CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3533 |
1.3490 |
-0.0043 |
-0.3% |
1.3566 |
| High |
1.3545 |
1.3500 |
-0.0045 |
-0.3% |
1.3628 |
| Low |
1.3471 |
1.3407 |
-0.0064 |
-0.5% |
1.3470 |
| Close |
1.3499 |
1.3430 |
-0.0069 |
-0.5% |
1.3499 |
| Range |
0.0074 |
0.0093 |
0.0019 |
25.7% |
0.0158 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
88,396 |
104,119 |
15,723 |
17.8% |
504,559 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3670 |
1.3481 |
|
| R3 |
1.3632 |
1.3577 |
1.3456 |
|
| R2 |
1.3539 |
1.3539 |
1.3447 |
|
| R1 |
1.3484 |
1.3484 |
1.3439 |
1.3465 |
| PP |
1.3446 |
1.3446 |
1.3446 |
1.3436 |
| S1 |
1.3391 |
1.3391 |
1.3421 |
1.3372 |
| S2 |
1.3353 |
1.3353 |
1.3413 |
|
| S3 |
1.3260 |
1.3298 |
1.3404 |
|
| S4 |
1.3167 |
1.3205 |
1.3379 |
|
|
| 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 |
1.3591 |
1.3407 |
0.0184 |
1.4% |
0.0090 |
0.7% |
13% |
False |
True |
106,361 |
| 10 |
1.3638 |
1.3407 |
0.0231 |
1.7% |
0.0099 |
0.7% |
10% |
False |
True |
116,646 |
| 20 |
1.4028 |
1.3407 |
0.0621 |
4.6% |
0.0102 |
0.8% |
4% |
False |
True |
115,603 |
| 40 |
1.4413 |
1.3407 |
0.1006 |
7.5% |
0.0103 |
0.8% |
2% |
False |
True |
110,615 |
| 60 |
1.4413 |
1.3407 |
0.1006 |
7.5% |
0.0104 |
0.8% |
2% |
False |
True |
91,572 |
| 80 |
1.4413 |
1.3407 |
0.1006 |
7.5% |
0.0113 |
0.8% |
2% |
False |
True |
68,839 |
| 100 |
1.4415 |
1.3407 |
0.1008 |
7.5% |
0.0111 |
0.8% |
2% |
False |
True |
55,095 |
| 120 |
1.4415 |
1.3319 |
0.1096 |
8.2% |
0.0104 |
0.8% |
10% |
False |
False |
45,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3895 |
|
2.618 |
1.3743 |
|
1.618 |
1.3650 |
|
1.000 |
1.3593 |
|
0.618 |
1.3557 |
|
HIGH |
1.3500 |
|
0.618 |
1.3464 |
|
0.500 |
1.3454 |
|
0.382 |
1.3443 |
|
LOW |
1.3407 |
|
0.618 |
1.3350 |
|
1.000 |
1.3314 |
|
1.618 |
1.3257 |
|
2.618 |
1.3164 |
|
4.250 |
1.3012 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3454 |
1.3497 |
| PP |
1.3446 |
1.3475 |
| S1 |
1.3438 |
1.3452 |
|