CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3271 |
1.3165 |
-0.0106 |
-0.8% |
1.3328 |
| High |
1.3282 |
1.3167 |
-0.0115 |
-0.9% |
1.3366 |
| Low |
1.3154 |
1.3095 |
-0.0059 |
-0.4% |
1.3152 |
| Close |
1.3175 |
1.3113 |
-0.0062 |
-0.5% |
1.3312 |
| Range |
0.0128 |
0.0072 |
-0.0056 |
-43.8% |
0.0214 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
131,539 |
133,168 |
1,629 |
1.2% |
555,724 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3299 |
1.3153 |
|
| R3 |
1.3269 |
1.3227 |
1.3133 |
|
| R2 |
1.3197 |
1.3197 |
1.3126 |
|
| R1 |
1.3155 |
1.3155 |
1.3120 |
1.3140 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3118 |
| S1 |
1.3083 |
1.3083 |
1.3106 |
1.3068 |
| S2 |
1.3053 |
1.3053 |
1.3100 |
|
| S3 |
1.2981 |
1.3011 |
1.3093 |
|
| S4 |
1.2909 |
1.2939 |
1.3073 |
|
|
| 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 |
1.3095 |
0.0271 |
2.1% |
0.0090 |
0.7% |
7% |
False |
True |
111,497 |
| 10 |
1.3366 |
1.3095 |
0.0271 |
2.1% |
0.0095 |
0.7% |
7% |
False |
True |
111,304 |
| 20 |
1.3533 |
1.3095 |
0.0438 |
3.3% |
0.0097 |
0.7% |
4% |
False |
True |
72,177 |
| 40 |
1.3710 |
1.3095 |
0.0615 |
4.7% |
0.0092 |
0.7% |
3% |
False |
True |
36,753 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.4% |
0.0093 |
0.7% |
1% |
False |
True |
24,582 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.4% |
0.0086 |
0.7% |
1% |
False |
True |
18,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3473 |
|
2.618 |
1.3355 |
|
1.618 |
1.3283 |
|
1.000 |
1.3239 |
|
0.618 |
1.3211 |
|
HIGH |
1.3167 |
|
0.618 |
1.3139 |
|
0.500 |
1.3131 |
|
0.382 |
1.3123 |
|
LOW |
1.3095 |
|
0.618 |
1.3051 |
|
1.000 |
1.3023 |
|
1.618 |
1.2979 |
|
2.618 |
1.2907 |
|
4.250 |
1.2789 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3131 |
1.3219 |
| PP |
1.3125 |
1.3183 |
| S1 |
1.3119 |
1.3148 |
|