 |
1.3996 |
0.0004 |
0.0% |
1.3996 |
Range |
0.0068 |
0.0095 |
0.0027 |
39.7% |
0.0156 |
ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
74,139 |
123,495 |
49,356 |
66.6% |
337,178 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4279 |
1.4232 |
1.4048 |
|
R3 |
1.4184 |
1.4137 |
1.4022 |
|
R2 |
1.4089 |
1.4089 |
1.4013 |
|
R1 |
1.4042 |
1.4042 |
1.4005 |
1.4018 |
PP |
1.3994 |
1.3994 |
1.3994 |
1.3982 |
S1 |
1.3947 |
1.3947 |
1.3987 |
1.3923 |
S2 |
1.3899 |
1.3899 |
1.3979 |
|
S3 |
1.3804 |
1.3852 |
1.3970 |
|
S4 |
1.3709 |
1.3757 |
1.3944 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4453 |
1.4380 |
1.4082 |
|
R3 |
1.4297 |
1.4224 |
1.4039 |
|
R2 |
1.4141 |
1.4141 |
1.4025 |
|
R1 |
1.4068 |
1.4068 |
1.4010 |
1.4105 |
PP |
1.3985 |
1.3985 |
1.3985 |
1.4003 |
S1 |
1.3912 |
1.3912 |
1.3982 |
1.3949 |
S2 |
1.3829 |
1.3829 |
1.3967 |
|
S3 |
1.3673 |
1.3756 |
1.3953 |
|
S4 |
1.3517 |
1.3600 |
1.3910 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4057 |
1.3901 |
0.0156 |
1.1% |
0.0086 |
0.6% |
61% |
False |
False |
67,435 |
10 |
1.4057 |
1.3829 |
0.0228 |
1.6% |
0.0095 |
0.7% |
73% |
False |
False |
37,518 |
20 |
1.4211 |
1.3779 |
0.0432 |
3.1% |
0.0102 |
0.7% |
50% |
False |
False |
20,132 |
40 |
1.4415 |
1.3779 |
0.0636 |
4.5% |
0.0126 |
0.9% |
34% |
False |
False |
10,318 |
60 |
1.4415 |
1.3437 |
0.0978 |
7.0% |
0.0108 |
0.8% |
57% |
False |
False |
6,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4444 |
2.618 |
1.4289 |
1.618 |
1.4194 |
1.000 |
1.4135 |
0.618 |
1.4099 |
HIGH |
1.4040 |
0.618 |
1.4004 |
0.500 |
1.3993 |
0.382 |
1.3981 |
LOW |
1.3945 |
0.618 |
1.3886 |
1.000 |
1.3850 |
1.618 |
1.3791 |
2.618 |
1.3696 |
4.250 |
1.3541 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1.3995 |
1.4001 |
PP |
1.3994 |
1.3999 |
S1 |
1.3993 |
1.3998 |
|