CME British Pound Future June 2018
Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1.3416 |
1.3382 |
-0.0034 |
-0.3% |
1.3362 |
High |
1.3446 |
1.3429 |
-0.0017 |
-0.1% |
1.3477 |
Low |
1.3348 |
1.3345 |
-0.0003 |
0.0% |
1.3302 |
Close |
1.3384 |
1.3379 |
-0.0005 |
0.0% |
1.3417 |
Range |
0.0098 |
0.0084 |
-0.0014 |
-14.3% |
0.0175 |
ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
118,892 |
155,701 |
36,809 |
31.0% |
606,978 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3636 |
1.3592 |
1.3425 |
|
R3 |
1.3552 |
1.3508 |
1.3402 |
|
R2 |
1.3468 |
1.3468 |
1.3394 |
|
R1 |
1.3424 |
1.3424 |
1.3387 |
1.3404 |
PP |
1.3384 |
1.3384 |
1.3384 |
1.3375 |
S1 |
1.3340 |
1.3340 |
1.3371 |
1.3320 |
S2 |
1.3300 |
1.3300 |
1.3364 |
|
S3 |
1.3216 |
1.3256 |
1.3356 |
|
S4 |
1.3132 |
1.3172 |
1.3333 |
|
|
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 |
1.3345 |
0.0132 |
1.0% |
0.0083 |
0.6% |
26% |
False |
True |
130,115 |
10 |
1.3477 |
1.3253 |
0.0224 |
1.7% |
0.0087 |
0.7% |
56% |
False |
False |
128,627 |
20 |
1.3591 |
1.3215 |
0.0376 |
2.8% |
0.0092 |
0.7% |
44% |
False |
False |
127,743 |
40 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0101 |
0.8% |
14% |
False |
False |
124,239 |
60 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0103 |
0.8% |
14% |
False |
False |
118,644 |
80 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0102 |
0.8% |
14% |
False |
False |
94,016 |
100 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0112 |
0.8% |
14% |
False |
False |
75,314 |
120 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0105 |
0.8% |
14% |
False |
False |
62,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3786 |
2.618 |
1.3649 |
1.618 |
1.3565 |
1.000 |
1.3513 |
0.618 |
1.3481 |
HIGH |
1.3429 |
0.618 |
1.3397 |
0.500 |
1.3387 |
0.382 |
1.3377 |
LOW |
1.3345 |
0.618 |
1.3293 |
1.000 |
1.3261 |
1.618 |
1.3209 |
2.618 |
1.3125 |
4.250 |
1.2988 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1.3387 |
1.3396 |
PP |
1.3384 |
1.3390 |
S1 |
1.3382 |
1.3385 |
|