CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3362 |
1.3322 |
-0.0040 |
-0.3% |
1.3320 |
| High |
1.3406 |
1.3416 |
0.0010 |
0.1% |
1.3370 |
| Low |
1.3302 |
1.3310 |
0.0008 |
0.1% |
1.3215 |
| Close |
1.3322 |
1.3399 |
0.0077 |
0.6% |
1.3354 |
| Range |
0.0104 |
0.0106 |
0.0002 |
1.9% |
0.0155 |
| ATR |
0.0099 |
0.0099 |
0.0001 |
0.5% |
0.0000 |
| Volume |
103,359 |
127,635 |
24,276 |
23.5% |
616,576 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3693 |
1.3652 |
1.3457 |
|
| R3 |
1.3587 |
1.3546 |
1.3428 |
|
| R2 |
1.3481 |
1.3481 |
1.3418 |
|
| R1 |
1.3440 |
1.3440 |
1.3409 |
1.3461 |
| PP |
1.3375 |
1.3375 |
1.3375 |
1.3385 |
| S1 |
1.3334 |
1.3334 |
1.3389 |
1.3355 |
| S2 |
1.3269 |
1.3269 |
1.3380 |
|
| S3 |
1.3163 |
1.3228 |
1.3370 |
|
| S4 |
1.3057 |
1.3122 |
1.3341 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3778 |
1.3721 |
1.3439 |
|
| R3 |
1.3623 |
1.3566 |
1.3397 |
|
| R2 |
1.3468 |
1.3468 |
1.3382 |
|
| R1 |
1.3411 |
1.3411 |
1.3368 |
1.3440 |
| PP |
1.3313 |
1.3313 |
1.3313 |
1.3327 |
| S1 |
1.3256 |
1.3256 |
1.3340 |
1.3285 |
| S2 |
1.3158 |
1.3158 |
1.3326 |
|
| S3 |
1.3003 |
1.3101 |
1.3311 |
|
| S4 |
1.2848 |
1.2946 |
1.3269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3416 |
1.3253 |
0.0163 |
1.2% |
0.0091 |
0.7% |
90% |
True |
False |
127,138 |
| 10 |
1.3507 |
1.3215 |
0.0292 |
2.2% |
0.0098 |
0.7% |
63% |
False |
False |
137,248 |
| 20 |
1.3638 |
1.3215 |
0.0423 |
3.2% |
0.0098 |
0.7% |
43% |
False |
False |
126,947 |
| 40 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0101 |
0.8% |
15% |
False |
False |
119,815 |
| 60 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0103 |
0.8% |
15% |
False |
False |
113,421 |
| 80 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0106 |
0.8% |
15% |
False |
False |
85,967 |
| 100 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0114 |
0.8% |
15% |
False |
False |
68,818 |
| 120 |
1.4415 |
1.3215 |
0.1200 |
9.0% |
0.0105 |
0.8% |
15% |
False |
False |
57,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3867 |
|
2.618 |
1.3694 |
|
1.618 |
1.3588 |
|
1.000 |
1.3522 |
|
0.618 |
1.3482 |
|
HIGH |
1.3416 |
|
0.618 |
1.3376 |
|
0.500 |
1.3363 |
|
0.382 |
1.3350 |
|
LOW |
1.3310 |
|
0.618 |
1.3244 |
|
1.000 |
1.3204 |
|
1.618 |
1.3138 |
|
2.618 |
1.3032 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3387 |
1.3379 |
| PP |
1.3375 |
1.3359 |
| S1 |
1.3363 |
1.3339 |
|