CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3213 |
1.3136 |
-0.0077 |
-0.6% |
1.3163 |
| High |
1.3240 |
1.3157 |
-0.0083 |
-0.6% |
1.3240 |
| Low |
1.3132 |
1.3109 |
-0.0023 |
-0.2% |
1.3101 |
| Close |
1.3138 |
1.3139 |
0.0001 |
0.0% |
1.3139 |
| Range |
0.0108 |
0.0048 |
-0.0060 |
-55.6% |
0.0139 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
108,449 |
78,187 |
-30,262 |
-27.9% |
478,153 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3279 |
1.3257 |
1.3165 |
|
| R3 |
1.3231 |
1.3209 |
1.3152 |
|
| R2 |
1.3183 |
1.3183 |
1.3148 |
|
| R1 |
1.3161 |
1.3161 |
1.3143 |
1.3172 |
| PP |
1.3135 |
1.3135 |
1.3135 |
1.3141 |
| S1 |
1.3113 |
1.3113 |
1.3135 |
1.3124 |
| S2 |
1.3087 |
1.3087 |
1.3130 |
|
| S3 |
1.3039 |
1.3065 |
1.3126 |
|
| S4 |
1.2991 |
1.3017 |
1.3113 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3497 |
1.3215 |
|
| R3 |
1.3438 |
1.3358 |
1.3177 |
|
| R2 |
1.3299 |
1.3299 |
1.3164 |
|
| R1 |
1.3219 |
1.3219 |
1.3152 |
1.3190 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3145 |
| S1 |
1.3080 |
1.3080 |
1.3126 |
1.3051 |
| S2 |
1.3021 |
1.3021 |
1.3114 |
|
| S3 |
1.2882 |
1.2941 |
1.3101 |
|
| S4 |
1.2743 |
1.2802 |
1.3063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3240 |
1.3101 |
0.0139 |
1.1% |
0.0078 |
0.6% |
27% |
False |
False |
95,630 |
| 10 |
1.3328 |
1.2988 |
0.0340 |
2.6% |
0.0105 |
0.8% |
44% |
False |
False |
116,124 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0107 |
0.8% |
36% |
False |
False |
122,485 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.1% |
0.0102 |
0.8% |
28% |
False |
False |
97,331 |
| 60 |
1.3710 |
1.2988 |
0.0722 |
5.5% |
0.0097 |
0.7% |
21% |
False |
False |
65,330 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0096 |
0.7% |
10% |
False |
False |
49,058 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0090 |
0.7% |
10% |
False |
False |
39,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3361 |
|
2.618 |
1.3283 |
|
1.618 |
1.3235 |
|
1.000 |
1.3205 |
|
0.618 |
1.3187 |
|
HIGH |
1.3157 |
|
0.618 |
1.3139 |
|
0.500 |
1.3133 |
|
0.382 |
1.3127 |
|
LOW |
1.3109 |
|
0.618 |
1.3079 |
|
1.000 |
1.3061 |
|
1.618 |
1.3031 |
|
2.618 |
1.2983 |
|
4.250 |
1.2905 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3137 |
1.3175 |
| PP |
1.3135 |
1.3163 |
| S1 |
1.3133 |
1.3151 |
|