CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4156 |
1.4202 |
0.0046 |
0.3% |
1.4002 |
| High |
1.4223 |
1.4294 |
0.0071 |
0.5% |
1.4272 |
| Low |
1.4136 |
1.4196 |
0.0060 |
0.4% |
1.3970 |
| Close |
1.4196 |
1.4276 |
0.0080 |
0.6% |
1.4196 |
| Range |
0.0087 |
0.0098 |
0.0011 |
12.6% |
0.0302 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
103,132 |
101,356 |
-1,776 |
-1.7% |
671,029 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4549 |
1.4511 |
1.4330 |
|
| R3 |
1.4451 |
1.4413 |
1.4303 |
|
| R2 |
1.4353 |
1.4353 |
1.4294 |
|
| R1 |
1.4315 |
1.4315 |
1.4285 |
1.4334 |
| PP |
1.4255 |
1.4255 |
1.4255 |
1.4265 |
| S1 |
1.4217 |
1.4217 |
1.4267 |
1.4236 |
| S2 |
1.4157 |
1.4157 |
1.4258 |
|
| S3 |
1.4059 |
1.4119 |
1.4249 |
|
| S4 |
1.3961 |
1.4021 |
1.4222 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5052 |
1.4926 |
1.4362 |
|
| R3 |
1.4750 |
1.4624 |
1.4279 |
|
| R2 |
1.4448 |
1.4448 |
1.4251 |
|
| R1 |
1.4322 |
1.4322 |
1.4224 |
1.4385 |
| PP |
1.4146 |
1.4146 |
1.4146 |
1.4178 |
| S1 |
1.4020 |
1.4020 |
1.4168 |
1.4083 |
| S2 |
1.3844 |
1.3844 |
1.4141 |
|
| S3 |
1.3542 |
1.3718 |
1.4113 |
|
| S4 |
1.3240 |
1.3416 |
1.4030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4294 |
1.4039 |
0.0255 |
1.8% |
0.0113 |
0.8% |
93% |
True |
False |
119,814 |
| 10 |
1.4294 |
1.3934 |
0.0360 |
2.5% |
0.0110 |
0.8% |
95% |
True |
False |
107,161 |
| 20 |
1.4294 |
1.3779 |
0.0515 |
3.6% |
0.0105 |
0.7% |
97% |
True |
False |
58,393 |
| 40 |
1.4352 |
1.3779 |
0.0573 |
4.0% |
0.0120 |
0.8% |
87% |
False |
False |
29,594 |
| 60 |
1.4415 |
1.3484 |
0.0931 |
6.5% |
0.0116 |
0.8% |
85% |
False |
False |
19,772 |
| 80 |
1.4415 |
1.3400 |
0.1015 |
7.1% |
0.0104 |
0.7% |
86% |
False |
False |
14,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4711 |
|
2.618 |
1.4551 |
|
1.618 |
1.4453 |
|
1.000 |
1.4392 |
|
0.618 |
1.4355 |
|
HIGH |
1.4294 |
|
0.618 |
1.4257 |
|
0.500 |
1.4245 |
|
0.382 |
1.4233 |
|
LOW |
1.4196 |
|
0.618 |
1.4135 |
|
1.000 |
1.4098 |
|
1.618 |
1.4037 |
|
2.618 |
1.3939 |
|
4.250 |
1.3780 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4266 |
1.4254 |
| PP |
1.4255 |
1.4232 |
| S1 |
1.4245 |
1.4210 |
|