CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3378 |
1.3463 |
0.0085 |
0.6% |
1.3383 |
| High |
1.3471 |
1.3507 |
0.0036 |
0.3% |
1.3428 |
| Low |
1.3368 |
1.3460 |
0.0092 |
0.7% |
1.3280 |
| Close |
1.3456 |
1.3473 |
0.0017 |
0.1% |
1.3412 |
| Range |
0.0103 |
0.0047 |
-0.0056 |
-54.4% |
0.0148 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
10,001 |
15,832 |
5,831 |
58.3% |
23,884 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3621 |
1.3594 |
1.3499 |
|
| R3 |
1.3574 |
1.3547 |
1.3486 |
|
| R2 |
1.3527 |
1.3527 |
1.3482 |
|
| R1 |
1.3500 |
1.3500 |
1.3477 |
1.3514 |
| PP |
1.3480 |
1.3480 |
1.3480 |
1.3487 |
| S1 |
1.3453 |
1.3453 |
1.3469 |
1.3467 |
| S2 |
1.3433 |
1.3433 |
1.3464 |
|
| S3 |
1.3386 |
1.3406 |
1.3460 |
|
| S4 |
1.3339 |
1.3359 |
1.3447 |
|
|
| 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 |
1.3507 |
1.3323 |
0.0184 |
1.4% |
0.0085 |
0.6% |
82% |
True |
False |
8,210 |
| 10 |
1.3515 |
1.3280 |
0.0235 |
1.7% |
0.0088 |
0.7% |
82% |
False |
False |
5,967 |
| 20 |
1.3695 |
1.3280 |
0.0415 |
3.1% |
0.0088 |
0.7% |
47% |
False |
False |
3,166 |
| 40 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0091 |
0.7% |
16% |
False |
False |
1,722 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0087 |
0.6% |
16% |
False |
False |
1,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3707 |
|
2.618 |
1.3630 |
|
1.618 |
1.3583 |
|
1.000 |
1.3554 |
|
0.618 |
1.3536 |
|
HIGH |
1.3507 |
|
0.618 |
1.3489 |
|
0.500 |
1.3484 |
|
0.382 |
1.3478 |
|
LOW |
1.3460 |
|
0.618 |
1.3431 |
|
1.000 |
1.3413 |
|
1.618 |
1.3384 |
|
2.618 |
1.3337 |
|
4.250 |
1.3260 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3484 |
1.3460 |
| PP |
1.3480 |
1.3447 |
| S1 |
1.3477 |
1.3435 |
|