CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3447 |
1.3365 |
-0.0082 |
-0.6% |
1.3566 |
| High |
1.3457 |
1.3434 |
-0.0023 |
-0.2% |
1.3628 |
| Low |
1.3319 |
1.3362 |
0.0043 |
0.3% |
1.3470 |
| Close |
1.3361 |
1.3397 |
0.0036 |
0.3% |
1.3499 |
| Range |
0.0138 |
0.0072 |
-0.0066 |
-47.8% |
0.0158 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
160,465 |
145,550 |
-14,915 |
-9.3% |
504,559 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3614 |
1.3577 |
1.3437 |
|
| R3 |
1.3542 |
1.3505 |
1.3417 |
|
| R2 |
1.3470 |
1.3470 |
1.3410 |
|
| R1 |
1.3433 |
1.3433 |
1.3404 |
1.3452 |
| PP |
1.3398 |
1.3398 |
1.3398 |
1.3407 |
| S1 |
1.3361 |
1.3361 |
1.3390 |
1.3380 |
| S2 |
1.3326 |
1.3326 |
1.3384 |
|
| S3 |
1.3254 |
1.3289 |
1.3377 |
|
| S4 |
1.3182 |
1.3217 |
1.3357 |
|
|
| 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 |
1.3545 |
1.3319 |
0.0226 |
1.7% |
0.0091 |
0.7% |
35% |
False |
False |
121,693 |
| 10 |
1.3628 |
1.3319 |
0.0309 |
2.3% |
0.0090 |
0.7% |
25% |
False |
False |
112,808 |
| 20 |
1.3963 |
1.3319 |
0.0644 |
4.8% |
0.0105 |
0.8% |
12% |
False |
False |
121,880 |
| 40 |
1.4413 |
1.3319 |
0.1094 |
8.2% |
0.0100 |
0.7% |
7% |
False |
False |
112,265 |
| 60 |
1.4413 |
1.3319 |
0.1094 |
8.2% |
0.0102 |
0.8% |
7% |
False |
False |
98,195 |
| 80 |
1.4413 |
1.3319 |
0.1094 |
8.2% |
0.0110 |
0.8% |
7% |
False |
False |
74,033 |
| 100 |
1.4415 |
1.3319 |
0.1096 |
8.2% |
0.0112 |
0.8% |
7% |
False |
False |
59,254 |
| 120 |
1.4415 |
1.3319 |
0.1096 |
8.2% |
0.0104 |
0.8% |
7% |
False |
False |
49,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3740 |
|
2.618 |
1.3622 |
|
1.618 |
1.3550 |
|
1.000 |
1.3506 |
|
0.618 |
1.3478 |
|
HIGH |
1.3434 |
|
0.618 |
1.3406 |
|
0.500 |
1.3398 |
|
0.382 |
1.3390 |
|
LOW |
1.3362 |
|
0.618 |
1.3318 |
|
1.000 |
1.3290 |
|
1.618 |
1.3246 |
|
2.618 |
1.3174 |
|
4.250 |
1.3056 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3398 |
1.3413 |
| PP |
1.3398 |
1.3408 |
| S1 |
1.3397 |
1.3402 |
|