CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3422 |
1.3426 |
0.0004 |
0.0% |
1.3362 |
| High |
1.3477 |
1.3444 |
-0.0033 |
-0.2% |
1.3477 |
| Low |
1.3375 |
1.3359 |
-0.0016 |
-0.1% |
1.3302 |
| Close |
1.3431 |
1.3417 |
-0.0014 |
-0.1% |
1.3417 |
| Range |
0.0102 |
0.0085 |
-0.0017 |
-16.7% |
0.0175 |
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
154,522 |
113,664 |
-40,858 |
-26.4% |
606,978 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3662 |
1.3624 |
1.3464 |
|
| R3 |
1.3577 |
1.3539 |
1.3440 |
|
| R2 |
1.3492 |
1.3492 |
1.3433 |
|
| R1 |
1.3454 |
1.3454 |
1.3425 |
1.3431 |
| PP |
1.3407 |
1.3407 |
1.3407 |
1.3395 |
| S1 |
1.3369 |
1.3369 |
1.3409 |
1.3346 |
| S2 |
1.3322 |
1.3322 |
1.3401 |
|
| S3 |
1.3237 |
1.3284 |
1.3394 |
|
| S4 |
1.3152 |
1.3199 |
1.3370 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3924 |
1.3845 |
1.3513 |
|
| R3 |
1.3749 |
1.3670 |
1.3465 |
|
| R2 |
1.3574 |
1.3574 |
1.3449 |
|
| R1 |
1.3495 |
1.3495 |
1.3433 |
1.3535 |
| PP |
1.3399 |
1.3399 |
1.3399 |
1.3418 |
| S1 |
1.3320 |
1.3320 |
1.3401 |
1.3360 |
| S2 |
1.3224 |
1.3224 |
1.3385 |
|
| S3 |
1.3049 |
1.3145 |
1.3369 |
|
| S4 |
1.2874 |
1.2970 |
1.3321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3477 |
1.3302 |
0.0175 |
1.3% |
0.0089 |
0.7% |
66% |
False |
False |
121,395 |
| 10 |
1.3477 |
1.3215 |
0.0262 |
2.0% |
0.0092 |
0.7% |
77% |
False |
False |
133,251 |
| 20 |
1.3628 |
1.3215 |
0.0413 |
3.1% |
0.0091 |
0.7% |
49% |
False |
False |
123,030 |
| 40 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0101 |
0.8% |
17% |
False |
False |
122,254 |
| 60 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0102 |
0.8% |
17% |
False |
False |
117,362 |
| 80 |
1.4413 |
1.3215 |
0.1198 |
8.9% |
0.0104 |
0.8% |
17% |
False |
False |
90,641 |
| 100 |
1.4415 |
1.3215 |
0.1200 |
8.9% |
0.0113 |
0.8% |
17% |
False |
False |
72,569 |
| 120 |
1.4415 |
1.3215 |
0.1200 |
8.9% |
0.0105 |
0.8% |
17% |
False |
False |
60,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3805 |
|
2.618 |
1.3667 |
|
1.618 |
1.3582 |
|
1.000 |
1.3529 |
|
0.618 |
1.3497 |
|
HIGH |
1.3444 |
|
0.618 |
1.3412 |
|
0.500 |
1.3402 |
|
0.382 |
1.3391 |
|
LOW |
1.3359 |
|
0.618 |
1.3306 |
|
1.000 |
1.3274 |
|
1.618 |
1.3221 |
|
2.618 |
1.3136 |
|
4.250 |
1.2998 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3412 |
1.3418 |
| PP |
1.3407 |
1.3418 |
| S1 |
1.3402 |
1.3417 |
|