CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4209 |
1.4125 |
-0.0084 |
-0.6% |
1.4002 |
| High |
1.4244 |
1.4138 |
-0.0106 |
-0.7% |
1.4272 |
| Low |
1.4113 |
1.4054 |
-0.0059 |
-0.4% |
1.3970 |
| Close |
1.4127 |
1.4058 |
-0.0069 |
-0.5% |
1.4196 |
| Range |
0.0131 |
0.0084 |
-0.0047 |
-35.9% |
0.0302 |
| ATR |
0.0118 |
0.0115 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
109,658 |
119,003 |
9,345 |
8.5% |
671,029 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4335 |
1.4281 |
1.4104 |
|
| R3 |
1.4251 |
1.4197 |
1.4081 |
|
| R2 |
1.4167 |
1.4167 |
1.4073 |
|
| R1 |
1.4113 |
1.4113 |
1.4066 |
1.4098 |
| PP |
1.4083 |
1.4083 |
1.4083 |
1.4076 |
| S1 |
1.4029 |
1.4029 |
1.4050 |
1.4014 |
| S2 |
1.3999 |
1.3999 |
1.4043 |
|
| S3 |
1.3915 |
1.3945 |
1.4035 |
|
| S4 |
1.3831 |
1.3861 |
1.4012 |
|
|
| 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 |
1.4054 |
0.0240 |
1.7% |
0.0116 |
0.8% |
2% |
False |
True |
114,417 |
| 10 |
1.4294 |
1.3945 |
0.0349 |
2.5% |
0.0123 |
0.9% |
32% |
False |
False |
126,347 |
| 20 |
1.4294 |
1.3821 |
0.0473 |
3.4% |
0.0107 |
0.8% |
50% |
False |
False |
75,833 |
| 40 |
1.4352 |
1.3779 |
0.0573 |
4.1% |
0.0120 |
0.9% |
49% |
False |
False |
38,760 |
| 60 |
1.4415 |
1.3537 |
0.0878 |
6.2% |
0.0120 |
0.9% |
59% |
False |
False |
25,897 |
| 80 |
1.4415 |
1.3400 |
0.1015 |
7.2% |
0.0106 |
0.8% |
65% |
False |
False |
19,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4495 |
|
2.618 |
1.4358 |
|
1.618 |
1.4274 |
|
1.000 |
1.4222 |
|
0.618 |
1.4190 |
|
HIGH |
1.4138 |
|
0.618 |
1.4106 |
|
0.500 |
1.4096 |
|
0.382 |
1.4086 |
|
LOW |
1.4054 |
|
0.618 |
1.4002 |
|
1.000 |
1.3970 |
|
1.618 |
1.3918 |
|
2.618 |
1.3834 |
|
4.250 |
1.3697 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4096 |
1.4174 |
| PP |
1.4083 |
1.4135 |
| S1 |
1.4071 |
1.4097 |
|