CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3136 |
1.3131 |
-0.0005 |
0.0% |
1.3163 |
| High |
1.3157 |
1.3179 |
0.0022 |
0.2% |
1.3240 |
| Low |
1.3109 |
1.3123 |
0.0014 |
0.1% |
1.3101 |
| Close |
1.3139 |
1.3161 |
0.0022 |
0.2% |
1.3139 |
| Range |
0.0048 |
0.0056 |
0.0008 |
16.7% |
0.0139 |
| ATR |
0.0102 |
0.0098 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
78,187 |
67,045 |
-11,142 |
-14.3% |
478,153 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3322 |
1.3298 |
1.3192 |
|
| R3 |
1.3266 |
1.3242 |
1.3176 |
|
| R2 |
1.3210 |
1.3210 |
1.3171 |
|
| R1 |
1.3186 |
1.3186 |
1.3166 |
1.3198 |
| PP |
1.3154 |
1.3154 |
1.3154 |
1.3161 |
| S1 |
1.3130 |
1.3130 |
1.3156 |
1.3142 |
| S2 |
1.3098 |
1.3098 |
1.3151 |
|
| S3 |
1.3042 |
1.3074 |
1.3146 |
|
| S4 |
1.2986 |
1.3018 |
1.3130 |
|
|
| 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% |
0.0074 |
0.6% |
43% |
False |
False |
90,197 |
| 10 |
1.3304 |
1.2988 |
0.0316 |
2.4% |
0.0103 |
0.8% |
55% |
False |
False |
114,253 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0103 |
0.8% |
42% |
False |
False |
118,322 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.1% |
0.0101 |
0.8% |
32% |
False |
False |
98,863 |
| 60 |
1.3695 |
1.2988 |
0.0707 |
5.4% |
0.0097 |
0.7% |
24% |
False |
False |
66,446 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0096 |
0.7% |
12% |
False |
False |
49,896 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0091 |
0.7% |
12% |
False |
False |
39,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3417 |
|
2.618 |
1.3326 |
|
1.618 |
1.3270 |
|
1.000 |
1.3235 |
|
0.618 |
1.3214 |
|
HIGH |
1.3179 |
|
0.618 |
1.3158 |
|
0.500 |
1.3151 |
|
0.382 |
1.3144 |
|
LOW |
1.3123 |
|
0.618 |
1.3088 |
|
1.000 |
1.3067 |
|
1.618 |
1.3032 |
|
2.618 |
1.2976 |
|
4.250 |
1.2885 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3158 |
1.3175 |
| PP |
1.3154 |
1.3170 |
| S1 |
1.3151 |
1.3166 |
|