CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3292 |
1.3314 |
0.0022 |
0.2% |
1.3255 |
| High |
1.3341 |
1.3324 |
-0.0017 |
-0.1% |
1.3332 |
| Low |
1.3262 |
1.3230 |
-0.0032 |
-0.2% |
1.3138 |
| Close |
1.3305 |
1.3249 |
-0.0056 |
-0.4% |
1.3307 |
| Range |
0.0079 |
0.0094 |
0.0015 |
19.0% |
0.0194 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
126,910 |
100,682 |
-26,228 |
-20.7% |
465,964 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3550 |
1.3493 |
1.3301 |
|
| R3 |
1.3456 |
1.3399 |
1.3275 |
|
| R2 |
1.3362 |
1.3362 |
1.3266 |
|
| R1 |
1.3305 |
1.3305 |
1.3258 |
1.3287 |
| PP |
1.3268 |
1.3268 |
1.3268 |
1.3258 |
| S1 |
1.3211 |
1.3211 |
1.3240 |
1.3193 |
| S2 |
1.3174 |
1.3174 |
1.3232 |
|
| S3 |
1.3080 |
1.3117 |
1.3223 |
|
| S4 |
1.2986 |
1.3023 |
1.3197 |
|
|
| 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 |
1.3214 |
0.0189 |
1.4% |
0.0107 |
0.8% |
19% |
False |
False |
142,973 |
| 10 |
1.3403 |
1.3095 |
0.0308 |
2.3% |
0.0109 |
0.8% |
50% |
False |
False |
133,320 |
| 20 |
1.3505 |
1.3095 |
0.0410 |
3.1% |
0.0106 |
0.8% |
38% |
False |
False |
118,828 |
| 40 |
1.3647 |
1.3095 |
0.0552 |
4.2% |
0.0096 |
0.7% |
28% |
False |
False |
63,425 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0097 |
0.7% |
11% |
False |
False |
42,385 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0094 |
0.7% |
11% |
False |
False |
31,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3724 |
|
2.618 |
1.3570 |
|
1.618 |
1.3476 |
|
1.000 |
1.3418 |
|
0.618 |
1.3382 |
|
HIGH |
1.3324 |
|
0.618 |
1.3288 |
|
0.500 |
1.3277 |
|
0.382 |
1.3266 |
|
LOW |
1.3230 |
|
0.618 |
1.3172 |
|
1.000 |
1.3136 |
|
1.618 |
1.3078 |
|
2.618 |
1.2984 |
|
4.250 |
1.2831 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3277 |
1.3316 |
| PP |
1.3268 |
1.3294 |
| S1 |
1.3258 |
1.3271 |
|