CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3485 |
1.3468 |
-0.0017 |
-0.1% |
1.3421 |
| High |
1.3501 |
1.3503 |
0.0002 |
0.0% |
1.3533 |
| Low |
1.3418 |
1.3407 |
-0.0011 |
-0.1% |
1.3362 |
| Close |
1.3475 |
1.3441 |
-0.0034 |
-0.3% |
1.3475 |
| Range |
0.0083 |
0.0096 |
0.0013 |
15.7% |
0.0171 |
| ATR |
0.0089 |
0.0090 |
0.0000 |
0.5% |
0.0000 |
| Volume |
8,969 |
37,180 |
28,211 |
314.5% |
43,813 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3738 |
1.3686 |
1.3494 |
|
| R3 |
1.3642 |
1.3590 |
1.3467 |
|
| R2 |
1.3546 |
1.3546 |
1.3459 |
|
| R1 |
1.3494 |
1.3494 |
1.3450 |
1.3472 |
| PP |
1.3450 |
1.3450 |
1.3450 |
1.3440 |
| S1 |
1.3398 |
1.3398 |
1.3432 |
1.3376 |
| S2 |
1.3354 |
1.3354 |
1.3423 |
|
| S3 |
1.3258 |
1.3302 |
1.3415 |
|
| S4 |
1.3162 |
1.3206 |
1.3388 |
|
|
| 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 |
1.3368 |
0.0165 |
1.2% |
0.0086 |
0.6% |
44% |
False |
False |
15,002 |
| 10 |
1.3533 |
1.3280 |
0.0253 |
1.9% |
0.0088 |
0.7% |
64% |
False |
False |
10,487 |
| 20 |
1.3685 |
1.3280 |
0.0405 |
3.0% |
0.0086 |
0.6% |
40% |
False |
False |
5,597 |
| 40 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0092 |
0.7% |
14% |
False |
False |
2,949 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0090 |
0.7% |
14% |
False |
False |
1,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3911 |
|
2.618 |
1.3754 |
|
1.618 |
1.3658 |
|
1.000 |
1.3599 |
|
0.618 |
1.3562 |
|
HIGH |
1.3503 |
|
0.618 |
1.3466 |
|
0.500 |
1.3455 |
|
0.382 |
1.3444 |
|
LOW |
1.3407 |
|
0.618 |
1.3348 |
|
1.000 |
1.3311 |
|
1.618 |
1.3252 |
|
2.618 |
1.3156 |
|
4.250 |
1.2999 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3455 |
1.3470 |
| PP |
1.3450 |
1.3460 |
| S1 |
1.3446 |
1.3451 |
|