CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3527 |
1.3533 |
0.0006 |
0.0% |
1.3566 |
| High |
1.3587 |
1.3545 |
-0.0042 |
-0.3% |
1.3628 |
| Low |
1.3491 |
1.3471 |
-0.0020 |
-0.1% |
1.3470 |
| Close |
1.3524 |
1.3499 |
-0.0025 |
-0.2% |
1.3499 |
| Range |
0.0096 |
0.0074 |
-0.0022 |
-22.9% |
0.0158 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
116,842 |
88,396 |
-28,446 |
-24.3% |
504,559 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3687 |
1.3540 |
|
| R3 |
1.3653 |
1.3613 |
1.3519 |
|
| R2 |
1.3579 |
1.3579 |
1.3513 |
|
| R1 |
1.3539 |
1.3539 |
1.3506 |
1.3522 |
| PP |
1.3505 |
1.3505 |
1.3505 |
1.3497 |
| S1 |
1.3465 |
1.3465 |
1.3492 |
1.3448 |
| S2 |
1.3431 |
1.3431 |
1.3485 |
|
| S3 |
1.3357 |
1.3391 |
1.3479 |
|
| S4 |
1.3283 |
1.3317 |
1.3458 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4006 |
1.3911 |
1.3586 |
|
| R3 |
1.3848 |
1.3753 |
1.3542 |
|
| R2 |
1.3690 |
1.3690 |
1.3528 |
|
| R1 |
1.3595 |
1.3595 |
1.3513 |
1.3564 |
| PP |
1.3532 |
1.3532 |
1.3532 |
1.3517 |
| S1 |
1.3437 |
1.3437 |
1.3485 |
1.3406 |
| S2 |
1.3374 |
1.3374 |
1.3470 |
|
| S3 |
1.3216 |
1.3279 |
1.3456 |
|
| S4 |
1.3058 |
1.3121 |
1.3412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3628 |
1.3470 |
0.0158 |
1.2% |
0.0085 |
0.6% |
18% |
False |
False |
100,911 |
| 10 |
1.3638 |
1.3470 |
0.0168 |
1.2% |
0.0096 |
0.7% |
17% |
False |
False |
112,395 |
| 20 |
1.4064 |
1.3470 |
0.0594 |
4.4% |
0.0103 |
0.8% |
5% |
False |
False |
115,227 |
| 40 |
1.4413 |
1.3470 |
0.0943 |
7.0% |
0.0103 |
0.8% |
3% |
False |
False |
110,590 |
| 60 |
1.4413 |
1.3470 |
0.0943 |
7.0% |
0.0104 |
0.8% |
3% |
False |
False |
89,841 |
| 80 |
1.4415 |
1.3470 |
0.0945 |
7.0% |
0.0115 |
0.8% |
3% |
False |
False |
67,544 |
| 100 |
1.4415 |
1.3451 |
0.0964 |
7.1% |
0.0110 |
0.8% |
5% |
False |
False |
54,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3860 |
|
2.618 |
1.3739 |
|
1.618 |
1.3665 |
|
1.000 |
1.3619 |
|
0.618 |
1.3591 |
|
HIGH |
1.3545 |
|
0.618 |
1.3517 |
|
0.500 |
1.3508 |
|
0.382 |
1.3499 |
|
LOW |
1.3471 |
|
0.618 |
1.3425 |
|
1.000 |
1.3397 |
|
1.618 |
1.3351 |
|
2.618 |
1.3277 |
|
4.250 |
1.3157 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3508 |
1.3529 |
| PP |
1.3505 |
1.3519 |
| S1 |
1.3502 |
1.3509 |
|