CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3293 |
1.3302 |
0.0009 |
0.1% |
1.3320 |
| High |
1.3357 |
1.3370 |
0.0013 |
0.1% |
1.3370 |
| Low |
1.3286 |
1.3261 |
-0.0025 |
-0.2% |
1.3215 |
| Close |
1.3299 |
1.3354 |
0.0055 |
0.4% |
1.3354 |
| Range |
0.0071 |
0.0109 |
0.0038 |
53.5% |
0.0155 |
| ATR |
0.0098 |
0.0098 |
0.0001 |
0.8% |
0.0000 |
| Volume |
146,676 |
120,783 |
-25,893 |
-17.7% |
616,576 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3655 |
1.3614 |
1.3414 |
|
| R3 |
1.3546 |
1.3505 |
1.3384 |
|
| R2 |
1.3437 |
1.3437 |
1.3374 |
|
| R1 |
1.3396 |
1.3396 |
1.3364 |
1.3417 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3339 |
| S1 |
1.3287 |
1.3287 |
1.3344 |
1.3308 |
| S2 |
1.3219 |
1.3219 |
1.3334 |
|
| S3 |
1.3110 |
1.3178 |
1.3324 |
|
| S4 |
1.3001 |
1.3069 |
1.3294 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3778 |
1.3721 |
1.3439 |
|
| R3 |
1.3623 |
1.3566 |
1.3397 |
|
| R2 |
1.3468 |
1.3468 |
1.3382 |
|
| R1 |
1.3411 |
1.3411 |
1.3368 |
1.3440 |
| PP |
1.3313 |
1.3313 |
1.3313 |
1.3327 |
| S1 |
1.3256 |
1.3256 |
1.3340 |
1.3285 |
| S2 |
1.3158 |
1.3158 |
1.3326 |
|
| S3 |
1.3003 |
1.3101 |
1.3311 |
|
| S4 |
1.2848 |
1.2946 |
1.3269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3400 |
1.3215 |
0.0185 |
1.4% |
0.0095 |
0.7% |
75% |
False |
False |
145,107 |
| 10 |
1.3545 |
1.3215 |
0.0330 |
2.5% |
0.0093 |
0.7% |
42% |
False |
False |
133,400 |
| 20 |
1.3638 |
1.3215 |
0.0423 |
3.2% |
0.0096 |
0.7% |
33% |
False |
False |
124,318 |
| 40 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0101 |
0.8% |
12% |
False |
False |
118,831 |
| 60 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0103 |
0.8% |
12% |
False |
False |
110,029 |
| 80 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0107 |
0.8% |
12% |
False |
False |
83,087 |
| 100 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0113 |
0.8% |
12% |
False |
False |
66,508 |
| 120 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0105 |
0.8% |
12% |
False |
False |
55,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3833 |
|
2.618 |
1.3655 |
|
1.618 |
1.3546 |
|
1.000 |
1.3479 |
|
0.618 |
1.3437 |
|
HIGH |
1.3370 |
|
0.618 |
1.3328 |
|
0.500 |
1.3316 |
|
0.382 |
1.3303 |
|
LOW |
1.3261 |
|
0.618 |
1.3194 |
|
1.000 |
1.3152 |
|
1.618 |
1.3085 |
|
2.618 |
1.2976 |
|
4.250 |
1.2798 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3341 |
1.3340 |
| PP |
1.3328 |
1.3326 |
| S1 |
1.3316 |
1.3312 |
|