CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3578 |
1.3527 |
-0.0051 |
-0.4% |
1.3555 |
| High |
1.3591 |
1.3540 |
-0.0051 |
-0.4% |
1.3638 |
| Low |
1.3470 |
1.3475 |
0.0005 |
0.0% |
1.3480 |
| Close |
1.3527 |
1.3504 |
-0.0023 |
-0.2% |
1.3567 |
| Range |
0.0121 |
0.0065 |
-0.0056 |
-46.3% |
0.0158 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
112,064 |
110,385 |
-1,679 |
-1.5% |
619,397 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3701 |
1.3668 |
1.3540 |
|
| R3 |
1.3636 |
1.3603 |
1.3522 |
|
| R2 |
1.3571 |
1.3571 |
1.3516 |
|
| R1 |
1.3538 |
1.3538 |
1.3510 |
1.3522 |
| PP |
1.3506 |
1.3506 |
1.3506 |
1.3499 |
| S1 |
1.3473 |
1.3473 |
1.3498 |
1.3457 |
| S2 |
1.3441 |
1.3441 |
1.3492 |
|
| S3 |
1.3376 |
1.3408 |
1.3486 |
|
| S4 |
1.3311 |
1.3343 |
1.3468 |
|
|
| 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% |
0.0101 |
0.8% |
20% |
False |
False |
124,784 |
| 10 |
1.3654 |
1.3470 |
0.0184 |
1.4% |
0.0098 |
0.7% |
18% |
False |
False |
116,930 |
| 20 |
1.4279 |
1.3470 |
0.0809 |
6.0% |
0.0108 |
0.8% |
4% |
False |
False |
119,269 |
| 40 |
1.4413 |
1.3470 |
0.0943 |
7.0% |
0.0106 |
0.8% |
4% |
False |
False |
112,862 |
| 60 |
1.4413 |
1.3470 |
0.0943 |
7.0% |
0.0105 |
0.8% |
4% |
False |
False |
86,451 |
| 80 |
1.4415 |
1.3470 |
0.0945 |
7.0% |
0.0117 |
0.9% |
4% |
False |
False |
64,985 |
| 100 |
1.4415 |
1.3437 |
0.0978 |
7.2% |
0.0109 |
0.8% |
7% |
False |
False |
52,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3816 |
|
2.618 |
1.3710 |
|
1.618 |
1.3645 |
|
1.000 |
1.3605 |
|
0.618 |
1.3580 |
|
HIGH |
1.3540 |
|
0.618 |
1.3515 |
|
0.500 |
1.3508 |
|
0.382 |
1.3500 |
|
LOW |
1.3475 |
|
0.618 |
1.3435 |
|
1.000 |
1.3410 |
|
1.618 |
1.3370 |
|
2.618 |
1.3305 |
|
4.250 |
1.3199 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3508 |
1.3549 |
| PP |
1.3506 |
1.3534 |
| S1 |
1.3505 |
1.3519 |
|