CME British Pound Future September 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 1.3421 1.3378 -0.0043 -0.3% 1.3383
High 1.3462 1.3471 0.0009 0.1% 1.3428
Low 1.3362 1.3368 0.0006 0.0% 1.3280
Close 1.3379 1.3456 0.0077 0.6% 1.3412
Range 0.0100 0.0103 0.0003 3.0% 0.0148
ATR 0.0091 0.0092 0.0001 0.9% 0.0000
Volume 5,981 10,001 4,020 67.2% 23,884
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.3741 1.3701 1.3513
R3 1.3638 1.3598 1.3484
R2 1.3535 1.3535 1.3475
R1 1.3495 1.3495 1.3465 1.3515
PP 1.3432 1.3432 1.3432 1.3442
S1 1.3392 1.3392 1.3447 1.3412
S2 1.3329 1.3329 1.3437
S3 1.3226 1.3289 1.3428
S4 1.3123 1.3186 1.3399
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 1.3471 1.3319 0.0152 1.1% 0.0086 0.6% 90% True False 7,670
10 1.3566 1.3280 0.0286 2.1% 0.0091 0.7% 62% False False 4,421
20 1.3695 1.3280 0.0415 3.1% 0.0091 0.7% 42% False False 2,398
40 1.4463 1.3280 0.1183 8.8% 0.0091 0.7% 15% False False 1,327
60 1.4463 1.3280 0.1183 8.8% 0.0087 0.6% 15% False False 900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3909
2.618 1.3741
1.618 1.3638
1.000 1.3574
0.618 1.3535
HIGH 1.3471
0.618 1.3432
0.500 1.3420
0.382 1.3407
LOW 1.3368
0.618 1.3304
1.000 1.3265
1.618 1.3201
2.618 1.3098
4.250 1.2930
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 1.3444 1.3436
PP 1.3432 1.3417
S1 1.3420 1.3397

These figures are updated between 7pm and 10pm EST after a trading day.

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