CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3377 |
1.3378 |
0.0001 |
0.0% |
1.3362 |
| High |
1.3392 |
1.3448 |
0.0056 |
0.4% |
1.3477 |
| Low |
1.3311 |
1.3255 |
-0.0056 |
-0.4% |
1.3302 |
| Close |
1.3360 |
1.3283 |
-0.0077 |
-0.6% |
1.3417 |
| Range |
0.0081 |
0.0193 |
0.0112 |
138.3% |
0.0175 |
| ATR |
0.0094 |
0.0101 |
0.0007 |
7.5% |
0.0000 |
| Volume |
167,325 |
191,703 |
24,378 |
14.6% |
606,978 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3908 |
1.3788 |
1.3389 |
|
| R3 |
1.3715 |
1.3595 |
1.3336 |
|
| R2 |
1.3522 |
1.3522 |
1.3318 |
|
| R1 |
1.3402 |
1.3402 |
1.3301 |
1.3366 |
| PP |
1.3329 |
1.3329 |
1.3329 |
1.3310 |
| S1 |
1.3209 |
1.3209 |
1.3265 |
1.3173 |
| S2 |
1.3136 |
1.3136 |
1.3248 |
|
| S3 |
1.2943 |
1.3016 |
1.3230 |
|
| S4 |
1.2750 |
1.2823 |
1.3177 |
|
|
| 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 |
1.3448 |
1.3255 |
0.0193 |
1.5% |
0.0108 |
0.8% |
15% |
True |
True |
149,457 |
| 10 |
1.3477 |
1.3255 |
0.0222 |
1.7% |
0.0101 |
0.8% |
13% |
False |
True |
136,138 |
| 20 |
1.3587 |
1.3215 |
0.0372 |
2.8% |
0.0096 |
0.7% |
18% |
False |
False |
134,572 |
| 40 |
1.4279 |
1.3215 |
0.1064 |
8.0% |
0.0102 |
0.8% |
6% |
False |
False |
126,920 |
| 60 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0103 |
0.8% |
6% |
False |
False |
120,099 |
| 80 |
1.4413 |
1.3215 |
0.1198 |
9.0% |
0.0103 |
0.8% |
6% |
False |
False |
98,481 |
| 100 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0113 |
0.8% |
6% |
False |
False |
78,902 |
| 120 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0107 |
0.8% |
6% |
False |
False |
65,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4268 |
|
2.618 |
1.3953 |
|
1.618 |
1.3760 |
|
1.000 |
1.3641 |
|
0.618 |
1.3567 |
|
HIGH |
1.3448 |
|
0.618 |
1.3374 |
|
0.500 |
1.3352 |
|
0.382 |
1.3329 |
|
LOW |
1.3255 |
|
0.618 |
1.3136 |
|
1.000 |
1.3062 |
|
1.618 |
1.2943 |
|
2.618 |
1.2750 |
|
4.250 |
1.2435 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3352 |
| PP |
1.3329 |
1.3329 |
| S1 |
1.3306 |
1.3306 |
|