CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3599 |
1.3598 |
-0.0001 |
0.0% |
1.3809 |
| High |
1.3654 |
1.3610 |
-0.0044 |
-0.3% |
1.3822 |
| Low |
1.3562 |
1.3511 |
-0.0051 |
-0.4% |
1.3511 |
| Close |
1.3595 |
1.3567 |
-0.0028 |
-0.2% |
1.3567 |
| Range |
0.0092 |
0.0099 |
0.0007 |
7.6% |
0.0311 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
133,792 |
116,796 |
-16,996 |
-12.7% |
636,651 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3860 |
1.3812 |
1.3621 |
|
| R3 |
1.3761 |
1.3713 |
1.3594 |
|
| R2 |
1.3662 |
1.3662 |
1.3585 |
|
| R1 |
1.3614 |
1.3614 |
1.3576 |
1.3589 |
| PP |
1.3563 |
1.3563 |
1.3563 |
1.3550 |
| S1 |
1.3515 |
1.3515 |
1.3558 |
1.3490 |
| S2 |
1.3464 |
1.3464 |
1.3549 |
|
| S3 |
1.3365 |
1.3416 |
1.3540 |
|
| S4 |
1.3266 |
1.3317 |
1.3513 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4566 |
1.4378 |
1.3738 |
|
| R3 |
1.4255 |
1.4067 |
1.3653 |
|
| R2 |
1.3944 |
1.3944 |
1.3624 |
|
| R1 |
1.3756 |
1.3756 |
1.3596 |
1.3695 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3603 |
| S1 |
1.3445 |
1.3445 |
1.3538 |
1.3384 |
| S2 |
1.3322 |
1.3322 |
1.3510 |
|
| S3 |
1.3011 |
1.3134 |
1.3481 |
|
| S4 |
1.2700 |
1.2823 |
1.3396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3822 |
1.3511 |
0.0311 |
2.3% |
0.0114 |
0.8% |
18% |
False |
True |
127,330 |
| 10 |
1.4064 |
1.3511 |
0.0553 |
4.1% |
0.0110 |
0.8% |
10% |
False |
True |
118,059 |
| 20 |
1.4413 |
1.3511 |
0.0902 |
6.6% |
0.0106 |
0.8% |
6% |
False |
True |
113,775 |
| 40 |
1.4413 |
1.3511 |
0.0902 |
6.6% |
0.0106 |
0.8% |
6% |
False |
True |
105,589 |
| 60 |
1.4413 |
1.3511 |
0.0902 |
6.6% |
0.0111 |
0.8% |
6% |
False |
True |
71,286 |
| 80 |
1.4415 |
1.3511 |
0.0904 |
6.7% |
0.0118 |
0.9% |
6% |
False |
True |
53,516 |
| 100 |
1.4415 |
1.3400 |
0.1015 |
7.5% |
0.0106 |
0.8% |
16% |
False |
False |
42,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4031 |
|
2.618 |
1.3869 |
|
1.618 |
1.3770 |
|
1.000 |
1.3709 |
|
0.618 |
1.3671 |
|
HIGH |
1.3610 |
|
0.618 |
1.3572 |
|
0.500 |
1.3561 |
|
0.382 |
1.3549 |
|
LOW |
1.3511 |
|
0.618 |
1.3450 |
|
1.000 |
1.3412 |
|
1.618 |
1.3351 |
|
2.618 |
1.3252 |
|
4.250 |
1.3090 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3565 |
1.3603 |
| PP |
1.3563 |
1.3591 |
| S1 |
1.3561 |
1.3579 |
|