CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3328 |
1.3298 |
-0.0030 |
-0.2% |
1.3468 |
| High |
1.3331 |
1.3329 |
-0.0002 |
0.0% |
1.3505 |
| Low |
1.3281 |
1.3204 |
-0.0077 |
-0.6% |
1.3266 |
| Close |
1.3296 |
1.3221 |
-0.0075 |
-0.6% |
1.3337 |
| Range |
0.0050 |
0.0125 |
0.0075 |
150.0% |
0.0239 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.5% |
0.0000 |
| Volume |
70,617 |
109,033 |
38,416 |
54.4% |
391,348 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3549 |
1.3290 |
|
| R3 |
1.3501 |
1.3424 |
1.3255 |
|
| R2 |
1.3376 |
1.3376 |
1.3244 |
|
| R1 |
1.3299 |
1.3299 |
1.3232 |
1.3275 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3240 |
| S1 |
1.3174 |
1.3174 |
1.3210 |
1.3150 |
| S2 |
1.3126 |
1.3126 |
1.3198 |
|
| S3 |
1.3001 |
1.3049 |
1.3187 |
|
| S4 |
1.2876 |
1.2924 |
1.3152 |
|
|
| 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 |
1.3204 |
0.0301 |
2.3% |
0.0108 |
0.8% |
6% |
False |
True |
97,019 |
| 10 |
1.3533 |
1.3204 |
0.0329 |
2.5% |
0.0095 |
0.7% |
5% |
False |
True |
59,882 |
| 20 |
1.3566 |
1.3204 |
0.0362 |
2.7% |
0.0093 |
0.7% |
5% |
False |
True |
32,152 |
| 40 |
1.4088 |
1.3204 |
0.0884 |
6.7% |
0.0093 |
0.7% |
2% |
False |
True |
16,212 |
| 60 |
1.4463 |
1.3204 |
0.1259 |
9.5% |
0.0090 |
0.7% |
1% |
False |
True |
10,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3860 |
|
2.618 |
1.3656 |
|
1.618 |
1.3531 |
|
1.000 |
1.3454 |
|
0.618 |
1.3406 |
|
HIGH |
1.3329 |
|
0.618 |
1.3281 |
|
0.500 |
1.3267 |
|
0.382 |
1.3252 |
|
LOW |
1.3204 |
|
0.618 |
1.3127 |
|
1.000 |
1.3079 |
|
1.618 |
1.3002 |
|
2.618 |
1.2877 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3267 |
1.3279 |
| PP |
1.3251 |
1.3260 |
| S1 |
1.3236 |
1.3240 |
|