CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3298 |
1.3224 |
-0.0074 |
-0.6% |
1.3468 |
| High |
1.3329 |
1.3269 |
-0.0060 |
-0.5% |
1.3505 |
| Low |
1.3204 |
1.3199 |
-0.0005 |
0.0% |
1.3266 |
| Close |
1.3221 |
1.3239 |
0.0018 |
0.1% |
1.3337 |
| Range |
0.0125 |
0.0070 |
-0.0055 |
-44.0% |
0.0239 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
109,033 |
109,082 |
49 |
0.0% |
391,348 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3446 |
1.3412 |
1.3278 |
|
| R3 |
1.3376 |
1.3342 |
1.3258 |
|
| R2 |
1.3306 |
1.3306 |
1.3252 |
|
| R1 |
1.3272 |
1.3272 |
1.3245 |
1.3289 |
| PP |
1.3236 |
1.3236 |
1.3236 |
1.3244 |
| S1 |
1.3202 |
1.3202 |
1.3233 |
1.3219 |
| S2 |
1.3166 |
1.3166 |
1.3226 |
|
| S3 |
1.3096 |
1.3132 |
1.3220 |
|
| S4 |
1.3026 |
1.3062 |
1.3201 |
|
|
| 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 |
1.3199 |
0.0306 |
2.3% |
0.0105 |
0.8% |
13% |
False |
True |
102,267 |
| 10 |
1.3533 |
1.3199 |
0.0334 |
2.5% |
0.0097 |
0.7% |
12% |
False |
True |
69,207 |
| 20 |
1.3533 |
1.3199 |
0.0334 |
2.5% |
0.0092 |
0.7% |
12% |
False |
True |
37,587 |
| 40 |
1.4088 |
1.3199 |
0.0889 |
6.7% |
0.0093 |
0.7% |
4% |
False |
True |
18,939 |
| 60 |
1.4463 |
1.3199 |
0.1264 |
9.5% |
0.0091 |
0.7% |
3% |
False |
True |
12,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3567 |
|
2.618 |
1.3452 |
|
1.618 |
1.3382 |
|
1.000 |
1.3339 |
|
0.618 |
1.3312 |
|
HIGH |
1.3269 |
|
0.618 |
1.3242 |
|
0.500 |
1.3234 |
|
0.382 |
1.3226 |
|
LOW |
1.3199 |
|
0.618 |
1.3156 |
|
1.000 |
1.3129 |
|
1.618 |
1.3086 |
|
2.618 |
1.3016 |
|
4.250 |
1.2902 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3237 |
1.3265 |
| PP |
1.3236 |
1.3256 |
| S1 |
1.3234 |
1.3248 |
|