CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3539 |
1.3566 |
0.0027 |
0.2% |
1.3555 |
| High |
1.3617 |
1.3628 |
0.0011 |
0.1% |
1.3638 |
| Low |
1.3522 |
1.3560 |
0.0038 |
0.3% |
1.3480 |
| Close |
1.3567 |
1.3585 |
0.0018 |
0.1% |
1.3567 |
| Range |
0.0095 |
0.0068 |
-0.0027 |
-28.4% |
0.0158 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
103,459 |
76,872 |
-26,587 |
-25.7% |
619,397 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3795 |
1.3758 |
1.3622 |
|
| R3 |
1.3727 |
1.3690 |
1.3604 |
|
| R2 |
1.3659 |
1.3659 |
1.3597 |
|
| R1 |
1.3622 |
1.3622 |
1.3591 |
1.3641 |
| PP |
1.3591 |
1.3591 |
1.3591 |
1.3600 |
| S1 |
1.3554 |
1.3554 |
1.3579 |
1.3573 |
| S2 |
1.3523 |
1.3523 |
1.3573 |
|
| S3 |
1.3455 |
1.3486 |
1.3566 |
|
| S4 |
1.3387 |
1.3418 |
1.3548 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3959 |
1.3654 |
|
| R3 |
1.3878 |
1.3801 |
1.3610 |
|
| R2 |
1.3720 |
1.3720 |
1.3596 |
|
| R1 |
1.3643 |
1.3643 |
1.3581 |
1.3682 |
| PP |
1.3562 |
1.3562 |
1.3562 |
1.3581 |
| S1 |
1.3485 |
1.3485 |
1.3553 |
1.3524 |
| S2 |
1.3404 |
1.3404 |
1.3538 |
|
| S3 |
1.3246 |
1.3327 |
1.3524 |
|
| S4 |
1.3088 |
1.3169 |
1.3480 |
|
|
| 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% |
0.0108 |
0.8% |
66% |
False |
False |
126,930 |
| 10 |
1.3803 |
1.3480 |
0.0323 |
2.4% |
0.0109 |
0.8% |
33% |
False |
False |
121,535 |
| 20 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0111 |
0.8% |
11% |
False |
False |
120,736 |
| 40 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0108 |
0.8% |
11% |
False |
False |
114,095 |
| 60 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0106 |
0.8% |
11% |
False |
False |
82,774 |
| 80 |
1.4415 |
1.3480 |
0.0935 |
6.9% |
0.0117 |
0.9% |
11% |
False |
False |
62,206 |
| 100 |
1.4415 |
1.3437 |
0.0978 |
7.2% |
0.0108 |
0.8% |
15% |
False |
False |
49,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3917 |
|
2.618 |
1.3806 |
|
1.618 |
1.3738 |
|
1.000 |
1.3696 |
|
0.618 |
1.3670 |
|
HIGH |
1.3628 |
|
0.618 |
1.3602 |
|
0.500 |
1.3594 |
|
0.382 |
1.3586 |
|
LOW |
1.3560 |
|
0.618 |
1.3518 |
|
1.000 |
1.3492 |
|
1.618 |
1.3450 |
|
2.618 |
1.3382 |
|
4.250 |
1.3271 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3594 |
1.3576 |
| PP |
1.3591 |
1.3568 |
| S1 |
1.3588 |
1.3559 |
|