CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3426 |
1.3416 |
-0.0010 |
-0.1% |
1.3362 |
| High |
1.3444 |
1.3446 |
0.0002 |
0.0% |
1.3477 |
| Low |
1.3359 |
1.3348 |
-0.0011 |
-0.1% |
1.3302 |
| Close |
1.3417 |
1.3384 |
-0.0033 |
-0.2% |
1.3417 |
| Range |
0.0085 |
0.0098 |
0.0013 |
15.3% |
0.0175 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.2% |
0.0000 |
| Volume |
113,664 |
118,892 |
5,228 |
4.6% |
606,978 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3687 |
1.3633 |
1.3438 |
|
| R3 |
1.3589 |
1.3535 |
1.3411 |
|
| R2 |
1.3491 |
1.3491 |
1.3402 |
|
| R1 |
1.3437 |
1.3437 |
1.3393 |
1.3415 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3382 |
| S1 |
1.3339 |
1.3339 |
1.3375 |
1.3317 |
| S2 |
1.3295 |
1.3295 |
1.3366 |
|
| S3 |
1.3197 |
1.3241 |
1.3357 |
|
| S4 |
1.3099 |
1.3143 |
1.3330 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3924 |
1.3845 |
1.3513 |
|
| R3 |
1.3749 |
1.3670 |
1.3465 |
|
| R2 |
1.3574 |
1.3574 |
1.3449 |
|
| R1 |
1.3495 |
1.3495 |
1.3433 |
1.3535 |
| PP |
1.3399 |
1.3399 |
1.3399 |
1.3418 |
| S1 |
1.3320 |
1.3320 |
1.3401 |
1.3360 |
| S2 |
1.3224 |
1.3224 |
1.3385 |
|
| S3 |
1.3049 |
1.3145 |
1.3369 |
|
| S4 |
1.2874 |
1.2970 |
1.3321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3477 |
1.3310 |
0.0167 |
1.2% |
0.0088 |
0.7% |
44% |
False |
False |
124,502 |
| 10 |
1.3477 |
1.3215 |
0.0262 |
2.0% |
0.0093 |
0.7% |
65% |
False |
False |
134,244 |
| 20 |
1.3628 |
1.3215 |
0.0413 |
3.1% |
0.0091 |
0.7% |
41% |
False |
False |
123,801 |
| 40 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0102 |
0.8% |
14% |
False |
False |
122,852 |
| 60 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0103 |
0.8% |
14% |
False |
False |
118,108 |
| 80 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0103 |
0.8% |
14% |
False |
False |
92,075 |
| 100 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0112 |
0.8% |
14% |
False |
False |
73,757 |
| 120 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0105 |
0.8% |
14% |
False |
False |
61,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3863 |
|
2.618 |
1.3703 |
|
1.618 |
1.3605 |
|
1.000 |
1.3544 |
|
0.618 |
1.3507 |
|
HIGH |
1.3446 |
|
0.618 |
1.3409 |
|
0.500 |
1.3397 |
|
0.382 |
1.3385 |
|
LOW |
1.3348 |
|
0.618 |
1.3287 |
|
1.000 |
1.3250 |
|
1.618 |
1.3189 |
|
2.618 |
1.3091 |
|
4.250 |
1.2932 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3397 |
1.3413 |
| PP |
1.3393 |
1.3403 |
| S1 |
1.3388 |
1.3394 |
|