CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3490 |
1.3446 |
-0.0044 |
-0.3% |
1.3566 |
| High |
1.3500 |
1.3507 |
0.0007 |
0.1% |
1.3628 |
| Low |
1.3407 |
1.3428 |
0.0021 |
0.2% |
1.3470 |
| Close |
1.3430 |
1.3444 |
0.0014 |
0.1% |
1.3499 |
| Range |
0.0093 |
0.0079 |
-0.0014 |
-15.1% |
0.0158 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
104,119 |
109,937 |
5,818 |
5.6% |
504,559 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3697 |
1.3649 |
1.3487 |
|
| R3 |
1.3618 |
1.3570 |
1.3466 |
|
| R2 |
1.3539 |
1.3539 |
1.3458 |
|
| R1 |
1.3491 |
1.3491 |
1.3451 |
1.3476 |
| PP |
1.3460 |
1.3460 |
1.3460 |
1.3452 |
| S1 |
1.3412 |
1.3412 |
1.3437 |
1.3397 |
| S2 |
1.3381 |
1.3381 |
1.3430 |
|
| S3 |
1.3302 |
1.3333 |
1.3422 |
|
| S4 |
1.3223 |
1.3254 |
1.3401 |
|
|
| 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 |
1.3587 |
1.3407 |
0.0180 |
1.3% |
0.0081 |
0.6% |
21% |
False |
False |
105,935 |
| 10 |
1.3638 |
1.3407 |
0.0231 |
1.7% |
0.0096 |
0.7% |
16% |
False |
False |
114,886 |
| 20 |
1.4028 |
1.3407 |
0.0621 |
4.6% |
0.0103 |
0.8% |
6% |
False |
False |
116,153 |
| 40 |
1.4413 |
1.3407 |
0.1006 |
7.5% |
0.0103 |
0.8% |
4% |
False |
False |
110,829 |
| 60 |
1.4413 |
1.3407 |
0.1006 |
7.5% |
0.0103 |
0.8% |
4% |
False |
False |
93,350 |
| 80 |
1.4413 |
1.3407 |
0.1006 |
7.5% |
0.0111 |
0.8% |
4% |
False |
False |
70,212 |
| 100 |
1.4415 |
1.3407 |
0.1008 |
7.5% |
0.0111 |
0.8% |
4% |
False |
False |
56,195 |
| 120 |
1.4415 |
1.3400 |
0.1015 |
7.5% |
0.0103 |
0.8% |
4% |
False |
False |
46,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3843 |
|
2.618 |
1.3714 |
|
1.618 |
1.3635 |
|
1.000 |
1.3586 |
|
0.618 |
1.3556 |
|
HIGH |
1.3507 |
|
0.618 |
1.3477 |
|
0.500 |
1.3468 |
|
0.382 |
1.3458 |
|
LOW |
1.3428 |
|
0.618 |
1.3379 |
|
1.000 |
1.3349 |
|
1.618 |
1.3300 |
|
2.618 |
1.3221 |
|
4.250 |
1.3092 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3468 |
1.3476 |
| PP |
1.3460 |
1.3465 |
| S1 |
1.3452 |
1.3455 |
|