CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3527 |
1.3527 |
0.0000 |
0.0% |
1.3555 |
| High |
1.3540 |
1.3587 |
0.0047 |
0.3% |
1.3638 |
| Low |
1.3475 |
1.3491 |
0.0016 |
0.1% |
1.3480 |
| Close |
1.3504 |
1.3524 |
0.0020 |
0.1% |
1.3567 |
| Range |
0.0065 |
0.0096 |
0.0031 |
47.7% |
0.0158 |
| ATR |
0.0104 |
0.0104 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
110,385 |
116,842 |
6,457 |
5.8% |
619,397 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3822 |
1.3769 |
1.3577 |
|
| R3 |
1.3726 |
1.3673 |
1.3550 |
|
| R2 |
1.3630 |
1.3630 |
1.3542 |
|
| R1 |
1.3577 |
1.3577 |
1.3533 |
1.3556 |
| PP |
1.3534 |
1.3534 |
1.3534 |
1.3523 |
| S1 |
1.3481 |
1.3481 |
1.3515 |
1.3460 |
| S2 |
1.3438 |
1.3438 |
1.3506 |
|
| S3 |
1.3342 |
1.3385 |
1.3498 |
|
| S4 |
1.3246 |
1.3289 |
1.3471 |
|
|
| 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 |
1.3628 |
1.3470 |
0.0158 |
1.2% |
0.0089 |
0.7% |
34% |
False |
False |
103,924 |
| 10 |
1.3638 |
1.3470 |
0.0168 |
1.2% |
0.0098 |
0.7% |
32% |
False |
False |
115,235 |
| 20 |
1.4121 |
1.3470 |
0.0651 |
4.8% |
0.0104 |
0.8% |
8% |
False |
False |
117,476 |
| 40 |
1.4413 |
1.3470 |
0.0943 |
7.0% |
0.0105 |
0.8% |
6% |
False |
False |
112,015 |
| 60 |
1.4413 |
1.3470 |
0.0943 |
7.0% |
0.0105 |
0.8% |
6% |
False |
False |
88,389 |
| 80 |
1.4415 |
1.3470 |
0.0945 |
7.0% |
0.0117 |
0.9% |
6% |
False |
False |
66,443 |
| 100 |
1.4415 |
1.3450 |
0.0965 |
7.1% |
0.0109 |
0.8% |
8% |
False |
False |
53,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3995 |
|
2.618 |
1.3838 |
|
1.618 |
1.3742 |
|
1.000 |
1.3683 |
|
0.618 |
1.3646 |
|
HIGH |
1.3587 |
|
0.618 |
1.3550 |
|
0.500 |
1.3539 |
|
0.382 |
1.3528 |
|
LOW |
1.3491 |
|
0.618 |
1.3432 |
|
1.000 |
1.3395 |
|
1.618 |
1.3336 |
|
2.618 |
1.3240 |
|
4.250 |
1.3083 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3539 |
1.3531 |
| PP |
1.3534 |
1.3528 |
| S1 |
1.3529 |
1.3526 |
|