CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3325 |
1.3355 |
0.0030 |
0.2% |
1.3545 |
| High |
1.3371 |
1.3415 |
0.0044 |
0.3% |
1.3566 |
| Low |
1.3319 |
1.3346 |
0.0027 |
0.2% |
1.3368 |
| Close |
1.3348 |
1.3357 |
0.0009 |
0.1% |
1.3389 |
| Range |
0.0052 |
0.0069 |
0.0017 |
32.7% |
0.0198 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
13,129 |
3,472 |
-9,657 |
-73.6% |
4,824 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3580 |
1.3537 |
1.3395 |
|
| R3 |
1.3511 |
1.3468 |
1.3376 |
|
| R2 |
1.3442 |
1.3442 |
1.3370 |
|
| R1 |
1.3399 |
1.3399 |
1.3363 |
1.3421 |
| PP |
1.3373 |
1.3373 |
1.3373 |
1.3383 |
| S1 |
1.3330 |
1.3330 |
1.3351 |
1.3352 |
| S2 |
1.3304 |
1.3304 |
1.3344 |
|
| S3 |
1.3235 |
1.3261 |
1.3338 |
|
| S4 |
1.3166 |
1.3192 |
1.3319 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4035 |
1.3910 |
1.3498 |
|
| R3 |
1.3837 |
1.3712 |
1.3443 |
|
| R2 |
1.3639 |
1.3639 |
1.3425 |
|
| R1 |
1.3514 |
1.3514 |
1.3407 |
1.3478 |
| PP |
1.3441 |
1.3441 |
1.3441 |
1.3423 |
| S1 |
1.3316 |
1.3316 |
1.3371 |
1.3280 |
| S2 |
1.3243 |
1.3243 |
1.3353 |
|
| S3 |
1.3045 |
1.3118 |
1.3335 |
|
| S4 |
1.2847 |
1.2920 |
1.3280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3492 |
1.3280 |
0.0212 |
1.6% |
0.0078 |
0.6% |
36% |
False |
False |
3,793 |
| 10 |
1.3645 |
1.3280 |
0.0365 |
2.7% |
0.0084 |
0.6% |
21% |
False |
False |
2,405 |
| 20 |
1.3710 |
1.3280 |
0.0430 |
3.2% |
0.0087 |
0.7% |
18% |
False |
False |
1,329 |
| 40 |
1.4463 |
1.3280 |
0.1183 |
8.9% |
0.0091 |
0.7% |
7% |
False |
False |
784 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.9% |
0.0082 |
0.6% |
7% |
False |
False |
537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3708 |
|
2.618 |
1.3596 |
|
1.618 |
1.3527 |
|
1.000 |
1.3484 |
|
0.618 |
1.3458 |
|
HIGH |
1.3415 |
|
0.618 |
1.3389 |
|
0.500 |
1.3381 |
|
0.382 |
1.3372 |
|
LOW |
1.3346 |
|
0.618 |
1.3303 |
|
1.000 |
1.3277 |
|
1.618 |
1.3234 |
|
2.618 |
1.3165 |
|
4.250 |
1.3053 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3381 |
1.3354 |
| PP |
1.3373 |
1.3351 |
| S1 |
1.3365 |
1.3348 |
|