CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3234 |
1.3262 |
0.0028 |
0.2% |
1.3255 |
| High |
1.3315 |
1.3332 |
0.0017 |
0.1% |
1.3332 |
| Low |
1.3214 |
1.3243 |
0.0029 |
0.2% |
1.3138 |
| Close |
1.3252 |
1.3307 |
0.0055 |
0.4% |
1.3307 |
| Range |
0.0101 |
0.0089 |
-0.0012 |
-11.9% |
0.0194 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
166,017 |
96,625 |
-69,392 |
-41.8% |
465,964 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3561 |
1.3523 |
1.3356 |
|
| R3 |
1.3472 |
1.3434 |
1.3331 |
|
| R2 |
1.3383 |
1.3383 |
1.3323 |
|
| R1 |
1.3345 |
1.3345 |
1.3315 |
1.3364 |
| PP |
1.3294 |
1.3294 |
1.3294 |
1.3304 |
| S1 |
1.3256 |
1.3256 |
1.3299 |
1.3275 |
| S2 |
1.3205 |
1.3205 |
1.3291 |
|
| S3 |
1.3116 |
1.3167 |
1.3283 |
|
| S4 |
1.3027 |
1.3078 |
1.3258 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3841 |
1.3768 |
1.3414 |
|
| R3 |
1.3647 |
1.3574 |
1.3360 |
|
| R2 |
1.3453 |
1.3453 |
1.3343 |
|
| R1 |
1.3380 |
1.3380 |
1.3325 |
1.3417 |
| PP |
1.3259 |
1.3259 |
1.3259 |
1.3277 |
| S1 |
1.3186 |
1.3186 |
1.3289 |
1.3223 |
| S2 |
1.3065 |
1.3065 |
1.3271 |
|
| S3 |
1.2871 |
1.2992 |
1.3254 |
|
| S4 |
1.2677 |
1.2798 |
1.3200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3332 |
1.3114 |
0.0218 |
1.6% |
0.0109 |
0.8% |
89% |
True |
False |
123,253 |
| 10 |
1.3366 |
1.3095 |
0.0271 |
2.0% |
0.0099 |
0.7% |
78% |
False |
False |
117,375 |
| 20 |
1.3505 |
1.3095 |
0.0410 |
3.1% |
0.0102 |
0.8% |
52% |
False |
False |
100,960 |
| 40 |
1.3695 |
1.3095 |
0.0600 |
4.5% |
0.0095 |
0.7% |
35% |
False |
False |
52,136 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0095 |
0.7% |
15% |
False |
False |
34,852 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0092 |
0.7% |
15% |
False |
False |
26,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3710 |
|
2.618 |
1.3565 |
|
1.618 |
1.3476 |
|
1.000 |
1.3421 |
|
0.618 |
1.3387 |
|
HIGH |
1.3332 |
|
0.618 |
1.3298 |
|
0.500 |
1.3288 |
|
0.382 |
1.3277 |
|
LOW |
1.3243 |
|
0.618 |
1.3188 |
|
1.000 |
1.3154 |
|
1.618 |
1.3099 |
|
2.618 |
1.3010 |
|
4.250 |
1.2865 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3301 |
1.3286 |
| PP |
1.3294 |
1.3266 |
| S1 |
1.3288 |
1.3245 |
|