CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.3262 |
0.0022 |
0.2% |
1.3358 |
| High |
1.3275 |
1.3328 |
0.0053 |
0.4% |
1.3403 |
| Low |
1.3137 |
1.3252 |
0.0115 |
0.9% |
1.3137 |
| Close |
1.3263 |
1.3266 |
0.0003 |
0.0% |
1.3263 |
| Range |
0.0138 |
0.0076 |
-0.0062 |
-44.9% |
0.0266 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
133,454 |
85,759 |
-47,695 |
-35.7% |
672,186 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3510 |
1.3464 |
1.3308 |
|
| R3 |
1.3434 |
1.3388 |
1.3287 |
|
| R2 |
1.3358 |
1.3358 |
1.3280 |
|
| R1 |
1.3312 |
1.3312 |
1.3273 |
1.3335 |
| PP |
1.3282 |
1.3282 |
1.3282 |
1.3294 |
| S1 |
1.3236 |
1.3236 |
1.3259 |
1.3259 |
| S2 |
1.3206 |
1.3206 |
1.3252 |
|
| S3 |
1.3130 |
1.3160 |
1.3245 |
|
| S4 |
1.3054 |
1.3084 |
1.3224 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4066 |
1.3930 |
1.3409 |
|
| R3 |
1.3800 |
1.3664 |
1.3336 |
|
| R2 |
1.3534 |
1.3534 |
1.3312 |
|
| R1 |
1.3398 |
1.3398 |
1.3287 |
1.3333 |
| PP |
1.3268 |
1.3268 |
1.3268 |
1.3235 |
| S1 |
1.3132 |
1.3132 |
1.3239 |
1.3067 |
| S2 |
1.3002 |
1.3002 |
1.3214 |
|
| S3 |
1.2736 |
1.2866 |
1.3190 |
|
| S4 |
1.2470 |
1.2600 |
1.3117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3341 |
1.3137 |
0.0204 |
1.5% |
0.0090 |
0.7% |
63% |
False |
False |
106,662 |
| 10 |
1.3403 |
1.3137 |
0.0266 |
2.0% |
0.0102 |
0.8% |
48% |
False |
False |
122,390 |
| 20 |
1.3403 |
1.3095 |
0.0308 |
2.3% |
0.0102 |
0.8% |
56% |
False |
False |
118,842 |
| 40 |
1.3597 |
1.3095 |
0.0502 |
3.8% |
0.0097 |
0.7% |
34% |
False |
False |
71,029 |
| 60 |
1.4175 |
1.3095 |
0.1080 |
8.1% |
0.0096 |
0.7% |
16% |
False |
False |
47,436 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0093 |
0.7% |
13% |
False |
False |
35,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3651 |
|
2.618 |
1.3527 |
|
1.618 |
1.3451 |
|
1.000 |
1.3404 |
|
0.618 |
1.3375 |
|
HIGH |
1.3328 |
|
0.618 |
1.3299 |
|
0.500 |
1.3290 |
|
0.382 |
1.3281 |
|
LOW |
1.3252 |
|
0.618 |
1.3205 |
|
1.000 |
1.3176 |
|
1.618 |
1.3129 |
|
2.618 |
1.3053 |
|
4.250 |
1.2929 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3290 |
1.3255 |
| PP |
1.3282 |
1.3244 |
| S1 |
1.3274 |
1.3233 |
|