CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3302 |
1.3362 |
0.0060 |
0.5% |
1.3320 |
| High |
1.3370 |
1.3406 |
0.0036 |
0.3% |
1.3370 |
| Low |
1.3261 |
1.3302 |
0.0041 |
0.3% |
1.3215 |
| Close |
1.3354 |
1.3322 |
-0.0032 |
-0.2% |
1.3354 |
| Range |
0.0109 |
0.0104 |
-0.0005 |
-4.6% |
0.0155 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.4% |
0.0000 |
| Volume |
120,783 |
103,359 |
-17,424 |
-14.4% |
616,576 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3655 |
1.3593 |
1.3379 |
|
| R3 |
1.3551 |
1.3489 |
1.3351 |
|
| R2 |
1.3447 |
1.3447 |
1.3341 |
|
| R1 |
1.3385 |
1.3385 |
1.3332 |
1.3364 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3333 |
| S1 |
1.3281 |
1.3281 |
1.3312 |
1.3260 |
| S2 |
1.3239 |
1.3239 |
1.3303 |
|
| S3 |
1.3135 |
1.3177 |
1.3293 |
|
| S4 |
1.3031 |
1.3073 |
1.3265 |
|
|
| 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 |
1.3406 |
1.3215 |
0.0191 |
1.4% |
0.0097 |
0.7% |
56% |
True |
False |
143,987 |
| 10 |
1.3507 |
1.3215 |
0.0292 |
2.2% |
0.0096 |
0.7% |
37% |
False |
False |
134,896 |
| 20 |
1.3638 |
1.3215 |
0.0423 |
3.2% |
0.0096 |
0.7% |
25% |
False |
False |
123,646 |
| 40 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0101 |
0.8% |
9% |
False |
False |
118,710 |
| 60 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0103 |
0.8% |
9% |
False |
False |
111,608 |
| 80 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0107 |
0.8% |
9% |
False |
False |
84,376 |
| 100 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0114 |
0.9% |
9% |
False |
False |
67,542 |
| 120 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0104 |
0.8% |
9% |
False |
False |
56,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3848 |
|
2.618 |
1.3678 |
|
1.618 |
1.3574 |
|
1.000 |
1.3510 |
|
0.618 |
1.3470 |
|
HIGH |
1.3406 |
|
0.618 |
1.3366 |
|
0.500 |
1.3354 |
|
0.382 |
1.3342 |
|
LOW |
1.3302 |
|
0.618 |
1.3238 |
|
1.000 |
1.3198 |
|
1.618 |
1.3134 |
|
2.618 |
1.3030 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3354 |
1.3334 |
| PP |
1.3343 |
1.3330 |
| S1 |
1.3333 |
1.3326 |
|