CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3435 |
1.3319 |
-0.0116 |
-0.9% |
1.3468 |
| High |
1.3505 |
1.3354 |
-0.0151 |
-1.1% |
1.3505 |
| Low |
1.3311 |
1.3266 |
-0.0045 |
-0.3% |
1.3266 |
| Close |
1.3338 |
1.3337 |
-0.0001 |
0.0% |
1.3337 |
| Range |
0.0194 |
0.0088 |
-0.0106 |
-54.6% |
0.0239 |
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
112,191 |
110,412 |
-1,779 |
-1.6% |
391,348 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3583 |
1.3548 |
1.3385 |
|
| R3 |
1.3495 |
1.3460 |
1.3361 |
|
| R2 |
1.3407 |
1.3407 |
1.3353 |
|
| R1 |
1.3372 |
1.3372 |
1.3345 |
1.3390 |
| PP |
1.3319 |
1.3319 |
1.3319 |
1.3328 |
| S1 |
1.3284 |
1.3284 |
1.3329 |
1.3302 |
| S2 |
1.3231 |
1.3231 |
1.3321 |
|
| S3 |
1.3143 |
1.3196 |
1.3313 |
|
| S4 |
1.3055 |
1.3108 |
1.3289 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4086 |
1.3951 |
1.3468 |
|
| R3 |
1.3847 |
1.3712 |
1.3403 |
|
| R2 |
1.3608 |
1.3608 |
1.3381 |
|
| R1 |
1.3473 |
1.3473 |
1.3359 |
1.3421 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3344 |
| S1 |
1.3234 |
1.3234 |
1.3315 |
1.3182 |
| S2 |
1.3130 |
1.3130 |
1.3293 |
|
| S3 |
1.2891 |
1.2995 |
1.3271 |
|
| S4 |
1.2652 |
1.2756 |
1.3206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3505 |
1.3266 |
0.0239 |
1.8% |
0.0108 |
0.8% |
30% |
False |
True |
78,269 |
| 10 |
1.3533 |
1.3266 |
0.0267 |
2.0% |
0.0097 |
0.7% |
27% |
False |
True |
43,516 |
| 20 |
1.3597 |
1.3266 |
0.0331 |
2.5% |
0.0092 |
0.7% |
21% |
False |
True |
23,216 |
| 40 |
1.4175 |
1.3266 |
0.0909 |
6.8% |
0.0093 |
0.7% |
8% |
False |
True |
11,734 |
| 60 |
1.4463 |
1.3266 |
0.1197 |
9.0% |
0.0091 |
0.7% |
6% |
False |
True |
7,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3728 |
|
2.618 |
1.3584 |
|
1.618 |
1.3496 |
|
1.000 |
1.3442 |
|
0.618 |
1.3408 |
|
HIGH |
1.3354 |
|
0.618 |
1.3320 |
|
0.500 |
1.3310 |
|
0.382 |
1.3300 |
|
LOW |
1.3266 |
|
0.618 |
1.3212 |
|
1.000 |
1.3178 |
|
1.618 |
1.3124 |
|
2.618 |
1.3036 |
|
4.250 |
1.2892 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3328 |
1.3386 |
| PP |
1.3319 |
1.3369 |
| S1 |
1.3310 |
1.3353 |
|