CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3321 |
1.3332 |
0.0011 |
0.1% |
1.3328 |
| High |
1.3341 |
1.3342 |
0.0001 |
0.0% |
1.3366 |
| Low |
1.3271 |
1.3241 |
-0.0030 |
-0.2% |
1.3152 |
| Close |
1.3329 |
1.3282 |
-0.0047 |
-0.4% |
1.3312 |
| Range |
0.0070 |
0.0101 |
0.0031 |
44.3% |
0.0214 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.4% |
0.0000 |
| Volume |
79,237 |
102,962 |
23,725 |
29.9% |
555,724 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3591 |
1.3538 |
1.3338 |
|
| R3 |
1.3490 |
1.3437 |
1.3310 |
|
| R2 |
1.3389 |
1.3389 |
1.3301 |
|
| R1 |
1.3336 |
1.3336 |
1.3291 |
1.3312 |
| PP |
1.3288 |
1.3288 |
1.3288 |
1.3277 |
| S1 |
1.3235 |
1.3235 |
1.3273 |
1.3211 |
| S2 |
1.3187 |
1.3187 |
1.3263 |
|
| S3 |
1.3086 |
1.3134 |
1.3254 |
|
| S4 |
1.2985 |
1.3033 |
1.3226 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3829 |
1.3430 |
|
| R3 |
1.3705 |
1.3615 |
1.3371 |
|
| R2 |
1.3491 |
1.3491 |
1.3351 |
|
| R1 |
1.3401 |
1.3401 |
1.3332 |
1.3339 |
| PP |
1.3277 |
1.3277 |
1.3277 |
1.3246 |
| S1 |
1.3187 |
1.3187 |
1.3292 |
1.3125 |
| S2 |
1.3063 |
1.3063 |
1.3273 |
|
| S3 |
1.2849 |
1.2973 |
1.3253 |
|
| S4 |
1.2635 |
1.2759 |
1.3194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3366 |
1.3152 |
0.0214 |
1.6% |
0.0097 |
0.7% |
61% |
False |
False |
111,654 |
| 10 |
1.3505 |
1.3152 |
0.0353 |
2.7% |
0.0103 |
0.8% |
37% |
False |
False |
104,337 |
| 20 |
1.3533 |
1.3152 |
0.0381 |
2.9% |
0.0093 |
0.7% |
34% |
False |
False |
59,772 |
| 40 |
1.3862 |
1.3152 |
0.0710 |
5.3% |
0.0094 |
0.7% |
18% |
False |
False |
30,141 |
| 60 |
1.4463 |
1.3152 |
0.1311 |
9.9% |
0.0092 |
0.7% |
10% |
False |
False |
20,172 |
| 80 |
1.4463 |
1.3152 |
0.1311 |
9.9% |
0.0085 |
0.6% |
10% |
False |
False |
15,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3771 |
|
2.618 |
1.3606 |
|
1.618 |
1.3505 |
|
1.000 |
1.3443 |
|
0.618 |
1.3404 |
|
HIGH |
1.3342 |
|
0.618 |
1.3303 |
|
0.500 |
1.3292 |
|
0.382 |
1.3280 |
|
LOW |
1.3241 |
|
0.618 |
1.3179 |
|
1.000 |
1.3140 |
|
1.618 |
1.3078 |
|
2.618 |
1.2977 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3292 |
1.3304 |
| PP |
1.3288 |
1.3296 |
| S1 |
1.3285 |
1.3289 |
|