CME British Pound Future June 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 1.3533 1.3490 -0.0043 -0.3% 1.3566
High 1.3545 1.3500 -0.0045 -0.3% 1.3628
Low 1.3471 1.3407 -0.0064 -0.5% 1.3470
Close 1.3499 1.3430 -0.0069 -0.5% 1.3499
Range 0.0074 0.0093 0.0019 25.7% 0.0158
ATR 0.0102 0.0101 -0.0001 -0.6% 0.0000
Volume 88,396 104,119 15,723 17.8% 504,559
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 1.3725 1.3670 1.3481
R3 1.3632 1.3577 1.3456
R2 1.3539 1.3539 1.3447
R1 1.3484 1.3484 1.3439 1.3465
PP 1.3446 1.3446 1.3446 1.3436
S1 1.3391 1.3391 1.3421 1.3372
S2 1.3353 1.3353 1.3413
S3 1.3260 1.3298 1.3404
S4 1.3167 1.3205 1.3379
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.4006 1.3911 1.3586
R3 1.3848 1.3753 1.3542
R2 1.3690 1.3690 1.3528
R1 1.3595 1.3595 1.3513 1.3564
PP 1.3532 1.3532 1.3532 1.3517
S1 1.3437 1.3437 1.3485 1.3406
S2 1.3374 1.3374 1.3470
S3 1.3216 1.3279 1.3456
S4 1.3058 1.3121 1.3412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3591 1.3407 0.0184 1.4% 0.0090 0.7% 13% False True 106,361
10 1.3638 1.3407 0.0231 1.7% 0.0099 0.7% 10% False True 116,646
20 1.4028 1.3407 0.0621 4.6% 0.0102 0.8% 4% False True 115,603
40 1.4413 1.3407 0.1006 7.5% 0.0103 0.8% 2% False True 110,615
60 1.4413 1.3407 0.1006 7.5% 0.0104 0.8% 2% False True 91,572
80 1.4413 1.3407 0.1006 7.5% 0.0113 0.8% 2% False True 68,839
100 1.4415 1.3407 0.1008 7.5% 0.0111 0.8% 2% False True 55,095
120 1.4415 1.3319 0.1096 8.2% 0.0104 0.8% 10% False False 45,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3895
2.618 1.3743
1.618 1.3650
1.000 1.3593
0.618 1.3557
HIGH 1.3500
0.618 1.3464
0.500 1.3454
0.382 1.3443
LOW 1.3407
0.618 1.3350
1.000 1.3314
1.618 1.3257
2.618 1.3164
4.250 1.3012
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 1.3454 1.3497
PP 1.3446 1.3475
S1 1.3438 1.3452

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

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