CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3421 |
1.3378 |
-0.0043 |
-0.3% |
1.3383 |
| High |
1.3462 |
1.3471 |
0.0009 |
0.1% |
1.3428 |
| Low |
1.3362 |
1.3368 |
0.0006 |
0.0% |
1.3280 |
| Close |
1.3379 |
1.3456 |
0.0077 |
0.6% |
1.3412 |
| Range |
0.0100 |
0.0103 |
0.0003 |
3.0% |
0.0148 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.9% |
0.0000 |
| Volume |
5,981 |
10,001 |
4,020 |
67.2% |
23,884 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3701 |
1.3513 |
|
| R3 |
1.3638 |
1.3598 |
1.3484 |
|
| R2 |
1.3535 |
1.3535 |
1.3475 |
|
| R1 |
1.3495 |
1.3495 |
1.3465 |
1.3515 |
| PP |
1.3432 |
1.3432 |
1.3432 |
1.3442 |
| S1 |
1.3392 |
1.3392 |
1.3447 |
1.3412 |
| S2 |
1.3329 |
1.3329 |
1.3437 |
|
| S3 |
1.3226 |
1.3289 |
1.3428 |
|
| S4 |
1.3123 |
1.3186 |
1.3399 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3763 |
1.3493 |
|
| R3 |
1.3669 |
1.3615 |
1.3453 |
|
| R2 |
1.3521 |
1.3521 |
1.3439 |
|
| R1 |
1.3467 |
1.3467 |
1.3426 |
1.3494 |
| PP |
1.3373 |
1.3373 |
1.3373 |
1.3387 |
| S1 |
1.3319 |
1.3319 |
1.3398 |
1.3346 |
| S2 |
1.3225 |
1.3225 |
1.3385 |
|
| S3 |
1.3077 |
1.3171 |
1.3371 |
|
| S4 |
1.2929 |
1.3023 |
1.3331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3471 |
1.3319 |
0.0152 |
1.1% |
0.0086 |
0.6% |
90% |
True |
False |
7,670 |
| 10 |
1.3566 |
1.3280 |
0.0286 |
2.1% |
0.0091 |
0.7% |
62% |
False |
False |
4,421 |
| 20 |
1.3695 |
1.3280 |
0.0415 |
3.1% |
0.0091 |
0.7% |
42% |
False |
False |
2,398 |
| 40 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0091 |
0.7% |
15% |
False |
False |
1,327 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0087 |
0.6% |
15% |
False |
False |
900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3909 |
|
2.618 |
1.3741 |
|
1.618 |
1.3638 |
|
1.000 |
1.3574 |
|
0.618 |
1.3535 |
|
HIGH |
1.3471 |
|
0.618 |
1.3432 |
|
0.500 |
1.3420 |
|
0.382 |
1.3407 |
|
LOW |
1.3368 |
|
0.618 |
1.3304 |
|
1.000 |
1.3265 |
|
1.618 |
1.3201 |
|
2.618 |
1.3098 |
|
4.250 |
1.2930 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3444 |
1.3436 |
| PP |
1.3432 |
1.3417 |
| S1 |
1.3420 |
1.3397 |
|