CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3180 |
1.3234 |
0.0054 |
0.4% |
1.3321 |
| High |
1.3250 |
1.3315 |
0.0065 |
0.5% |
1.3342 |
| Low |
1.3158 |
1.3214 |
0.0056 |
0.4% |
1.3095 |
| Close |
1.3208 |
1.3252 |
0.0044 |
0.3% |
1.3236 |
| Range |
0.0092 |
0.0101 |
0.0009 |
9.8% |
0.0247 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.4% |
0.0000 |
| Volume |
103,449 |
166,017 |
62,568 |
60.5% |
597,211 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3509 |
1.3308 |
|
| R3 |
1.3462 |
1.3408 |
1.3280 |
|
| R2 |
1.3361 |
1.3361 |
1.3271 |
|
| R1 |
1.3307 |
1.3307 |
1.3261 |
1.3334 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3274 |
| S1 |
1.3206 |
1.3206 |
1.3243 |
1.3233 |
| S2 |
1.3159 |
1.3159 |
1.3233 |
|
| S3 |
1.3058 |
1.3105 |
1.3224 |
|
| S4 |
1.2957 |
1.3004 |
1.3196 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3848 |
1.3372 |
|
| R3 |
1.3718 |
1.3601 |
1.3304 |
|
| R2 |
1.3471 |
1.3471 |
1.3281 |
|
| R1 |
1.3354 |
1.3354 |
1.3259 |
1.3289 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3192 |
| S1 |
1.3107 |
1.3107 |
1.3213 |
1.3042 |
| S2 |
1.2977 |
1.2977 |
1.3191 |
|
| S3 |
1.2730 |
1.2860 |
1.3168 |
|
| S4 |
1.2483 |
1.2613 |
1.3100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3315 |
1.3095 |
0.0220 |
1.7% |
0.0105 |
0.8% |
71% |
True |
False |
130,562 |
| 10 |
1.3366 |
1.3095 |
0.0271 |
2.0% |
0.0107 |
0.8% |
58% |
False |
False |
123,354 |
| 20 |
1.3533 |
1.3095 |
0.0438 |
3.3% |
0.0102 |
0.8% |
36% |
False |
False |
96,281 |
| 40 |
1.3695 |
1.3095 |
0.0600 |
4.5% |
0.0095 |
0.7% |
26% |
False |
False |
49,723 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0094 |
0.7% |
11% |
False |
False |
33,242 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0091 |
0.7% |
11% |
False |
False |
24,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3744 |
|
2.618 |
1.3579 |
|
1.618 |
1.3478 |
|
1.000 |
1.3416 |
|
0.618 |
1.3377 |
|
HIGH |
1.3315 |
|
0.618 |
1.3276 |
|
0.500 |
1.3265 |
|
0.382 |
1.3253 |
|
LOW |
1.3214 |
|
0.618 |
1.3152 |
|
1.000 |
1.3113 |
|
1.618 |
1.3051 |
|
2.618 |
1.2950 |
|
4.250 |
1.2785 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3265 |
1.3244 |
| PP |
1.3260 |
1.3235 |
| S1 |
1.3256 |
1.3227 |
|