CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3405 |
1.3422 |
0.0017 |
0.1% |
1.3320 |
| High |
1.3450 |
1.3477 |
0.0027 |
0.2% |
1.3370 |
| Low |
1.3403 |
1.3375 |
-0.0028 |
-0.2% |
1.3215 |
| Close |
1.3416 |
1.3431 |
0.0015 |
0.1% |
1.3354 |
| Range |
0.0047 |
0.0102 |
0.0055 |
117.0% |
0.0155 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.5% |
0.0000 |
| Volume |
107,798 |
154,522 |
46,724 |
43.3% |
616,576 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3684 |
1.3487 |
|
| R3 |
1.3632 |
1.3582 |
1.3459 |
|
| R2 |
1.3530 |
1.3530 |
1.3450 |
|
| R1 |
1.3480 |
1.3480 |
1.3440 |
1.3505 |
| PP |
1.3428 |
1.3428 |
1.3428 |
1.3440 |
| S1 |
1.3378 |
1.3378 |
1.3422 |
1.3403 |
| S2 |
1.3326 |
1.3326 |
1.3412 |
|
| S3 |
1.3224 |
1.3276 |
1.3403 |
|
| S4 |
1.3122 |
1.3174 |
1.3375 |
|
|
| 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 |
1.3477 |
1.3261 |
0.0216 |
1.6% |
0.0094 |
0.7% |
79% |
True |
False |
122,819 |
| 10 |
1.3477 |
1.3215 |
0.0262 |
2.0% |
0.0091 |
0.7% |
82% |
True |
False |
136,440 |
| 20 |
1.3638 |
1.3215 |
0.0423 |
3.1% |
0.0095 |
0.7% |
51% |
False |
False |
128,404 |
| 40 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0102 |
0.8% |
18% |
False |
False |
122,144 |
| 60 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0102 |
0.8% |
18% |
False |
False |
116,603 |
| 80 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0104 |
0.8% |
18% |
False |
False |
89,225 |
| 100 |
1.4415 |
1.3215 |
0.1200 |
8.9% |
0.0113 |
0.8% |
18% |
False |
False |
71,434 |
| 120 |
1.4415 |
1.3215 |
0.1200 |
8.9% |
0.0105 |
0.8% |
18% |
False |
False |
59,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3911 |
|
2.618 |
1.3744 |
|
1.618 |
1.3642 |
|
1.000 |
1.3579 |
|
0.618 |
1.3540 |
|
HIGH |
1.3477 |
|
0.618 |
1.3438 |
|
0.500 |
1.3426 |
|
0.382 |
1.3414 |
|
LOW |
1.3375 |
|
0.618 |
1.3312 |
|
1.000 |
1.3273 |
|
1.618 |
1.3210 |
|
2.618 |
1.3108 |
|
4.250 |
1.2942 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3429 |
1.3419 |
| PP |
1.3428 |
1.3406 |
| S1 |
1.3426 |
1.3394 |
|