CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3478 |
1.3485 |
0.0007 |
0.1% |
1.3421 |
| High |
1.3533 |
1.3501 |
-0.0032 |
-0.2% |
1.3533 |
| Low |
1.3433 |
1.3418 |
-0.0015 |
-0.1% |
1.3362 |
| Close |
1.3489 |
1.3475 |
-0.0014 |
-0.1% |
1.3475 |
| Range |
0.0100 |
0.0083 |
-0.0017 |
-17.0% |
0.0171 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
3,030 |
8,969 |
5,939 |
196.0% |
43,813 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3714 |
1.3677 |
1.3521 |
|
| R3 |
1.3631 |
1.3594 |
1.3498 |
|
| R2 |
1.3548 |
1.3548 |
1.3490 |
|
| R1 |
1.3511 |
1.3511 |
1.3483 |
1.3488 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3453 |
| S1 |
1.3428 |
1.3428 |
1.3467 |
1.3405 |
| S2 |
1.3382 |
1.3382 |
1.3460 |
|
| S3 |
1.3299 |
1.3345 |
1.3452 |
|
| S4 |
1.3216 |
1.3262 |
1.3429 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3970 |
1.3893 |
1.3569 |
|
| R3 |
1.3799 |
1.3722 |
1.3522 |
|
| R2 |
1.3628 |
1.3628 |
1.3506 |
|
| R1 |
1.3551 |
1.3551 |
1.3491 |
1.3590 |
| PP |
1.3457 |
1.3457 |
1.3457 |
1.3476 |
| S1 |
1.3380 |
1.3380 |
1.3459 |
1.3419 |
| S2 |
1.3286 |
1.3286 |
1.3444 |
|
| S3 |
1.3115 |
1.3209 |
1.3428 |
|
| S4 |
1.2944 |
1.3038 |
1.3381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3533 |
1.3362 |
0.0171 |
1.3% |
0.0087 |
0.6% |
66% |
False |
False |
8,762 |
| 10 |
1.3533 |
1.3280 |
0.0253 |
1.9% |
0.0086 |
0.6% |
77% |
False |
False |
6,794 |
| 20 |
1.3685 |
1.3280 |
0.0405 |
3.0% |
0.0085 |
0.6% |
48% |
False |
False |
3,742 |
| 40 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0092 |
0.7% |
16% |
False |
False |
2,020 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0089 |
0.7% |
16% |
False |
False |
1,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3854 |
|
2.618 |
1.3718 |
|
1.618 |
1.3635 |
|
1.000 |
1.3584 |
|
0.618 |
1.3552 |
|
HIGH |
1.3501 |
|
0.618 |
1.3469 |
|
0.500 |
1.3460 |
|
0.382 |
1.3450 |
|
LOW |
1.3418 |
|
0.618 |
1.3367 |
|
1.000 |
1.3335 |
|
1.618 |
1.3284 |
|
2.618 |
1.3201 |
|
4.250 |
1.3065 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3470 |
1.3476 |
| PP |
1.3465 |
1.3475 |
| S1 |
1.3460 |
1.3475 |
|