CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3809 |
1.3797 |
-0.0012 |
-0.1% |
1.4032 |
| High |
1.3822 |
1.3803 |
-0.0019 |
-0.1% |
1.4064 |
| Low |
1.3742 |
1.3618 |
-0.0124 |
-0.9% |
1.3777 |
| Close |
1.3776 |
1.3646 |
-0.0130 |
-0.9% |
1.3818 |
| Range |
0.0080 |
0.0185 |
0.0105 |
131.3% |
0.0287 |
| ATR |
0.0106 |
0.0112 |
0.0006 |
5.3% |
0.0000 |
| Volume |
117,565 |
132,035 |
14,470 |
12.3% |
543,944 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4244 |
1.4130 |
1.3748 |
|
| R3 |
1.4059 |
1.3945 |
1.3697 |
|
| R2 |
1.3874 |
1.3874 |
1.3680 |
|
| R1 |
1.3760 |
1.3760 |
1.3663 |
1.3725 |
| PP |
1.3689 |
1.3689 |
1.3689 |
1.3671 |
| S1 |
1.3575 |
1.3575 |
1.3629 |
1.3540 |
| S2 |
1.3504 |
1.3504 |
1.3612 |
|
| S3 |
1.3319 |
1.3390 |
1.3595 |
|
| S4 |
1.3134 |
1.3205 |
1.3544 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4747 |
1.4570 |
1.3976 |
|
| R3 |
1.4460 |
1.4283 |
1.3897 |
|
| R2 |
1.4173 |
1.4173 |
1.3871 |
|
| R1 |
1.3996 |
1.3996 |
1.3844 |
1.3941 |
| PP |
1.3886 |
1.3886 |
1.3886 |
1.3859 |
| S1 |
1.3709 |
1.3709 |
1.3792 |
1.3654 |
| S2 |
1.3599 |
1.3599 |
1.3765 |
|
| S3 |
1.3312 |
1.3422 |
1.3739 |
|
| S4 |
1.3025 |
1.3135 |
1.3660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4028 |
1.3618 |
0.0410 |
3.0% |
0.0125 |
0.9% |
7% |
False |
True |
119,602 |
| 10 |
1.4349 |
1.3618 |
0.0731 |
5.4% |
0.0121 |
0.9% |
4% |
False |
True |
120,991 |
| 20 |
1.4413 |
1.3618 |
0.0795 |
5.8% |
0.0108 |
0.8% |
4% |
False |
True |
110,179 |
| 40 |
1.4413 |
1.3618 |
0.0795 |
5.8% |
0.0106 |
0.8% |
4% |
False |
True |
96,238 |
| 60 |
1.4413 |
1.3618 |
0.0795 |
5.8% |
0.0113 |
0.8% |
4% |
False |
True |
64,844 |
| 80 |
1.4415 |
1.3537 |
0.0878 |
6.4% |
0.0116 |
0.9% |
12% |
False |
False |
48,679 |
| 100 |
1.4415 |
1.3400 |
0.1015 |
7.4% |
0.0106 |
0.8% |
24% |
False |
False |
38,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4589 |
|
2.618 |
1.4287 |
|
1.618 |
1.4102 |
|
1.000 |
1.3988 |
|
0.618 |
1.3917 |
|
HIGH |
1.3803 |
|
0.618 |
1.3732 |
|
0.500 |
1.3711 |
|
0.382 |
1.3689 |
|
LOW |
1.3618 |
|
0.618 |
1.3504 |
|
1.000 |
1.3433 |
|
1.618 |
1.3319 |
|
2.618 |
1.3134 |
|
4.250 |
1.2832 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3711 |
1.3791 |
| PP |
1.3689 |
1.3742 |
| S1 |
1.3668 |
1.3694 |
|