CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3314 |
1.3241 |
-0.0073 |
-0.5% |
1.3255 |
| High |
1.3324 |
1.3280 |
-0.0044 |
-0.3% |
1.3332 |
| Low |
1.3230 |
1.3216 |
-0.0014 |
-0.1% |
1.3138 |
| Close |
1.3249 |
1.3245 |
-0.0004 |
0.0% |
1.3307 |
| Range |
0.0094 |
0.0064 |
-0.0030 |
-31.9% |
0.0194 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
100,682 |
86,507 |
-14,175 |
-14.1% |
465,964 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3439 |
1.3406 |
1.3280 |
|
| R3 |
1.3375 |
1.3342 |
1.3263 |
|
| R2 |
1.3311 |
1.3311 |
1.3257 |
|
| R1 |
1.3278 |
1.3278 |
1.3251 |
1.3295 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3255 |
| S1 |
1.3214 |
1.3214 |
1.3239 |
1.3231 |
| S2 |
1.3183 |
1.3183 |
1.3233 |
|
| S3 |
1.3119 |
1.3150 |
1.3227 |
|
| S4 |
1.3055 |
1.3086 |
1.3210 |
|
|
| 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 |
1.3216 |
0.0187 |
1.4% |
0.0100 |
0.8% |
16% |
False |
True |
127,071 |
| 10 |
1.3403 |
1.3095 |
0.0308 |
2.3% |
0.0103 |
0.8% |
49% |
False |
False |
128,816 |
| 20 |
1.3505 |
1.3095 |
0.0410 |
3.1% |
0.0105 |
0.8% |
37% |
False |
False |
119,011 |
| 40 |
1.3645 |
1.3095 |
0.0550 |
4.2% |
0.0095 |
0.7% |
27% |
False |
False |
65,569 |
| 60 |
1.4403 |
1.3095 |
0.1308 |
9.9% |
0.0097 |
0.7% |
11% |
False |
False |
43,824 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0093 |
0.7% |
11% |
False |
False |
32,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3552 |
|
2.618 |
1.3448 |
|
1.618 |
1.3384 |
|
1.000 |
1.3344 |
|
0.618 |
1.3320 |
|
HIGH |
1.3280 |
|
0.618 |
1.3256 |
|
0.500 |
1.3248 |
|
0.382 |
1.3240 |
|
LOW |
1.3216 |
|
0.618 |
1.3176 |
|
1.000 |
1.3152 |
|
1.618 |
1.3112 |
|
2.618 |
1.3048 |
|
4.250 |
1.2944 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3248 |
1.3279 |
| PP |
1.3247 |
1.3267 |
| S1 |
1.3246 |
1.3256 |
|