CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3439 |
1.3435 |
-0.0004 |
0.0% |
1.3421 |
| High |
1.3484 |
1.3449 |
-0.0035 |
-0.3% |
1.3533 |
| Low |
1.3402 |
1.3368 |
-0.0034 |
-0.3% |
1.3362 |
| Close |
1.3436 |
1.3416 |
-0.0020 |
-0.1% |
1.3475 |
| Range |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0171 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
48,719 |
82,846 |
34,127 |
70.0% |
43,813 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3654 |
1.3616 |
1.3461 |
|
| R3 |
1.3573 |
1.3535 |
1.3438 |
|
| R2 |
1.3492 |
1.3492 |
1.3431 |
|
| R1 |
1.3454 |
1.3454 |
1.3423 |
1.3433 |
| PP |
1.3411 |
1.3411 |
1.3411 |
1.3400 |
| S1 |
1.3373 |
1.3373 |
1.3409 |
1.3352 |
| S2 |
1.3330 |
1.3330 |
1.3401 |
|
| S3 |
1.3249 |
1.3292 |
1.3394 |
|
| S4 |
1.3168 |
1.3211 |
1.3371 |
|
|
| 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% |
0.0088 |
0.7% |
29% |
False |
True |
36,148 |
| 10 |
1.3533 |
1.3323 |
0.0210 |
1.6% |
0.0087 |
0.6% |
44% |
False |
False |
22,179 |
| 20 |
1.3645 |
1.3280 |
0.0365 |
2.7% |
0.0085 |
0.6% |
37% |
False |
False |
12,127 |
| 40 |
1.4403 |
1.3280 |
0.1123 |
8.4% |
0.0093 |
0.7% |
12% |
False |
False |
6,231 |
| 60 |
1.4463 |
1.3280 |
0.1183 |
8.8% |
0.0090 |
0.7% |
11% |
False |
False |
4,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3793 |
|
2.618 |
1.3661 |
|
1.618 |
1.3580 |
|
1.000 |
1.3530 |
|
0.618 |
1.3499 |
|
HIGH |
1.3449 |
|
0.618 |
1.3418 |
|
0.500 |
1.3409 |
|
0.382 |
1.3399 |
|
LOW |
1.3368 |
|
0.618 |
1.3318 |
|
1.000 |
1.3287 |
|
1.618 |
1.3237 |
|
2.618 |
1.3156 |
|
4.250 |
1.3024 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3414 |
1.3436 |
| PP |
1.3411 |
1.3429 |
| S1 |
1.3409 |
1.3423 |
|