CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4103 |
1.4129 |
0.0026 |
0.2% |
1.4202 |
| High |
1.4139 |
1.4140 |
0.0001 |
0.0% |
1.4294 |
| Low |
1.4060 |
1.4007 |
-0.0053 |
-0.4% |
1.4054 |
| Close |
1.4119 |
1.4044 |
-0.0075 |
-0.5% |
1.4058 |
| Range |
0.0079 |
0.0133 |
0.0054 |
68.4% |
0.0240 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
1.8% |
0.0000 |
| Volume |
99,049 |
107,884 |
8,835 |
8.9% |
468,954 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4463 |
1.4386 |
1.4117 |
|
| R3 |
1.4330 |
1.4253 |
1.4081 |
|
| R2 |
1.4197 |
1.4197 |
1.4068 |
|
| R1 |
1.4120 |
1.4120 |
1.4056 |
1.4092 |
| PP |
1.4064 |
1.4064 |
1.4064 |
1.4050 |
| S1 |
1.3987 |
1.3987 |
1.4032 |
1.3959 |
| S2 |
1.3931 |
1.3931 |
1.4020 |
|
| S3 |
1.3798 |
1.3854 |
1.4007 |
|
| S4 |
1.3665 |
1.3721 |
1.3971 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4855 |
1.4697 |
1.4190 |
|
| R3 |
1.4615 |
1.4457 |
1.4124 |
|
| R2 |
1.4375 |
1.4375 |
1.4102 |
|
| R1 |
1.4217 |
1.4217 |
1.4080 |
1.4176 |
| PP |
1.4135 |
1.4135 |
1.4135 |
1.4115 |
| S1 |
1.3977 |
1.3977 |
1.4036 |
1.3936 |
| S2 |
1.3895 |
1.3895 |
1.4014 |
|
| S3 |
1.3655 |
1.3737 |
1.3992 |
|
| S4 |
1.3415 |
1.3497 |
1.3926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4140 |
1.4007 |
0.0133 |
0.9% |
0.0085 |
0.6% |
28% |
True |
True |
92,575 |
| 10 |
1.4294 |
1.4007 |
0.0287 |
2.0% |
0.0107 |
0.8% |
13% |
False |
True |
106,136 |
| 20 |
1.4294 |
1.3843 |
0.0451 |
3.2% |
0.0107 |
0.8% |
45% |
False |
False |
92,425 |
| 40 |
1.4294 |
1.3779 |
0.0515 |
3.7% |
0.0113 |
0.8% |
51% |
False |
False |
47,343 |
| 60 |
1.4415 |
1.3537 |
0.0878 |
6.3% |
0.0121 |
0.9% |
58% |
False |
False |
31,626 |
| 80 |
1.4415 |
1.3400 |
0.1015 |
7.2% |
0.0106 |
0.8% |
63% |
False |
False |
23,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4705 |
|
2.618 |
1.4488 |
|
1.618 |
1.4355 |
|
1.000 |
1.4273 |
|
0.618 |
1.4222 |
|
HIGH |
1.4140 |
|
0.618 |
1.4089 |
|
0.500 |
1.4074 |
|
0.382 |
1.4058 |
|
LOW |
1.4007 |
|
0.618 |
1.3925 |
|
1.000 |
1.3874 |
|
1.618 |
1.3792 |
|
2.618 |
1.3659 |
|
4.250 |
1.3442 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4074 |
1.4074 |
| PP |
1.4064 |
1.4064 |
| S1 |
1.4054 |
1.4054 |
|