CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3355 |
1.3364 |
0.0009 |
0.1% |
1.3383 |
| High |
1.3415 |
1.3428 |
0.0013 |
0.1% |
1.3428 |
| Low |
1.3346 |
1.3323 |
-0.0023 |
-0.2% |
1.3280 |
| Close |
1.3357 |
1.3412 |
0.0055 |
0.4% |
1.3412 |
| Range |
0.0069 |
0.0105 |
0.0036 |
52.2% |
0.0148 |
| ATR |
0.0089 |
0.0091 |
0.0001 |
1.2% |
0.0000 |
| Volume |
3,472 |
5,767 |
2,295 |
66.1% |
23,884 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3662 |
1.3470 |
|
| R3 |
1.3598 |
1.3557 |
1.3441 |
|
| R2 |
1.3493 |
1.3493 |
1.3431 |
|
| R1 |
1.3452 |
1.3452 |
1.3422 |
1.3473 |
| PP |
1.3388 |
1.3388 |
1.3388 |
1.3398 |
| S1 |
1.3347 |
1.3347 |
1.3402 |
1.3368 |
| S2 |
1.3283 |
1.3283 |
1.3393 |
|
| S3 |
1.3178 |
1.3242 |
1.3383 |
|
| S4 |
1.3073 |
1.3137 |
1.3354 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3763 |
1.3493 |
|
| R3 |
1.3669 |
1.3615 |
1.3453 |
|
| R2 |
1.3521 |
1.3521 |
1.3439 |
|
| R1 |
1.3467 |
1.3467 |
1.3426 |
1.3494 |
| PP |
1.3373 |
1.3373 |
1.3373 |
1.3387 |
| S1 |
1.3319 |
1.3319 |
1.3398 |
1.3346 |
| S2 |
1.3225 |
1.3225 |
1.3385 |
|
| S3 |
1.3077 |
1.3171 |
1.3371 |
|
| S4 |
1.2929 |
1.3023 |
1.3331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3445 |
1.3280 |
0.0165 |
1.2% |
0.0086 |
0.6% |
80% |
False |
False |
4,826 |
| 10 |
1.3597 |
1.3280 |
0.0317 |
2.4% |
0.0086 |
0.6% |
42% |
False |
False |
2,916 |
| 20 |
1.3695 |
1.3280 |
0.0415 |
3.1% |
0.0088 |
0.7% |
32% |
False |
False |
1,611 |
| 40 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0090 |
0.7% |
11% |
False |
False |
928 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0084 |
0.6% |
11% |
False |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3874 |
|
2.618 |
1.3703 |
|
1.618 |
1.3598 |
|
1.000 |
1.3533 |
|
0.618 |
1.3493 |
|
HIGH |
1.3428 |
|
0.618 |
1.3388 |
|
0.500 |
1.3376 |
|
0.382 |
1.3363 |
|
LOW |
1.3323 |
|
0.618 |
1.3258 |
|
1.000 |
1.3218 |
|
1.618 |
1.3153 |
|
2.618 |
1.3048 |
|
4.250 |
1.2877 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3400 |
1.3399 |
| PP |
1.3388 |
1.3386 |
| S1 |
1.3376 |
1.3374 |
|