CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3228 |
1.3291 |
0.0063 |
0.5% |
1.3328 |
| High |
1.3320 |
1.3366 |
0.0046 |
0.3% |
1.3366 |
| Low |
1.3152 |
1.3288 |
0.0136 |
1.0% |
1.3152 |
| Close |
1.3306 |
1.3312 |
0.0006 |
0.0% |
1.3312 |
| Range |
0.0168 |
0.0078 |
-0.0090 |
-53.6% |
0.0214 |
| ATR |
0.0099 |
0.0097 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
156,409 |
110,583 |
-45,826 |
-29.3% |
555,724 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3512 |
1.3355 |
|
| R3 |
1.3478 |
1.3434 |
1.3333 |
|
| R2 |
1.3400 |
1.3400 |
1.3326 |
|
| R1 |
1.3356 |
1.3356 |
1.3319 |
1.3378 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3333 |
| S1 |
1.3278 |
1.3278 |
1.3305 |
1.3300 |
| S2 |
1.3244 |
1.3244 |
1.3298 |
|
| S3 |
1.3166 |
1.3200 |
1.3291 |
|
| S4 |
1.3088 |
1.3122 |
1.3269 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3829 |
1.3430 |
|
| R3 |
1.3705 |
1.3615 |
1.3371 |
|
| R2 |
1.3491 |
1.3491 |
1.3351 |
|
| R1 |
1.3401 |
1.3401 |
1.3332 |
1.3339 |
| PP |
1.3277 |
1.3277 |
1.3277 |
1.3246 |
| S1 |
1.3187 |
1.3187 |
1.3292 |
1.3125 |
| S2 |
1.3063 |
1.3063 |
1.3273 |
|
| S3 |
1.2849 |
1.2973 |
1.3253 |
|
| S4 |
1.2635 |
1.2759 |
1.3194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3366 |
1.3152 |
0.0214 |
1.6% |
0.0098 |
0.7% |
75% |
True |
False |
111,144 |
| 10 |
1.3505 |
1.3152 |
0.0353 |
2.7% |
0.0103 |
0.8% |
45% |
False |
False |
94,707 |
| 20 |
1.3533 |
1.3152 |
0.0381 |
2.9% |
0.0095 |
0.7% |
42% |
False |
False |
50,750 |
| 40 |
1.4018 |
1.3152 |
0.0866 |
6.5% |
0.0095 |
0.7% |
18% |
False |
False |
25,608 |
| 60 |
1.4463 |
1.3152 |
0.1311 |
9.8% |
0.0091 |
0.7% |
12% |
False |
False |
17,136 |
| 80 |
1.4463 |
1.3152 |
0.1311 |
9.8% |
0.0083 |
0.6% |
12% |
False |
False |
12,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3698 |
|
2.618 |
1.3570 |
|
1.618 |
1.3492 |
|
1.000 |
1.3444 |
|
0.618 |
1.3414 |
|
HIGH |
1.3366 |
|
0.618 |
1.3336 |
|
0.500 |
1.3327 |
|
0.382 |
1.3318 |
|
LOW |
1.3288 |
|
0.618 |
1.3240 |
|
1.000 |
1.3210 |
|
1.618 |
1.3162 |
|
2.618 |
1.3084 |
|
4.250 |
1.2957 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3327 |
1.3294 |
| PP |
1.3322 |
1.3277 |
| S1 |
1.3317 |
1.3259 |
|