CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3446 |
1.3447 |
0.0001 |
0.0% |
1.3566 |
| High |
1.3507 |
1.3457 |
-0.0050 |
-0.4% |
1.3628 |
| Low |
1.3428 |
1.3319 |
-0.0109 |
-0.8% |
1.3470 |
| Close |
1.3444 |
1.3361 |
-0.0083 |
-0.6% |
1.3499 |
| Range |
0.0079 |
0.0138 |
0.0059 |
74.7% |
0.0158 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.8% |
0.0000 |
| Volume |
109,937 |
160,465 |
50,528 |
46.0% |
504,559 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3793 |
1.3715 |
1.3437 |
|
| R3 |
1.3655 |
1.3577 |
1.3399 |
|
| R2 |
1.3517 |
1.3517 |
1.3386 |
|
| R1 |
1.3439 |
1.3439 |
1.3374 |
1.3409 |
| PP |
1.3379 |
1.3379 |
1.3379 |
1.3364 |
| S1 |
1.3301 |
1.3301 |
1.3348 |
1.3271 |
| S2 |
1.3241 |
1.3241 |
1.3336 |
|
| S3 |
1.3103 |
1.3163 |
1.3323 |
|
| S4 |
1.2965 |
1.3025 |
1.3285 |
|
|
| 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 |
1.3587 |
1.3319 |
0.0268 |
2.0% |
0.0096 |
0.7% |
16% |
False |
True |
115,951 |
| 10 |
1.3638 |
1.3319 |
0.0319 |
2.4% |
0.0099 |
0.7% |
13% |
False |
True |
120,368 |
| 20 |
1.4028 |
1.3319 |
0.0709 |
5.3% |
0.0106 |
0.8% |
6% |
False |
True |
120,408 |
| 40 |
1.4413 |
1.3319 |
0.1094 |
8.2% |
0.0102 |
0.8% |
4% |
False |
True |
111,367 |
| 60 |
1.4413 |
1.3319 |
0.1094 |
8.2% |
0.0103 |
0.8% |
4% |
False |
True |
95,893 |
| 80 |
1.4413 |
1.3319 |
0.1094 |
8.2% |
0.0112 |
0.8% |
4% |
False |
True |
72,217 |
| 100 |
1.4415 |
1.3319 |
0.1096 |
8.2% |
0.0112 |
0.8% |
4% |
False |
True |
57,799 |
| 120 |
1.4415 |
1.3319 |
0.1096 |
8.2% |
0.0104 |
0.8% |
4% |
False |
True |
48,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4044 |
|
2.618 |
1.3818 |
|
1.618 |
1.3680 |
|
1.000 |
1.3595 |
|
0.618 |
1.3542 |
|
HIGH |
1.3457 |
|
0.618 |
1.3404 |
|
0.500 |
1.3388 |
|
0.382 |
1.3372 |
|
LOW |
1.3319 |
|
0.618 |
1.3234 |
|
1.000 |
1.3181 |
|
1.618 |
1.3096 |
|
2.618 |
1.2958 |
|
4.250 |
1.2733 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3388 |
1.3413 |
| PP |
1.3379 |
1.3396 |
| S1 |
1.3370 |
1.3378 |
|