CME British Pound Future June 2018


Trading Metrics calculated at close of trading on 06-Jun-2018
Day Change Summary
Previous Current
05-Jun-2018 06-Jun-2018 Change Change % Previous Week
Open 1.3322 1.3405 0.0083 0.6% 1.3320
High 1.3416 1.3450 0.0034 0.3% 1.3370
Low 1.3310 1.3403 0.0093 0.7% 1.3215
Close 1.3399 1.3416 0.0017 0.1% 1.3354
Range 0.0106 0.0047 -0.0059 -55.7% 0.0155
ATR 0.0099 0.0096 -0.0003 -3.5% 0.0000
Volume 127,635 107,798 -19,837 -15.5% 616,576
Daily Pivots for day following 06-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.3564 1.3537 1.3442
R3 1.3517 1.3490 1.3429
R2 1.3470 1.3470 1.3425
R1 1.3443 1.3443 1.3420 1.3457
PP 1.3423 1.3423 1.3423 1.3430
S1 1.3396 1.3396 1.3412 1.3410
S2 1.3376 1.3376 1.3407
S3 1.3329 1.3349 1.3403
S4 1.3282 1.3302 1.3390
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 1.3450 1.3261 0.0189 1.4% 0.0087 0.7% 82% True False 121,250
10 1.3457 1.3215 0.0242 1.8% 0.0094 0.7% 83% False False 137,034
20 1.3638 1.3215 0.0423 3.2% 0.0095 0.7% 48% False False 125,960
40 1.4413 1.3215 0.1198 8.9% 0.0101 0.8% 17% False False 120,427
60 1.4413 1.3215 0.1198 8.9% 0.0102 0.8% 17% False False 114,585
80 1.4413 1.3215 0.1198 8.9% 0.0104 0.8% 17% False False 87,295
100 1.4415 1.3215 0.1200 8.9% 0.0114 0.8% 17% False False 69,894
120 1.4415 1.3215 0.1200 8.9% 0.0105 0.8% 17% False False 58,254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0017
Narrowest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 1.3650
2.618 1.3573
1.618 1.3526
1.000 1.3497
0.618 1.3479
HIGH 1.3450
0.618 1.3432
0.500 1.3427
0.382 1.3421
LOW 1.3403
0.618 1.3374
1.000 1.3356
1.618 1.3327
2.618 1.3280
4.250 1.3203
Fisher Pivots for day following 06-Jun-2018
Pivot 1 day 3 day
R1 1.3427 1.3403
PP 1.3423 1.3389
S1 1.3420 1.3376

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

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