CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3261 |
1.3280 |
0.0019 |
0.1% |
1.3416 |
| High |
1.3298 |
1.3280 |
-0.0018 |
-0.1% |
1.3448 |
| Low |
1.3212 |
1.3227 |
0.0015 |
0.1% |
1.3212 |
| Close |
1.3283 |
1.3236 |
-0.0047 |
-0.4% |
1.3283 |
| Range |
0.0086 |
0.0053 |
-0.0033 |
-38.4% |
0.0236 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
31,122 |
3,112 |
-28,010 |
-90.0% |
664,743 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3407 |
1.3374 |
1.3265 |
|
| R3 |
1.3354 |
1.3321 |
1.3251 |
|
| R2 |
1.3301 |
1.3301 |
1.3246 |
|
| R1 |
1.3268 |
1.3268 |
1.3241 |
1.3258 |
| PP |
1.3248 |
1.3248 |
1.3248 |
1.3243 |
| S1 |
1.3215 |
1.3215 |
1.3231 |
1.3205 |
| S2 |
1.3195 |
1.3195 |
1.3226 |
|
| S3 |
1.3142 |
1.3162 |
1.3221 |
|
| S4 |
1.3089 |
1.3109 |
1.3207 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4022 |
1.3889 |
1.3413 |
|
| R3 |
1.3786 |
1.3653 |
1.3348 |
|
| R2 |
1.3550 |
1.3550 |
1.3326 |
|
| R1 |
1.3417 |
1.3417 |
1.3305 |
1.3366 |
| PP |
1.3314 |
1.3314 |
1.3314 |
1.3289 |
| S1 |
1.3181 |
1.3181 |
1.3261 |
1.3130 |
| S2 |
1.3078 |
1.3078 |
1.3240 |
|
| S3 |
1.2842 |
1.2945 |
1.3218 |
|
| S4 |
1.2606 |
1.2709 |
1.3153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3448 |
1.3212 |
0.0236 |
1.8% |
0.0099 |
0.8% |
10% |
False |
False |
109,792 |
| 10 |
1.3477 |
1.3212 |
0.0265 |
2.0% |
0.0094 |
0.7% |
9% |
False |
False |
117,147 |
| 20 |
1.3507 |
1.3212 |
0.0295 |
2.2% |
0.0095 |
0.7% |
8% |
False |
False |
126,022 |
| 40 |
1.4064 |
1.3212 |
0.0852 |
6.4% |
0.0099 |
0.7% |
3% |
False |
False |
120,624 |
| 60 |
1.4413 |
1.3212 |
0.1201 |
9.1% |
0.0100 |
0.8% |
2% |
False |
False |
115,734 |
| 80 |
1.4413 |
1.3212 |
0.1201 |
9.1% |
0.0102 |
0.8% |
2% |
False |
False |
98,886 |
| 100 |
1.4415 |
1.3212 |
0.1203 |
9.1% |
0.0111 |
0.8% |
2% |
False |
False |
79,239 |
| 120 |
1.4415 |
1.3212 |
0.1203 |
9.1% |
0.0107 |
0.8% |
2% |
False |
False |
66,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3505 |
|
2.618 |
1.3419 |
|
1.618 |
1.3366 |
|
1.000 |
1.3333 |
|
0.618 |
1.3313 |
|
HIGH |
1.3280 |
|
0.618 |
1.3260 |
|
0.500 |
1.3254 |
|
0.382 |
1.3247 |
|
LOW |
1.3227 |
|
0.618 |
1.3194 |
|
1.000 |
1.3174 |
|
1.618 |
1.3141 |
|
2.618 |
1.3088 |
|
4.250 |
1.3002 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3254 |
1.3330 |
| PP |
1.3248 |
1.3299 |
| S1 |
1.3242 |
1.3267 |
|