CME British Pound Future September 2018
Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1.3463 |
1.3478 |
0.0015 |
0.1% |
1.3383 |
High |
1.3507 |
1.3533 |
0.0026 |
0.2% |
1.3428 |
Low |
1.3460 |
1.3433 |
-0.0027 |
-0.2% |
1.3280 |
Close |
1.3473 |
1.3489 |
0.0016 |
0.1% |
1.3412 |
Range |
0.0047 |
0.0100 |
0.0053 |
112.8% |
0.0148 |
ATR |
0.0089 |
0.0090 |
0.0001 |
0.9% |
0.0000 |
Volume |
15,832 |
3,030 |
-12,802 |
-80.9% |
23,884 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3785 |
1.3737 |
1.3544 |
|
R3 |
1.3685 |
1.3637 |
1.3517 |
|
R2 |
1.3585 |
1.3585 |
1.3507 |
|
R1 |
1.3537 |
1.3537 |
1.3498 |
1.3561 |
PP |
1.3485 |
1.3485 |
1.3485 |
1.3497 |
S1 |
1.3437 |
1.3437 |
1.3480 |
1.3461 |
S2 |
1.3385 |
1.3385 |
1.3471 |
|
S3 |
1.3285 |
1.3337 |
1.3462 |
|
S4 |
1.3185 |
1.3237 |
1.3434 |
|
|
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 |
1.3533 |
1.3323 |
0.0210 |
1.6% |
0.0091 |
0.7% |
79% |
True |
False |
8,122 |
10 |
1.3533 |
1.3280 |
0.0253 |
1.9% |
0.0084 |
0.6% |
83% |
True |
False |
5,957 |
20 |
1.3695 |
1.3280 |
0.0415 |
3.1% |
0.0088 |
0.7% |
50% |
False |
False |
3,311 |
40 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0092 |
0.7% |
18% |
False |
False |
1,797 |
60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0089 |
0.7% |
18% |
False |
False |
1,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3958 |
2.618 |
1.3795 |
1.618 |
1.3695 |
1.000 |
1.3633 |
0.618 |
1.3595 |
HIGH |
1.3533 |
0.618 |
1.3495 |
0.500 |
1.3483 |
0.382 |
1.3471 |
LOW |
1.3433 |
0.618 |
1.3371 |
1.000 |
1.3333 |
1.618 |
1.3271 |
2.618 |
1.3171 |
4.250 |
1.3008 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1.3487 |
1.3476 |
PP |
1.3485 |
1.3463 |
S1 |
1.3483 |
1.3451 |
|