CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3267 |
1.3293 |
0.0026 |
0.2% |
1.3490 |
| High |
1.3318 |
1.3357 |
0.0039 |
0.3% |
1.3507 |
| Low |
1.3253 |
1.3286 |
0.0033 |
0.2% |
1.3306 |
| Close |
1.3290 |
1.3299 |
0.0009 |
0.1% |
1.3328 |
| Range |
0.0065 |
0.0071 |
0.0006 |
9.2% |
0.0201 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
137,241 |
146,676 |
9,435 |
6.9% |
629,032 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3484 |
1.3338 |
|
| R3 |
1.3456 |
1.3413 |
1.3319 |
|
| R2 |
1.3385 |
1.3385 |
1.3312 |
|
| R1 |
1.3342 |
1.3342 |
1.3306 |
1.3364 |
| PP |
1.3314 |
1.3314 |
1.3314 |
1.3325 |
| S1 |
1.3271 |
1.3271 |
1.3292 |
1.3293 |
| S2 |
1.3243 |
1.3243 |
1.3286 |
|
| S3 |
1.3172 |
1.3200 |
1.3279 |
|
| S4 |
1.3101 |
1.3129 |
1.3260 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3983 |
1.3857 |
1.3439 |
|
| R3 |
1.3782 |
1.3656 |
1.3383 |
|
| R2 |
1.3581 |
1.3581 |
1.3365 |
|
| R1 |
1.3455 |
1.3455 |
1.3346 |
1.3418 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3362 |
| S1 |
1.3254 |
1.3254 |
1.3310 |
1.3217 |
| S2 |
1.3179 |
1.3179 |
1.3291 |
|
| S3 |
1.2978 |
1.3053 |
1.3273 |
|
| S4 |
1.2777 |
1.2852 |
1.3217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3434 |
1.3215 |
0.0219 |
1.6% |
0.0088 |
0.7% |
38% |
False |
False |
150,060 |
| 10 |
1.3587 |
1.3215 |
0.0372 |
2.8% |
0.0092 |
0.7% |
23% |
False |
False |
133,006 |
| 20 |
1.3654 |
1.3215 |
0.0439 |
3.3% |
0.0095 |
0.7% |
19% |
False |
False |
124,968 |
| 40 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0102 |
0.8% |
7% |
False |
False |
118,509 |
| 60 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0102 |
0.8% |
7% |
False |
False |
108,067 |
| 80 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0108 |
0.8% |
7% |
False |
False |
81,579 |
| 100 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0113 |
0.8% |
7% |
False |
False |
65,301 |
| 120 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0105 |
0.8% |
7% |
False |
False |
54,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3659 |
|
2.618 |
1.3543 |
|
1.618 |
1.3472 |
|
1.000 |
1.3428 |
|
0.618 |
1.3401 |
|
HIGH |
1.3357 |
|
0.618 |
1.3330 |
|
0.500 |
1.3322 |
|
0.382 |
1.3313 |
|
LOW |
1.3286 |
|
0.618 |
1.3242 |
|
1.000 |
1.3215 |
|
1.618 |
1.3171 |
|
2.618 |
1.3100 |
|
4.250 |
1.2984 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3322 |
1.3295 |
| PP |
1.3314 |
1.3290 |
| S1 |
1.3307 |
1.3286 |
|