CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2845 |
1.2771 |
-0.0074 |
-0.6% |
1.3026 |
| High |
1.2854 |
1.2808 |
-0.0046 |
-0.4% |
1.3027 |
| Low |
1.2740 |
1.2747 |
0.0007 |
0.1% |
1.2740 |
| Close |
1.2779 |
1.2770 |
-0.0009 |
-0.1% |
1.2779 |
| Range |
0.0114 |
0.0061 |
-0.0053 |
-46.5% |
0.0287 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
143,024 |
89,100 |
-53,924 |
-37.7% |
513,612 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2958 |
1.2925 |
1.2804 |
|
| R3 |
1.2897 |
1.2864 |
1.2787 |
|
| R2 |
1.2836 |
1.2836 |
1.2781 |
|
| R1 |
1.2803 |
1.2803 |
1.2776 |
1.2789 |
| PP |
1.2775 |
1.2775 |
1.2775 |
1.2768 |
| S1 |
1.2742 |
1.2742 |
1.2764 |
1.2728 |
| S2 |
1.2714 |
1.2714 |
1.2759 |
|
| S3 |
1.2653 |
1.2681 |
1.2753 |
|
| S4 |
1.2592 |
1.2620 |
1.2736 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3531 |
1.2937 |
|
| R3 |
1.3423 |
1.3244 |
1.2858 |
|
| R2 |
1.3136 |
1.3136 |
1.2832 |
|
| R1 |
1.2957 |
1.2957 |
1.2805 |
1.2903 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2822 |
| S1 |
1.2670 |
1.2670 |
1.2753 |
1.2616 |
| S2 |
1.2562 |
1.2562 |
1.2726 |
|
| S3 |
1.2275 |
1.2383 |
1.2700 |
|
| S4 |
1.1988 |
1.2096 |
1.2621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2993 |
1.2740 |
0.0253 |
2.0% |
0.0086 |
0.7% |
12% |
False |
False |
105,417 |
| 10 |
1.3200 |
1.2740 |
0.0460 |
3.6% |
0.0086 |
0.7% |
7% |
False |
False |
103,735 |
| 20 |
1.3304 |
1.2740 |
0.0564 |
4.4% |
0.0094 |
0.7% |
5% |
False |
False |
108,994 |
| 40 |
1.3403 |
1.2740 |
0.0663 |
5.2% |
0.0098 |
0.8% |
5% |
False |
False |
113,918 |
| 60 |
1.3597 |
1.2740 |
0.0857 |
6.7% |
0.0096 |
0.8% |
4% |
False |
False |
83,684 |
| 80 |
1.4175 |
1.2740 |
0.1435 |
11.2% |
0.0095 |
0.7% |
2% |
False |
False |
62,826 |
| 100 |
1.4463 |
1.2740 |
0.1723 |
13.5% |
0.0094 |
0.7% |
2% |
False |
False |
50,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3067 |
|
2.618 |
1.2968 |
|
1.618 |
1.2907 |
|
1.000 |
1.2869 |
|
0.618 |
1.2846 |
|
HIGH |
1.2808 |
|
0.618 |
1.2785 |
|
0.500 |
1.2778 |
|
0.382 |
1.2770 |
|
LOW |
1.2747 |
|
0.618 |
1.2709 |
|
1.000 |
1.2686 |
|
1.618 |
1.2648 |
|
2.618 |
1.2587 |
|
4.250 |
1.2488 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2778 |
1.2835 |
| PP |
1.2775 |
1.2813 |
| S1 |
1.2773 |
1.2792 |
|