CME British Pound Future September 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 |
1.3468 |
1.3439 |
-0.0029 |
-0.2% |
1.3421 |
High |
1.3503 |
1.3484 |
-0.0019 |
-0.1% |
1.3533 |
Low |
1.3407 |
1.3402 |
-0.0005 |
0.0% |
1.3362 |
Close |
1.3441 |
1.3436 |
-0.0005 |
0.0% |
1.3475 |
Range |
0.0096 |
0.0082 |
-0.0014 |
-14.6% |
0.0171 |
ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
37,180 |
48,719 |
11,539 |
31.0% |
43,813 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3687 |
1.3643 |
1.3481 |
|
R3 |
1.3605 |
1.3561 |
1.3459 |
|
R2 |
1.3523 |
1.3523 |
1.3451 |
|
R1 |
1.3479 |
1.3479 |
1.3444 |
1.3460 |
PP |
1.3441 |
1.3441 |
1.3441 |
1.3431 |
S1 |
1.3397 |
1.3397 |
1.3428 |
1.3378 |
S2 |
1.3359 |
1.3359 |
1.3421 |
|
S3 |
1.3277 |
1.3315 |
1.3413 |
|
S4 |
1.3195 |
1.3233 |
1.3391 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3970 |
1.3893 |
1.3569 |
|
R3 |
1.3799 |
1.3722 |
1.3522 |
|
R2 |
1.3628 |
1.3628 |
1.3506 |
|
R1 |
1.3551 |
1.3551 |
1.3491 |
1.3590 |
PP |
1.3457 |
1.3457 |
1.3457 |
1.3476 |
S1 |
1.3380 |
1.3380 |
1.3459 |
1.3419 |
S2 |
1.3286 |
1.3286 |
1.3444 |
|
S3 |
1.3115 |
1.3209 |
1.3428 |
|
S4 |
1.2944 |
1.3038 |
1.3381 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3533 |
1.3402 |
0.0131 |
1.0% |
0.0082 |
0.6% |
26% |
False |
True |
22,746 |
10 |
1.3533 |
1.3319 |
0.0214 |
1.6% |
0.0084 |
0.6% |
55% |
False |
False |
15,208 |
20 |
1.3647 |
1.3280 |
0.0367 |
2.7% |
0.0087 |
0.6% |
43% |
False |
False |
8,021 |
40 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0093 |
0.7% |
13% |
False |
False |
4,163 |
60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0090 |
0.7% |
13% |
False |
False |
2,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3833 |
2.618 |
1.3699 |
1.618 |
1.3617 |
1.000 |
1.3566 |
0.618 |
1.3535 |
HIGH |
1.3484 |
0.618 |
1.3453 |
0.500 |
1.3443 |
0.382 |
1.3433 |
LOW |
1.3402 |
0.618 |
1.3351 |
1.000 |
1.3320 |
1.618 |
1.3269 |
2.618 |
1.3187 |
4.250 |
1.3054 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1.3443 |
1.3453 |
PP |
1.3441 |
1.3447 |
S1 |
1.3438 |
1.3442 |
|