CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3513 |
1.3427 |
-0.0086 |
-0.6% |
1.3625 |
| High |
1.3515 |
1.3492 |
-0.0023 |
-0.2% |
1.3685 |
| Low |
1.3381 |
1.3427 |
0.0046 |
0.3% |
1.3528 |
| Close |
1.3421 |
1.3457 |
0.0036 |
0.3% |
1.3558 |
| Range |
0.0134 |
0.0065 |
-0.0069 |
-51.5% |
0.0157 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
3,127 |
605 |
-2,522 |
-80.7% |
2,249 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3654 |
1.3620 |
1.3493 |
|
| R3 |
1.3589 |
1.3555 |
1.3475 |
|
| R2 |
1.3524 |
1.3524 |
1.3469 |
|
| R1 |
1.3490 |
1.3490 |
1.3463 |
1.3507 |
| PP |
1.3459 |
1.3459 |
1.3459 |
1.3467 |
| S1 |
1.3425 |
1.3425 |
1.3451 |
1.3442 |
| S2 |
1.3394 |
1.3394 |
1.3445 |
|
| S3 |
1.3329 |
1.3360 |
1.3439 |
|
| S4 |
1.3264 |
1.3295 |
1.3421 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4061 |
1.3967 |
1.3644 |
|
| R3 |
1.3904 |
1.3810 |
1.3601 |
|
| R2 |
1.3747 |
1.3747 |
1.3587 |
|
| R1 |
1.3653 |
1.3653 |
1.3572 |
1.3622 |
| PP |
1.3590 |
1.3590 |
1.3590 |
1.3575 |
| S1 |
1.3496 |
1.3496 |
1.3544 |
1.3465 |
| S2 |
1.3433 |
1.3433 |
1.3529 |
|
| S3 |
1.3276 |
1.3339 |
1.3515 |
|
| S4 |
1.3119 |
1.3182 |
1.3472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3597 |
1.3381 |
0.0216 |
1.6% |
0.0086 |
0.6% |
35% |
False |
False |
1,007 |
| 10 |
1.3685 |
1.3381 |
0.0304 |
2.3% |
0.0084 |
0.6% |
25% |
False |
False |
690 |
| 20 |
1.4018 |
1.3381 |
0.0637 |
4.7% |
0.0096 |
0.7% |
12% |
False |
False |
467 |
| 40 |
1.4463 |
1.3381 |
0.1082 |
8.0% |
0.0089 |
0.7% |
7% |
False |
False |
329 |
| 60 |
1.4463 |
1.3381 |
0.1082 |
8.0% |
0.0080 |
0.6% |
7% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3768 |
|
2.618 |
1.3662 |
|
1.618 |
1.3597 |
|
1.000 |
1.3557 |
|
0.618 |
1.3532 |
|
HIGH |
1.3492 |
|
0.618 |
1.3467 |
|
0.500 |
1.3460 |
|
0.382 |
1.3452 |
|
LOW |
1.3427 |
|
0.618 |
1.3387 |
|
1.000 |
1.3362 |
|
1.618 |
1.3322 |
|
2.618 |
1.3257 |
|
4.250 |
1.3151 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3460 |
1.3474 |
| PP |
1.3459 |
1.3468 |
| S1 |
1.3458 |
1.3463 |
|