CME British Pound Future June 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 1.3416 1.3382 -0.0034 -0.3% 1.3362
High 1.3446 1.3429 -0.0017 -0.1% 1.3477
Low 1.3348 1.3345 -0.0003 0.0% 1.3302
Close 1.3384 1.3379 -0.0005 0.0% 1.3417
Range 0.0098 0.0084 -0.0014 -14.3% 0.0175
ATR 0.0096 0.0095 -0.0001 -0.9% 0.0000
Volume 118,892 155,701 36,809 31.0% 606,978
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.3636 1.3592 1.3425
R3 1.3552 1.3508 1.3402
R2 1.3468 1.3468 1.3394
R1 1.3424 1.3424 1.3387 1.3404
PP 1.3384 1.3384 1.3384 1.3375
S1 1.3340 1.3340 1.3371 1.3320
S2 1.3300 1.3300 1.3364
S3 1.3216 1.3256 1.3356
S4 1.3132 1.3172 1.3333
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 1.3345 0.0132 1.0% 0.0083 0.6% 26% False True 130,115
10 1.3477 1.3253 0.0224 1.7% 0.0087 0.7% 56% False False 128,627
20 1.3591 1.3215 0.0376 2.8% 0.0092 0.7% 44% False False 127,743
40 1.4413 1.3215 0.1198 9.0% 0.0101 0.8% 14% False False 124,239
60 1.4413 1.3215 0.1198 9.0% 0.0103 0.8% 14% False False 118,644
80 1.4413 1.3215 0.1198 9.0% 0.0102 0.8% 14% False False 94,016
100 1.4415 1.3215 0.1200 9.0% 0.0112 0.8% 14% False False 75,314
120 1.4415 1.3215 0.1200 9.0% 0.0105 0.8% 14% False False 62,774
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3786
2.618 1.3649
1.618 1.3565
1.000 1.3513
0.618 1.3481
HIGH 1.3429
0.618 1.3397
0.500 1.3387
0.382 1.3377
LOW 1.3345
0.618 1.3293
1.000 1.3261
1.618 1.3209
2.618 1.3125
4.250 1.2988
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 1.3387 1.3396
PP 1.3384 1.3390
S1 1.3382 1.3385

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

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