CME British Pound Future September 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 |
1.3435 |
1.3435 |
0.0000 |
0.0% |
1.3421 |
| High |
1.3449 |
1.3505 |
0.0056 |
0.4% |
1.3533 |
| Low |
1.3368 |
1.3311 |
-0.0057 |
-0.4% |
1.3362 |
| Close |
1.3416 |
1.3338 |
-0.0078 |
-0.6% |
1.3475 |
| Range |
0.0081 |
0.0194 |
0.0113 |
139.5% |
0.0171 |
| ATR |
0.0089 |
0.0096 |
0.0008 |
8.5% |
0.0000 |
| Volume |
82,846 |
112,191 |
29,345 |
35.4% |
43,813 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3967 |
1.3846 |
1.3445 |
|
| R3 |
1.3773 |
1.3652 |
1.3391 |
|
| R2 |
1.3579 |
1.3579 |
1.3374 |
|
| R1 |
1.3458 |
1.3458 |
1.3356 |
1.3422 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3366 |
| S1 |
1.3264 |
1.3264 |
1.3320 |
1.3228 |
| S2 |
1.3191 |
1.3191 |
1.3302 |
|
| S3 |
1.2997 |
1.3070 |
1.3285 |
|
| S4 |
1.2803 |
1.2876 |
1.3231 |
|
|
| 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 |
1.3505 |
1.3311 |
0.0194 |
1.5% |
0.0107 |
0.8% |
14% |
True |
True |
57,981 |
| 10 |
1.3533 |
1.3311 |
0.0222 |
1.7% |
0.0099 |
0.7% |
12% |
False |
True |
33,051 |
| 20 |
1.3645 |
1.3280 |
0.0365 |
2.7% |
0.0092 |
0.7% |
16% |
False |
False |
17,728 |
| 40 |
1.4334 |
1.3280 |
0.1054 |
7.9% |
0.0095 |
0.7% |
6% |
False |
False |
9,033 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.9% |
0.0092 |
0.7% |
5% |
False |
False |
6,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4330 |
|
2.618 |
1.4013 |
|
1.618 |
1.3819 |
|
1.000 |
1.3699 |
|
0.618 |
1.3625 |
|
HIGH |
1.3505 |
|
0.618 |
1.3431 |
|
0.500 |
1.3408 |
|
0.382 |
1.3385 |
|
LOW |
1.3311 |
|
0.618 |
1.3191 |
|
1.000 |
1.3117 |
|
1.618 |
1.2997 |
|
2.618 |
1.2803 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3408 |
1.3408 |
| PP |
1.3385 |
1.3385 |
| S1 |
1.3361 |
1.3361 |
|