CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3572 |
1.3539 |
-0.0033 |
-0.2% |
1.3555 |
| High |
1.3638 |
1.3617 |
-0.0021 |
-0.2% |
1.3638 |
| Low |
1.3480 |
1.3522 |
0.0042 |
0.3% |
1.3480 |
| Close |
1.3541 |
1.3567 |
0.0026 |
0.2% |
1.3567 |
| Range |
0.0158 |
0.0095 |
-0.0063 |
-39.9% |
0.0158 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
221,143 |
103,459 |
-117,684 |
-53.2% |
619,397 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3854 |
1.3805 |
1.3619 |
|
| R3 |
1.3759 |
1.3710 |
1.3593 |
|
| R2 |
1.3664 |
1.3664 |
1.3584 |
|
| R1 |
1.3615 |
1.3615 |
1.3576 |
1.3640 |
| PP |
1.3569 |
1.3569 |
1.3569 |
1.3581 |
| S1 |
1.3520 |
1.3520 |
1.3558 |
1.3545 |
| S2 |
1.3474 |
1.3474 |
1.3550 |
|
| S3 |
1.3379 |
1.3425 |
1.3541 |
|
| S4 |
1.3284 |
1.3330 |
1.3515 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3959 |
1.3654 |
|
| R3 |
1.3878 |
1.3801 |
1.3610 |
|
| R2 |
1.3720 |
1.3720 |
1.3596 |
|
| R1 |
1.3643 |
1.3643 |
1.3581 |
1.3682 |
| PP |
1.3562 |
1.3562 |
1.3562 |
1.3581 |
| S1 |
1.3485 |
1.3485 |
1.3553 |
1.3524 |
| S2 |
1.3404 |
1.3404 |
1.3538 |
|
| S3 |
1.3246 |
1.3327 |
1.3524 |
|
| S4 |
1.3088 |
1.3169 |
1.3480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3638 |
1.3480 |
0.0158 |
1.2% |
0.0106 |
0.8% |
55% |
False |
False |
123,879 |
| 10 |
1.3822 |
1.3480 |
0.0342 |
2.5% |
0.0110 |
0.8% |
25% |
False |
False |
125,604 |
| 20 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0113 |
0.8% |
9% |
False |
False |
121,903 |
| 40 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0109 |
0.8% |
9% |
False |
False |
115,261 |
| 60 |
1.4413 |
1.3480 |
0.0933 |
6.9% |
0.0106 |
0.8% |
9% |
False |
False |
81,500 |
| 80 |
1.4415 |
1.3480 |
0.0935 |
6.9% |
0.0118 |
0.9% |
9% |
False |
False |
61,246 |
| 100 |
1.4415 |
1.3435 |
0.0980 |
7.2% |
0.0108 |
0.8% |
13% |
False |
False |
49,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4021 |
|
2.618 |
1.3866 |
|
1.618 |
1.3771 |
|
1.000 |
1.3712 |
|
0.618 |
1.3676 |
|
HIGH |
1.3617 |
|
0.618 |
1.3581 |
|
0.500 |
1.3570 |
|
0.382 |
1.3558 |
|
LOW |
1.3522 |
|
0.618 |
1.3463 |
|
1.000 |
1.3427 |
|
1.618 |
1.3368 |
|
2.618 |
1.3273 |
|
4.250 |
1.3118 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3570 |
1.3564 |
| PP |
1.3569 |
1.3562 |
| S1 |
1.3568 |
1.3559 |
|