CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3319 |
1.3328 |
0.0009 |
0.1% |
1.3468 |
| High |
1.3354 |
1.3331 |
-0.0023 |
-0.2% |
1.3505 |
| Low |
1.3266 |
1.3281 |
0.0015 |
0.1% |
1.3266 |
| Close |
1.3337 |
1.3296 |
-0.0041 |
-0.3% |
1.3337 |
| Range |
0.0088 |
0.0050 |
-0.0038 |
-43.2% |
0.0239 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
110,412 |
70,617 |
-39,795 |
-36.0% |
391,348 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3424 |
1.3324 |
|
| R3 |
1.3403 |
1.3374 |
1.3310 |
|
| R2 |
1.3353 |
1.3353 |
1.3305 |
|
| R1 |
1.3324 |
1.3324 |
1.3301 |
1.3314 |
| PP |
1.3303 |
1.3303 |
1.3303 |
1.3297 |
| S1 |
1.3274 |
1.3274 |
1.3291 |
1.3264 |
| S2 |
1.3253 |
1.3253 |
1.3287 |
|
| S3 |
1.3203 |
1.3224 |
1.3282 |
|
| S4 |
1.3153 |
1.3174 |
1.3269 |
|
|
| 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% |
0.0099 |
0.7% |
13% |
False |
False |
84,957 |
| 10 |
1.3533 |
1.3266 |
0.0267 |
2.0% |
0.0092 |
0.7% |
11% |
False |
False |
49,979 |
| 20 |
1.3566 |
1.3266 |
0.0300 |
2.3% |
0.0091 |
0.7% |
10% |
False |
False |
26,724 |
| 40 |
1.4117 |
1.3266 |
0.0851 |
6.4% |
0.0092 |
0.7% |
4% |
False |
False |
13,490 |
| 60 |
1.4463 |
1.3266 |
0.1197 |
9.0% |
0.0090 |
0.7% |
3% |
False |
False |
9,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3544 |
|
2.618 |
1.3462 |
|
1.618 |
1.3412 |
|
1.000 |
1.3381 |
|
0.618 |
1.3362 |
|
HIGH |
1.3331 |
|
0.618 |
1.3312 |
|
0.500 |
1.3306 |
|
0.382 |
1.3300 |
|
LOW |
1.3281 |
|
0.618 |
1.3250 |
|
1.000 |
1.3231 |
|
1.618 |
1.3200 |
|
2.618 |
1.3150 |
|
4.250 |
1.3069 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3306 |
1.3386 |
| PP |
1.3303 |
1.3356 |
| S1 |
1.3299 |
1.3326 |
|