CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3639 |
1.3599 |
-0.0040 |
-0.3% |
1.4032 |
| High |
1.3694 |
1.3654 |
-0.0040 |
-0.3% |
1.4064 |
| Low |
1.3582 |
1.3562 |
-0.0020 |
-0.1% |
1.3777 |
| Close |
1.3631 |
1.3595 |
-0.0036 |
-0.3% |
1.3818 |
| Range |
0.0112 |
0.0092 |
-0.0020 |
-17.9% |
0.0287 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
136,463 |
133,792 |
-2,671 |
-2.0% |
543,944 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3880 |
1.3829 |
1.3646 |
|
| R3 |
1.3788 |
1.3737 |
1.3620 |
|
| R2 |
1.3696 |
1.3696 |
1.3612 |
|
| R1 |
1.3645 |
1.3645 |
1.3603 |
1.3625 |
| PP |
1.3604 |
1.3604 |
1.3604 |
1.3593 |
| S1 |
1.3553 |
1.3553 |
1.3587 |
1.3533 |
| S2 |
1.3512 |
1.3512 |
1.3578 |
|
| S3 |
1.3420 |
1.3461 |
1.3570 |
|
| S4 |
1.3328 |
1.3369 |
1.3544 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4747 |
1.4570 |
1.3976 |
|
| R3 |
1.4460 |
1.4283 |
1.3897 |
|
| R2 |
1.4173 |
1.4173 |
1.3871 |
|
| R1 |
1.3996 |
1.3996 |
1.3844 |
1.3941 |
| PP |
1.3886 |
1.3886 |
1.3886 |
1.3859 |
| S1 |
1.3709 |
1.3709 |
1.3792 |
1.3654 |
| S2 |
1.3599 |
1.3599 |
1.3765 |
|
| S3 |
1.3312 |
1.3422 |
1.3739 |
|
| S4 |
1.3025 |
1.3135 |
1.3660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3963 |
1.3562 |
0.0401 |
2.9% |
0.0131 |
1.0% |
8% |
False |
True |
135,357 |
| 10 |
1.4121 |
1.3562 |
0.0559 |
4.1% |
0.0110 |
0.8% |
6% |
False |
True |
119,718 |
| 20 |
1.4413 |
1.3562 |
0.0851 |
6.3% |
0.0107 |
0.8% |
4% |
False |
True |
113,345 |
| 40 |
1.4413 |
1.3562 |
0.0851 |
6.3% |
0.0107 |
0.8% |
4% |
False |
True |
102,885 |
| 60 |
1.4413 |
1.3562 |
0.0851 |
6.3% |
0.0111 |
0.8% |
4% |
False |
True |
69,344 |
| 80 |
1.4415 |
1.3537 |
0.0878 |
6.5% |
0.0118 |
0.9% |
7% |
False |
False |
52,056 |
| 100 |
1.4415 |
1.3400 |
0.1015 |
7.5% |
0.0106 |
0.8% |
19% |
False |
False |
41,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4045 |
|
2.618 |
1.3895 |
|
1.618 |
1.3803 |
|
1.000 |
1.3746 |
|
0.618 |
1.3711 |
|
HIGH |
1.3654 |
|
0.618 |
1.3619 |
|
0.500 |
1.3608 |
|
0.382 |
1.3597 |
|
LOW |
1.3562 |
|
0.618 |
1.3505 |
|
1.000 |
1.3470 |
|
1.618 |
1.3413 |
|
2.618 |
1.3321 |
|
4.250 |
1.3171 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3608 |
1.3683 |
| PP |
1.3604 |
1.3653 |
| S1 |
1.3599 |
1.3624 |
|