CME British Pound Future June 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 1.3382 1.3377 -0.0005 0.0% 1.3362
High 1.3429 1.3392 -0.0037 -0.3% 1.3477
Low 1.3345 1.3311 -0.0034 -0.3% 1.3302
Close 1.3379 1.3360 -0.0019 -0.1% 1.3417
Range 0.0084 0.0081 -0.0003 -3.6% 0.0175
ATR 0.0095 0.0094 -0.0001 -1.0% 0.0000
Volume 155,701 167,325 11,624 7.5% 606,978
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.3597 1.3560 1.3405
R3 1.3516 1.3479 1.3382
R2 1.3435 1.3435 1.3375
R1 1.3398 1.3398 1.3367 1.3376
PP 1.3354 1.3354 1.3354 1.3344
S1 1.3317 1.3317 1.3353 1.3295
S2 1.3273 1.3273 1.3345
S3 1.3192 1.3236 1.3338
S4 1.3111 1.3155 1.3315
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 1.3311 0.0166 1.2% 0.0090 0.7% 30% False True 142,020
10 1.3477 1.3261 0.0216 1.6% 0.0089 0.7% 46% False False 131,635
20 1.3587 1.3215 0.0372 2.8% 0.0090 0.7% 39% False False 130,506
40 1.4349 1.3215 0.1134 8.5% 0.0101 0.8% 13% False False 125,385
60 1.4413 1.3215 0.1198 9.0% 0.0101 0.8% 12% False False 118,545
80 1.4413 1.3215 0.1198 9.0% 0.0102 0.8% 12% False False 96,100
100 1.4415 1.3215 0.1200 9.0% 0.0112 0.8% 12% False False 76,986
120 1.4415 1.3215 0.1200 9.0% 0.0106 0.8% 12% False False 64,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3736
2.618 1.3604
1.618 1.3523
1.000 1.3473
0.618 1.3442
HIGH 1.3392
0.618 1.3361
0.500 1.3352
0.382 1.3342
LOW 1.3311
0.618 1.3261
1.000 1.3230
1.618 1.3180
2.618 1.3099
4.250 1.2967
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 1.3357 1.3379
PP 1.3354 1.3372
S1 1.3352 1.3366

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

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