CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3023 |
1.3029 |
0.0006 |
0.0% |
1.2856 |
| High |
1.3065 |
1.3080 |
0.0015 |
0.1% |
1.3065 |
| Low |
1.2975 |
1.2987 |
0.0012 |
0.1% |
1.2722 |
| Close |
1.2985 |
1.3076 |
0.0091 |
0.7% |
1.2985 |
| Range |
0.0090 |
0.0093 |
0.0003 |
3.3% |
0.0343 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
118,515 |
109,646 |
-8,869 |
-7.5% |
685,334 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3294 |
1.3127 |
|
| R3 |
1.3234 |
1.3201 |
1.3102 |
|
| R2 |
1.3141 |
1.3141 |
1.3093 |
|
| R1 |
1.3108 |
1.3108 |
1.3085 |
1.3125 |
| PP |
1.3048 |
1.3048 |
1.3048 |
1.3056 |
| S1 |
1.3015 |
1.3015 |
1.3067 |
1.3032 |
| S2 |
1.2955 |
1.2955 |
1.3059 |
|
| S3 |
1.2862 |
1.2922 |
1.3050 |
|
| S4 |
1.2769 |
1.2829 |
1.3025 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3953 |
1.3812 |
1.3174 |
|
| R3 |
1.3610 |
1.3469 |
1.3079 |
|
| R2 |
1.3267 |
1.3267 |
1.3048 |
|
| R1 |
1.3126 |
1.3126 |
1.3016 |
1.3197 |
| PP |
1.2924 |
1.2924 |
1.2924 |
1.2959 |
| S1 |
1.2783 |
1.2783 |
1.2954 |
1.2854 |
| S2 |
1.2581 |
1.2581 |
1.2922 |
|
| S3 |
1.2238 |
1.2440 |
1.2891 |
|
| S4 |
1.1895 |
1.2097 |
1.2796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3080 |
1.2722 |
0.0358 |
2.7% |
0.0141 |
1.1% |
99% |
True |
False |
142,147 |
| 10 |
1.3080 |
1.2722 |
0.0358 |
2.7% |
0.0119 |
0.9% |
99% |
True |
False |
118,929 |
| 20 |
1.3297 |
1.2722 |
0.0575 |
4.4% |
0.0110 |
0.8% |
62% |
False |
False |
111,894 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0110 |
0.8% |
56% |
False |
False |
107,333 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0104 |
0.8% |
56% |
False |
False |
73,134 |
| 80 |
1.3375 |
1.2722 |
0.0653 |
5.0% |
0.0098 |
0.8% |
54% |
False |
False |
54,993 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.6% |
0.0094 |
0.7% |
49% |
False |
False |
44,012 |
| 120 |
1.3650 |
1.2722 |
0.0928 |
7.1% |
0.0086 |
0.7% |
38% |
False |
False |
36,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3475 |
|
2.618 |
1.3323 |
|
1.618 |
1.3230 |
|
1.000 |
1.3173 |
|
0.618 |
1.3137 |
|
HIGH |
1.3080 |
|
0.618 |
1.3044 |
|
0.500 |
1.3034 |
|
0.382 |
1.3023 |
|
LOW |
1.2987 |
|
0.618 |
1.2930 |
|
1.000 |
1.2894 |
|
1.618 |
1.2837 |
|
2.618 |
1.2744 |
|
4.250 |
1.2592 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3062 |
1.3029 |
| PP |
1.3048 |
1.2982 |
| S1 |
1.3034 |
1.2935 |
|