CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4202 |
1.4279 |
0.0077 |
0.5% |
1.4002 |
| High |
1.4294 |
1.4293 |
-0.0001 |
0.0% |
1.4272 |
| Low |
1.4196 |
1.4113 |
-0.0083 |
-0.6% |
1.3970 |
| Close |
1.4276 |
1.4201 |
-0.0075 |
-0.5% |
1.4196 |
| Range |
0.0098 |
0.0180 |
0.0082 |
83.7% |
0.0302 |
| ATR |
0.0112 |
0.0117 |
0.0005 |
4.4% |
0.0000 |
| Volume |
101,356 |
138,937 |
37,581 |
37.1% |
671,029 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4742 |
1.4652 |
1.4300 |
|
| R3 |
1.4562 |
1.4472 |
1.4251 |
|
| R2 |
1.4382 |
1.4382 |
1.4234 |
|
| R1 |
1.4292 |
1.4292 |
1.4218 |
1.4247 |
| PP |
1.4202 |
1.4202 |
1.4202 |
1.4180 |
| S1 |
1.4112 |
1.4112 |
1.4185 |
1.4067 |
| S2 |
1.4022 |
1.4022 |
1.4168 |
|
| S3 |
1.3842 |
1.3932 |
1.4152 |
|
| S4 |
1.3662 |
1.3752 |
1.4102 |
|
|
| 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 |
1.4053 |
0.0241 |
1.7% |
0.0132 |
0.9% |
61% |
False |
False |
127,911 |
| 10 |
1.4294 |
1.3945 |
0.0349 |
2.5% |
0.0116 |
0.8% |
73% |
False |
False |
117,712 |
| 20 |
1.4294 |
1.3779 |
0.0515 |
3.6% |
0.0107 |
0.8% |
82% |
False |
False |
64,945 |
| 40 |
1.4352 |
1.3779 |
0.0573 |
4.0% |
0.0122 |
0.9% |
74% |
False |
False |
33,066 |
| 60 |
1.4415 |
1.3513 |
0.0902 |
6.4% |
0.0119 |
0.8% |
76% |
False |
False |
22,087 |
| 80 |
1.4415 |
1.3400 |
0.1015 |
7.1% |
0.0105 |
0.7% |
79% |
False |
False |
16,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5058 |
|
2.618 |
1.4764 |
|
1.618 |
1.4584 |
|
1.000 |
1.4473 |
|
0.618 |
1.4404 |
|
HIGH |
1.4293 |
|
0.618 |
1.4224 |
|
0.500 |
1.4203 |
|
0.382 |
1.4182 |
|
LOW |
1.4113 |
|
0.618 |
1.4002 |
|
1.000 |
1.3933 |
|
1.618 |
1.3822 |
|
2.618 |
1.3642 |
|
4.250 |
1.3348 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4203 |
1.4204 |
| PP |
1.4202 |
1.4203 |
| S1 |
1.4202 |
1.4202 |
|