CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3171 |
1.3213 |
0.0042 |
0.3% |
1.3262 |
| High |
1.3230 |
1.3240 |
0.0010 |
0.1% |
1.3328 |
| Low |
1.3161 |
1.3132 |
-0.0029 |
-0.2% |
1.2988 |
| Close |
1.3202 |
1.3138 |
-0.0064 |
-0.5% |
1.3164 |
| Range |
0.0069 |
0.0108 |
0.0039 |
56.5% |
0.0340 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.2% |
0.0000 |
| Volume |
97,599 |
108,449 |
10,850 |
11.1% |
683,093 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3494 |
1.3424 |
1.3197 |
|
| R3 |
1.3386 |
1.3316 |
1.3168 |
|
| R2 |
1.3278 |
1.3278 |
1.3158 |
|
| R1 |
1.3208 |
1.3208 |
1.3148 |
1.3189 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3161 |
| S1 |
1.3100 |
1.3100 |
1.3128 |
1.3081 |
| S2 |
1.3062 |
1.3062 |
1.3118 |
|
| S3 |
1.2954 |
1.2992 |
1.3108 |
|
| S4 |
1.2846 |
1.2884 |
1.3079 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4180 |
1.4012 |
1.3351 |
|
| R3 |
1.3840 |
1.3672 |
1.3258 |
|
| R2 |
1.3500 |
1.3500 |
1.3226 |
|
| R1 |
1.3332 |
1.3332 |
1.3195 |
1.3246 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3117 |
| S1 |
1.2992 |
1.2992 |
1.3133 |
1.2906 |
| S2 |
1.2820 |
1.2820 |
1.3102 |
|
| S3 |
1.2480 |
1.2652 |
1.3071 |
|
| S4 |
1.2140 |
1.2312 |
1.2977 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3240 |
1.3025 |
0.0215 |
1.6% |
0.0098 |
0.7% |
53% |
True |
False |
108,186 |
| 10 |
1.3328 |
1.2988 |
0.0340 |
2.6% |
0.0114 |
0.9% |
44% |
False |
False |
121,651 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0108 |
0.8% |
36% |
False |
False |
125,234 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.1% |
0.0103 |
0.8% |
28% |
False |
False |
95,463 |
| 60 |
1.3747 |
1.2988 |
0.0759 |
5.8% |
0.0098 |
0.7% |
20% |
False |
False |
64,029 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0097 |
0.7% |
10% |
False |
False |
48,081 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0090 |
0.7% |
10% |
False |
False |
38,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3699 |
|
2.618 |
1.3523 |
|
1.618 |
1.3415 |
|
1.000 |
1.3348 |
|
0.618 |
1.3307 |
|
HIGH |
1.3240 |
|
0.618 |
1.3199 |
|
0.500 |
1.3186 |
|
0.382 |
1.3173 |
|
LOW |
1.3132 |
|
0.618 |
1.3065 |
|
1.000 |
1.3024 |
|
1.618 |
1.2957 |
|
2.618 |
1.2849 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3186 |
1.3171 |
| PP |
1.3170 |
1.3160 |
| S1 |
1.3154 |
1.3149 |
|