CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3131 |
1.3157 |
0.0026 |
0.2% |
1.3163 |
| High |
1.3179 |
1.3200 |
0.0021 |
0.2% |
1.3240 |
| Low |
1.3123 |
1.3115 |
-0.0008 |
-0.1% |
1.3101 |
| Close |
1.3161 |
1.3150 |
-0.0011 |
-0.1% |
1.3139 |
| Range |
0.0056 |
0.0085 |
0.0029 |
51.8% |
0.0139 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
67,045 |
100,969 |
33,924 |
50.6% |
478,153 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3410 |
1.3365 |
1.3197 |
|
| R3 |
1.3325 |
1.3280 |
1.3173 |
|
| R2 |
1.3240 |
1.3240 |
1.3166 |
|
| R1 |
1.3195 |
1.3195 |
1.3158 |
1.3175 |
| PP |
1.3155 |
1.3155 |
1.3155 |
1.3145 |
| S1 |
1.3110 |
1.3110 |
1.3142 |
1.3090 |
| S2 |
1.3070 |
1.3070 |
1.3134 |
|
| S3 |
1.2985 |
1.3025 |
1.3127 |
|
| S4 |
1.2900 |
1.2940 |
1.3103 |
|
|
| 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 |
1.3109 |
0.0131 |
1.0% |
0.0073 |
0.6% |
31% |
False |
False |
90,449 |
| 10 |
1.3240 |
1.2988 |
0.0252 |
1.9% |
0.0091 |
0.7% |
64% |
False |
False |
107,624 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0101 |
0.8% |
39% |
False |
False |
118,376 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.1% |
0.0100 |
0.8% |
30% |
False |
False |
101,238 |
| 60 |
1.3695 |
1.2988 |
0.0707 |
5.4% |
0.0096 |
0.7% |
23% |
False |
False |
68,125 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0095 |
0.7% |
11% |
False |
False |
51,157 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0092 |
0.7% |
11% |
False |
False |
40,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3561 |
|
2.618 |
1.3423 |
|
1.618 |
1.3338 |
|
1.000 |
1.3285 |
|
0.618 |
1.3253 |
|
HIGH |
1.3200 |
|
0.618 |
1.3168 |
|
0.500 |
1.3158 |
|
0.382 |
1.3147 |
|
LOW |
1.3115 |
|
0.618 |
1.3062 |
|
1.000 |
1.3030 |
|
1.618 |
1.2977 |
|
2.618 |
1.2892 |
|
4.250 |
1.2754 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3158 |
1.3155 |
| PP |
1.3155 |
1.3153 |
| S1 |
1.3153 |
1.3152 |
|