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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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