CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3364 |
1.3421 |
0.0057 |
0.4% |
1.3383 |
| High |
1.3428 |
1.3462 |
0.0034 |
0.3% |
1.3428 |
| Low |
1.3323 |
1.3362 |
0.0039 |
0.3% |
1.3280 |
| Close |
1.3412 |
1.3379 |
-0.0033 |
-0.2% |
1.3412 |
| Range |
0.0105 |
0.0100 |
-0.0005 |
-4.8% |
0.0148 |
| ATR |
0.0091 |
0.0091 |
0.0001 |
0.7% |
0.0000 |
| Volume |
5,767 |
5,981 |
214 |
3.7% |
23,884 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3701 |
1.3640 |
1.3434 |
|
| R3 |
1.3601 |
1.3540 |
1.3407 |
|
| R2 |
1.3501 |
1.3501 |
1.3397 |
|
| R1 |
1.3440 |
1.3440 |
1.3388 |
1.3421 |
| PP |
1.3401 |
1.3401 |
1.3401 |
1.3391 |
| S1 |
1.3340 |
1.3340 |
1.3370 |
1.3321 |
| S2 |
1.3301 |
1.3301 |
1.3361 |
|
| S3 |
1.3201 |
1.3240 |
1.3352 |
|
| S4 |
1.3101 |
1.3140 |
1.3324 |
|
|
| 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 |
1.3462 |
1.3280 |
0.0182 |
1.4% |
0.0090 |
0.7% |
54% |
True |
False |
5,973 |
| 10 |
1.3566 |
1.3280 |
0.0286 |
2.1% |
0.0089 |
0.7% |
35% |
False |
False |
3,468 |
| 20 |
1.3695 |
1.3280 |
0.0415 |
3.1% |
0.0088 |
0.7% |
24% |
False |
False |
1,899 |
| 40 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0090 |
0.7% |
8% |
False |
False |
1,077 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0086 |
0.6% |
8% |
False |
False |
733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3887 |
|
2.618 |
1.3724 |
|
1.618 |
1.3624 |
|
1.000 |
1.3562 |
|
0.618 |
1.3524 |
|
HIGH |
1.3462 |
|
0.618 |
1.3424 |
|
0.500 |
1.3412 |
|
0.382 |
1.3400 |
|
LOW |
1.3362 |
|
0.618 |
1.3300 |
|
1.000 |
1.3262 |
|
1.618 |
1.3200 |
|
2.618 |
1.3100 |
|
4.250 |
1.2937 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3412 |
1.3393 |
| PP |
1.3401 |
1.3388 |
| S1 |
1.3390 |
1.3384 |
|