CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4082 |
1.4057 |
-0.0025 |
-0.2% |
1.3911 |
| High |
1.4123 |
1.4204 |
0.0081 |
0.6% |
1.4057 |
| Low |
1.4039 |
1.4053 |
0.0014 |
0.1% |
1.3901 |
| Close |
1.4056 |
1.4184 |
0.0128 |
0.9% |
1.3996 |
| Range |
0.0084 |
0.0151 |
0.0067 |
79.8% |
0.0156 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.7% |
0.0000 |
| Volume |
98,448 |
150,729 |
52,281 |
53.1% |
337,178 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4600 |
1.4543 |
1.4267 |
|
| R3 |
1.4449 |
1.4392 |
1.4226 |
|
| R2 |
1.4298 |
1.4298 |
1.4212 |
|
| R1 |
1.4241 |
1.4241 |
1.4198 |
1.4270 |
| PP |
1.4147 |
1.4147 |
1.4147 |
1.4161 |
| S1 |
1.4090 |
1.4090 |
1.4170 |
1.4119 |
| S2 |
1.3996 |
1.3996 |
1.4156 |
|
| S3 |
1.3845 |
1.3939 |
1.4142 |
|
| S4 |
1.3694 |
1.3788 |
1.4101 |
|
|
| 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 |
1.4204 |
1.3945 |
0.0259 |
1.8% |
0.0115 |
0.8% |
92% |
True |
False |
124,025 |
| 10 |
1.4204 |
1.3843 |
0.0361 |
2.5% |
0.0107 |
0.8% |
94% |
True |
False |
78,715 |
| 20 |
1.4204 |
1.3779 |
0.0425 |
3.0% |
0.0105 |
0.7% |
95% |
True |
False |
41,137 |
| 40 |
1.4415 |
1.3779 |
0.0636 |
4.5% |
0.0129 |
0.9% |
64% |
False |
False |
20,870 |
| 60 |
1.4415 |
1.3450 |
0.0965 |
6.8% |
0.0113 |
0.8% |
76% |
False |
False |
13,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4846 |
|
2.618 |
1.4599 |
|
1.618 |
1.4448 |
|
1.000 |
1.4355 |
|
0.618 |
1.4297 |
|
HIGH |
1.4204 |
|
0.618 |
1.4146 |
|
0.500 |
1.4129 |
|
0.382 |
1.4111 |
|
LOW |
1.4053 |
|
0.618 |
1.3960 |
|
1.000 |
1.3902 |
|
1.618 |
1.3809 |
|
2.618 |
1.3658 |
|
4.250 |
1.3411 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4166 |
1.4152 |
| PP |
1.4147 |
1.4119 |
| S1 |
1.4129 |
1.4087 |
|