CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3358 |
1.3292 |
-0.0066 |
-0.5% |
1.3255 |
| High |
1.3403 |
1.3341 |
-0.0062 |
-0.5% |
1.3332 |
| Low |
1.3229 |
1.3262 |
0.0033 |
0.2% |
1.3138 |
| Close |
1.3295 |
1.3305 |
0.0010 |
0.1% |
1.3307 |
| Range |
0.0174 |
0.0079 |
-0.0095 |
-54.6% |
0.0194 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
224,633 |
126,910 |
-97,723 |
-43.5% |
465,964 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3540 |
1.3501 |
1.3348 |
|
| R3 |
1.3461 |
1.3422 |
1.3327 |
|
| R2 |
1.3382 |
1.3382 |
1.3319 |
|
| R1 |
1.3343 |
1.3343 |
1.3312 |
1.3363 |
| PP |
1.3303 |
1.3303 |
1.3303 |
1.3312 |
| S1 |
1.3264 |
1.3264 |
1.3298 |
1.3284 |
| S2 |
1.3224 |
1.3224 |
1.3291 |
|
| S3 |
1.3145 |
1.3185 |
1.3283 |
|
| S4 |
1.3066 |
1.3106 |
1.3262 |
|
|
| 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 |
1.3403 |
1.3158 |
0.0245 |
1.8% |
0.0107 |
0.8% |
60% |
False |
False |
143,526 |
| 10 |
1.3403 |
1.3095 |
0.0308 |
2.3% |
0.0110 |
0.8% |
68% |
False |
False |
133,548 |
| 20 |
1.3505 |
1.3095 |
0.0410 |
3.1% |
0.0105 |
0.8% |
51% |
False |
False |
116,230 |
| 40 |
1.3685 |
1.3095 |
0.0590 |
4.4% |
0.0095 |
0.7% |
36% |
False |
False |
60,914 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0097 |
0.7% |
15% |
False |
False |
40,709 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0094 |
0.7% |
15% |
False |
False |
30,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3677 |
|
2.618 |
1.3548 |
|
1.618 |
1.3469 |
|
1.000 |
1.3420 |
|
0.618 |
1.3390 |
|
HIGH |
1.3341 |
|
0.618 |
1.3311 |
|
0.500 |
1.3302 |
|
0.382 |
1.3292 |
|
LOW |
1.3262 |
|
0.618 |
1.3213 |
|
1.000 |
1.3183 |
|
1.618 |
1.3134 |
|
2.618 |
1.3055 |
|
4.250 |
1.2926 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3304 |
1.3316 |
| PP |
1.3303 |
1.3312 |
| S1 |
1.3302 |
1.3309 |
|