CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3567 |
1.3572 |
0.0005 |
0.0% |
1.3809 |
| High |
1.3629 |
1.3638 |
0.0009 |
0.1% |
1.3822 |
| Low |
1.3521 |
1.3480 |
-0.0041 |
-0.3% |
1.3511 |
| Close |
1.3578 |
1.3541 |
-0.0037 |
-0.3% |
1.3567 |
| Range |
0.0108 |
0.0158 |
0.0050 |
46.3% |
0.0311 |
| ATR |
0.0107 |
0.0110 |
0.0004 |
3.5% |
0.0000 |
| Volume |
105,644 |
221,143 |
115,499 |
109.3% |
636,651 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4027 |
1.3942 |
1.3628 |
|
| R3 |
1.3869 |
1.3784 |
1.3584 |
|
| R2 |
1.3711 |
1.3711 |
1.3570 |
|
| R1 |
1.3626 |
1.3626 |
1.3555 |
1.3590 |
| PP |
1.3553 |
1.3553 |
1.3553 |
1.3535 |
| S1 |
1.3468 |
1.3468 |
1.3527 |
1.3432 |
| S2 |
1.3395 |
1.3395 |
1.3512 |
|
| S3 |
1.3237 |
1.3310 |
1.3498 |
|
| S4 |
1.3079 |
1.3152 |
1.3454 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4566 |
1.4378 |
1.3738 |
|
| R3 |
1.4255 |
1.4067 |
1.3653 |
|
| R2 |
1.3944 |
1.3944 |
1.3624 |
|
| R1 |
1.3756 |
1.3756 |
1.3596 |
1.3695 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3603 |
| S1 |
1.3445 |
1.3445 |
1.3538 |
1.3384 |
| S2 |
1.3322 |
1.3322 |
1.3510 |
|
| S3 |
1.3011 |
1.3134 |
1.3481 |
|
| S4 |
1.2700 |
1.2823 |
1.3396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3638 |
1.3480 |
0.0158 |
1.2% |
0.0107 |
0.8% |
39% |
True |
True |
126,546 |
| 10 |
1.3963 |
1.3480 |
0.0483 |
3.6% |
0.0119 |
0.9% |
13% |
False |
True |
130,952 |
| 20 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0112 |
0.8% |
7% |
False |
True |
121,479 |
| 40 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0108 |
0.8% |
7% |
False |
True |
114,528 |
| 60 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0108 |
0.8% |
7% |
False |
True |
79,845 |
| 80 |
1.4415 |
1.3480 |
0.0935 |
6.9% |
0.0118 |
0.9% |
7% |
False |
True |
59,954 |
| 100 |
1.4415 |
1.3415 |
0.1000 |
7.4% |
0.0108 |
0.8% |
13% |
False |
False |
47,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4310 |
|
2.618 |
1.4052 |
|
1.618 |
1.3894 |
|
1.000 |
1.3796 |
|
0.618 |
1.3736 |
|
HIGH |
1.3638 |
|
0.618 |
1.3578 |
|
0.500 |
1.3559 |
|
0.382 |
1.3540 |
|
LOW |
1.3480 |
|
0.618 |
1.3382 |
|
1.000 |
1.3322 |
|
1.618 |
1.3224 |
|
2.618 |
1.3066 |
|
4.250 |
1.2809 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3559 |
1.3559 |
| PP |
1.3553 |
1.3553 |
| S1 |
1.3547 |
1.3547 |
|