CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3332 |
1.3271 |
-0.0061 |
-0.5% |
1.3328 |
| High |
1.3342 |
1.3282 |
-0.0060 |
-0.4% |
1.3366 |
| Low |
1.3241 |
1.3154 |
-0.0087 |
-0.7% |
1.3152 |
| Close |
1.3282 |
1.3175 |
-0.0107 |
-0.8% |
1.3312 |
| Range |
0.0101 |
0.0128 |
0.0027 |
26.7% |
0.0214 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.4% |
0.0000 |
| Volume |
102,962 |
131,539 |
28,577 |
27.8% |
555,724 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3509 |
1.3245 |
|
| R3 |
1.3460 |
1.3381 |
1.3210 |
|
| R2 |
1.3332 |
1.3332 |
1.3198 |
|
| R1 |
1.3253 |
1.3253 |
1.3187 |
1.3229 |
| PP |
1.3204 |
1.3204 |
1.3204 |
1.3191 |
| S1 |
1.3125 |
1.3125 |
1.3163 |
1.3101 |
| S2 |
1.3076 |
1.3076 |
1.3152 |
|
| S3 |
1.2948 |
1.2997 |
1.3140 |
|
| S4 |
1.2820 |
1.2869 |
1.3105 |
|
|
| 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% |
0.0109 |
0.8% |
11% |
False |
False |
116,146 |
| 10 |
1.3505 |
1.3152 |
0.0353 |
2.7% |
0.0107 |
0.8% |
7% |
False |
False |
109,206 |
| 20 |
1.3533 |
1.3152 |
0.0381 |
2.9% |
0.0097 |
0.7% |
6% |
False |
False |
65,693 |
| 40 |
1.3747 |
1.3152 |
0.0595 |
4.5% |
0.0093 |
0.7% |
4% |
False |
False |
33,426 |
| 60 |
1.4463 |
1.3152 |
0.1311 |
10.0% |
0.0093 |
0.7% |
2% |
False |
False |
22,363 |
| 80 |
1.4463 |
1.3152 |
0.1311 |
10.0% |
0.0086 |
0.6% |
2% |
False |
False |
16,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3826 |
|
2.618 |
1.3617 |
|
1.618 |
1.3489 |
|
1.000 |
1.3410 |
|
0.618 |
1.3361 |
|
HIGH |
1.3282 |
|
0.618 |
1.3233 |
|
0.500 |
1.3218 |
|
0.382 |
1.3203 |
|
LOW |
1.3154 |
|
0.618 |
1.3075 |
|
1.000 |
1.3026 |
|
1.618 |
1.2947 |
|
2.618 |
1.2819 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3218 |
1.3248 |
| PP |
1.3204 |
1.3224 |
| S1 |
1.3189 |
1.3199 |
|