CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3999 |
1.4002 |
0.0003 |
0.0% |
1.3911 |
| High |
1.4040 |
1.4146 |
0.0106 |
0.8% |
1.4057 |
| Low |
1.3945 |
1.3970 |
0.0025 |
0.2% |
1.3901 |
| Close |
1.3996 |
1.4107 |
0.0111 |
0.8% |
1.3996 |
| Range |
0.0095 |
0.0176 |
0.0081 |
85.3% |
0.0156 |
| ATR |
0.0106 |
0.0111 |
0.0005 |
4.7% |
0.0000 |
| Volume |
123,495 |
173,315 |
49,820 |
40.3% |
337,178 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4602 |
1.4531 |
1.4204 |
|
| R3 |
1.4426 |
1.4355 |
1.4155 |
|
| R2 |
1.4250 |
1.4250 |
1.4139 |
|
| R1 |
1.4179 |
1.4179 |
1.4123 |
1.4215 |
| PP |
1.4074 |
1.4074 |
1.4074 |
1.4092 |
| S1 |
1.4003 |
1.4003 |
1.4091 |
1.4039 |
| S2 |
1.3898 |
1.3898 |
1.4075 |
|
| S3 |
1.3722 |
1.3827 |
1.4059 |
|
| S4 |
1.3546 |
1.3651 |
1.4010 |
|
|
| 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 |
1.4146 |
1.3934 |
0.0212 |
1.5% |
0.0106 |
0.8% |
82% |
True |
False |
94,509 |
| 10 |
1.4146 |
1.3843 |
0.0303 |
2.1% |
0.0102 |
0.7% |
87% |
True |
False |
54,236 |
| 20 |
1.4146 |
1.3779 |
0.0367 |
2.6% |
0.0104 |
0.7% |
89% |
True |
False |
28,765 |
| 40 |
1.4415 |
1.3779 |
0.0636 |
4.5% |
0.0129 |
0.9% |
52% |
False |
False |
14,649 |
| 60 |
1.4415 |
1.3437 |
0.0978 |
6.9% |
0.0110 |
0.8% |
69% |
False |
False |
9,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4894 |
|
2.618 |
1.4607 |
|
1.618 |
1.4431 |
|
1.000 |
1.4322 |
|
0.618 |
1.4255 |
|
HIGH |
1.4146 |
|
0.618 |
1.4079 |
|
0.500 |
1.4058 |
|
0.382 |
1.4037 |
|
LOW |
1.3970 |
|
0.618 |
1.3861 |
|
1.000 |
1.3794 |
|
1.618 |
1.3685 |
|
2.618 |
1.3509 |
|
4.250 |
1.3222 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4091 |
1.4087 |
| PP |
1.4074 |
1.4066 |
| S1 |
1.4058 |
1.4046 |
|