CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3224 |
1.3228 |
0.0004 |
0.0% |
1.3468 |
| High |
1.3269 |
1.3320 |
0.0051 |
0.4% |
1.3505 |
| Low |
1.3199 |
1.3152 |
-0.0047 |
-0.4% |
1.3266 |
| Close |
1.3239 |
1.3306 |
0.0067 |
0.5% |
1.3337 |
| Range |
0.0070 |
0.0168 |
0.0098 |
140.0% |
0.0239 |
| ATR |
0.0093 |
0.0099 |
0.0005 |
5.7% |
0.0000 |
| Volume |
109,082 |
156,409 |
47,327 |
43.4% |
391,348 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3763 |
1.3703 |
1.3398 |
|
| R3 |
1.3595 |
1.3535 |
1.3352 |
|
| R2 |
1.3427 |
1.3427 |
1.3337 |
|
| R1 |
1.3367 |
1.3367 |
1.3321 |
1.3397 |
| PP |
1.3259 |
1.3259 |
1.3259 |
1.3275 |
| S1 |
1.3199 |
1.3199 |
1.3291 |
1.3229 |
| S2 |
1.3091 |
1.3091 |
1.3275 |
|
| S3 |
1.2923 |
1.3031 |
1.3260 |
|
| S4 |
1.2755 |
1.2863 |
1.3214 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4086 |
1.3951 |
1.3468 |
|
| R3 |
1.3847 |
1.3712 |
1.3403 |
|
| R2 |
1.3608 |
1.3608 |
1.3381 |
|
| R1 |
1.3473 |
1.3473 |
1.3359 |
1.3421 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3344 |
| S1 |
1.3234 |
1.3234 |
1.3315 |
1.3182 |
| S2 |
1.3130 |
1.3130 |
1.3293 |
|
| S3 |
1.2891 |
1.2995 |
1.3271 |
|
| S4 |
1.2652 |
1.2756 |
1.3206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3354 |
1.3152 |
0.0202 |
1.5% |
0.0100 |
0.8% |
76% |
False |
True |
111,110 |
| 10 |
1.3505 |
1.3152 |
0.0353 |
2.7% |
0.0104 |
0.8% |
44% |
False |
True |
84,545 |
| 20 |
1.3533 |
1.3152 |
0.0381 |
2.9% |
0.0094 |
0.7% |
40% |
False |
True |
45,251 |
| 40 |
1.4082 |
1.3152 |
0.0930 |
7.0% |
0.0096 |
0.7% |
17% |
False |
True |
22,848 |
| 60 |
1.4463 |
1.3152 |
0.1311 |
9.9% |
0.0091 |
0.7% |
12% |
False |
True |
15,294 |
| 80 |
1.4463 |
1.3152 |
0.1311 |
9.9% |
0.0083 |
0.6% |
12% |
False |
True |
11,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4034 |
|
2.618 |
1.3760 |
|
1.618 |
1.3592 |
|
1.000 |
1.3488 |
|
0.618 |
1.3424 |
|
HIGH |
1.3320 |
|
0.618 |
1.3256 |
|
0.500 |
1.3236 |
|
0.382 |
1.3216 |
|
LOW |
1.3152 |
|
0.618 |
1.3048 |
|
1.000 |
1.2984 |
|
1.618 |
1.2880 |
|
2.618 |
1.2712 |
|
4.250 |
1.2438 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3283 |
1.3284 |
| PP |
1.3259 |
1.3262 |
| S1 |
1.3236 |
1.3241 |
|