CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3566 |
1.3578 |
0.0012 |
0.1% |
1.3555 |
| High |
1.3628 |
1.3591 |
-0.0037 |
-0.3% |
1.3638 |
| Low |
1.3560 |
1.3470 |
-0.0090 |
-0.7% |
1.3480 |
| Close |
1.3585 |
1.3527 |
-0.0058 |
-0.4% |
1.3567 |
| Range |
0.0068 |
0.0121 |
0.0053 |
77.9% |
0.0158 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.0% |
0.0000 |
| Volume |
76,872 |
112,064 |
35,192 |
45.8% |
619,397 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3892 |
1.3831 |
1.3594 |
|
| R3 |
1.3771 |
1.3710 |
1.3560 |
|
| R2 |
1.3650 |
1.3650 |
1.3549 |
|
| R1 |
1.3589 |
1.3589 |
1.3538 |
1.3559 |
| PP |
1.3529 |
1.3529 |
1.3529 |
1.3515 |
| S1 |
1.3468 |
1.3468 |
1.3516 |
1.3438 |
| S2 |
1.3408 |
1.3408 |
1.3505 |
|
| S3 |
1.3287 |
1.3347 |
1.3494 |
|
| S4 |
1.3166 |
1.3226 |
1.3460 |
|
|
| 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 |
1.3470 |
0.0168 |
1.2% |
0.0110 |
0.8% |
34% |
False |
True |
123,836 |
| 10 |
1.3694 |
1.3470 |
0.0224 |
1.7% |
0.0102 |
0.8% |
25% |
False |
True |
119,538 |
| 20 |
1.4349 |
1.3470 |
0.0879 |
6.5% |
0.0112 |
0.8% |
6% |
False |
True |
120,264 |
| 40 |
1.4413 |
1.3470 |
0.0943 |
7.0% |
0.0107 |
0.8% |
6% |
False |
True |
112,564 |
| 60 |
1.4413 |
1.3470 |
0.0943 |
7.0% |
0.0106 |
0.8% |
6% |
False |
True |
84,631 |
| 80 |
1.4415 |
1.3470 |
0.0945 |
7.0% |
0.0118 |
0.9% |
6% |
False |
True |
63,607 |
| 100 |
1.4415 |
1.3437 |
0.0978 |
7.2% |
0.0109 |
0.8% |
9% |
False |
False |
50,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4105 |
|
2.618 |
1.3908 |
|
1.618 |
1.3787 |
|
1.000 |
1.3712 |
|
0.618 |
1.3666 |
|
HIGH |
1.3591 |
|
0.618 |
1.3545 |
|
0.500 |
1.3531 |
|
0.382 |
1.3516 |
|
LOW |
1.3470 |
|
0.618 |
1.3395 |
|
1.000 |
1.3349 |
|
1.618 |
1.3274 |
|
2.618 |
1.3153 |
|
4.250 |
1.2956 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3531 |
1.3549 |
| PP |
1.3529 |
1.3542 |
| S1 |
1.3528 |
1.3534 |
|