CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3143 |
1.3146 |
0.0003 |
0.0% |
1.3163 |
| High |
1.3169 |
1.3177 |
0.0008 |
0.1% |
1.3240 |
| Low |
1.3120 |
1.3036 |
-0.0084 |
-0.6% |
1.3101 |
| Close |
1.3153 |
1.3046 |
-0.0107 |
-0.8% |
1.3139 |
| Range |
0.0049 |
0.0141 |
0.0092 |
187.8% |
0.0139 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.6% |
0.0000 |
| Volume |
85,278 |
153,044 |
67,766 |
79.5% |
478,153 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3509 |
1.3419 |
1.3124 |
|
| R3 |
1.3368 |
1.3278 |
1.3085 |
|
| R2 |
1.3227 |
1.3227 |
1.3072 |
|
| R1 |
1.3137 |
1.3137 |
1.3059 |
1.3112 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3074 |
| S1 |
1.2996 |
1.2996 |
1.3033 |
1.2971 |
| S2 |
1.2945 |
1.2945 |
1.3020 |
|
| S3 |
1.2804 |
1.2855 |
1.3007 |
|
| S4 |
1.2663 |
1.2714 |
1.2968 |
|
|
| 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 |
1.3200 |
1.3036 |
0.0164 |
1.3% |
0.0076 |
0.6% |
6% |
False |
True |
96,904 |
| 10 |
1.3240 |
1.3025 |
0.0215 |
1.6% |
0.0087 |
0.7% |
10% |
False |
False |
102,545 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0101 |
0.8% |
14% |
False |
False |
116,819 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.2% |
0.0101 |
0.8% |
11% |
False |
False |
106,550 |
| 60 |
1.3695 |
1.2988 |
0.0707 |
5.4% |
0.0097 |
0.7% |
8% |
False |
False |
72,088 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.3% |
0.0096 |
0.7% |
4% |
False |
False |
54,136 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.3% |
0.0093 |
0.7% |
4% |
False |
False |
43,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3546 |
|
1.618 |
1.3405 |
|
1.000 |
1.3318 |
|
0.618 |
1.3264 |
|
HIGH |
1.3177 |
|
0.618 |
1.3123 |
|
0.500 |
1.3107 |
|
0.382 |
1.3090 |
|
LOW |
1.3036 |
|
0.618 |
1.2949 |
|
1.000 |
1.2895 |
|
1.618 |
1.2808 |
|
2.618 |
1.2667 |
|
4.250 |
1.2437 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3118 |
| PP |
1.3086 |
1.3094 |
| S1 |
1.3066 |
1.3070 |
|