CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3378 |
1.3261 |
-0.0117 |
-0.9% |
1.3416 |
| High |
1.3448 |
1.3298 |
-0.0150 |
-1.1% |
1.3448 |
| Low |
1.3255 |
1.3212 |
-0.0043 |
-0.3% |
1.3212 |
| Close |
1.3283 |
1.3283 |
0.0000 |
0.0% |
1.3283 |
| Range |
0.0193 |
0.0086 |
-0.0107 |
-55.4% |
0.0236 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
191,703 |
31,122 |
-160,581 |
-83.8% |
664,743 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3522 |
1.3489 |
1.3330 |
|
| R3 |
1.3436 |
1.3403 |
1.3307 |
|
| R2 |
1.3350 |
1.3350 |
1.3299 |
|
| R1 |
1.3317 |
1.3317 |
1.3291 |
1.3334 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3273 |
| S1 |
1.3231 |
1.3231 |
1.3275 |
1.3248 |
| S2 |
1.3178 |
1.3178 |
1.3267 |
|
| S3 |
1.3092 |
1.3145 |
1.3259 |
|
| S4 |
1.3006 |
1.3059 |
1.3236 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4022 |
1.3889 |
1.3413 |
|
| R3 |
1.3786 |
1.3653 |
1.3348 |
|
| R2 |
1.3550 |
1.3550 |
1.3326 |
|
| R1 |
1.3417 |
1.3417 |
1.3305 |
1.3366 |
| PP |
1.3314 |
1.3314 |
1.3314 |
1.3289 |
| S1 |
1.3181 |
1.3181 |
1.3261 |
1.3130 |
| S2 |
1.3078 |
1.3078 |
1.3240 |
|
| S3 |
1.2842 |
1.2945 |
1.3218 |
|
| S4 |
1.2606 |
1.2709 |
1.3153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3448 |
1.3212 |
0.0236 |
1.8% |
0.0108 |
0.8% |
30% |
False |
True |
132,948 |
| 10 |
1.3477 |
1.3212 |
0.0265 |
2.0% |
0.0099 |
0.7% |
27% |
False |
True |
127,172 |
| 20 |
1.3545 |
1.3212 |
0.0333 |
2.5% |
0.0096 |
0.7% |
21% |
False |
True |
130,286 |
| 40 |
1.4121 |
1.3212 |
0.0909 |
6.8% |
0.0100 |
0.8% |
8% |
False |
True |
123,881 |
| 60 |
1.4413 |
1.3212 |
0.1201 |
9.0% |
0.0102 |
0.8% |
6% |
False |
True |
118,105 |
| 80 |
1.4413 |
1.3212 |
0.1201 |
9.0% |
0.0103 |
0.8% |
6% |
False |
True |
98,863 |
| 100 |
1.4415 |
1.3212 |
0.1203 |
9.1% |
0.0113 |
0.8% |
6% |
False |
True |
79,211 |
| 120 |
1.4415 |
1.3212 |
0.1203 |
9.1% |
0.0107 |
0.8% |
6% |
False |
True |
66,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3664 |
|
2.618 |
1.3523 |
|
1.618 |
1.3437 |
|
1.000 |
1.3384 |
|
0.618 |
1.3351 |
|
HIGH |
1.3298 |
|
0.618 |
1.3265 |
|
0.500 |
1.3255 |
|
0.382 |
1.3245 |
|
LOW |
1.3212 |
|
0.618 |
1.3159 |
|
1.000 |
1.3126 |
|
1.618 |
1.3073 |
|
2.618 |
1.2987 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3274 |
1.3330 |
| PP |
1.3264 |
1.3314 |
| S1 |
1.3255 |
1.3299 |
|