CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3146 |
1.3039 |
-0.0107 |
-0.8% |
1.3131 |
| High |
1.3177 |
1.3064 |
-0.0113 |
-0.9% |
1.3200 |
| Low |
1.3036 |
1.2997 |
-0.0039 |
-0.3% |
1.2997 |
| Close |
1.3046 |
1.3028 |
-0.0018 |
-0.1% |
1.3028 |
| Range |
0.0141 |
0.0067 |
-0.0074 |
-52.5% |
0.0203 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
153,044 |
95,354 |
-57,690 |
-37.7% |
501,690 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3196 |
1.3065 |
|
| R3 |
1.3164 |
1.3129 |
1.3046 |
|
| R2 |
1.3097 |
1.3097 |
1.3040 |
|
| R1 |
1.3062 |
1.3062 |
1.3034 |
1.3046 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3022 |
| S1 |
1.2995 |
1.2995 |
1.3022 |
1.2979 |
| S2 |
1.2963 |
1.2963 |
1.3016 |
|
| S3 |
1.2896 |
1.2928 |
1.3010 |
|
| S4 |
1.2829 |
1.2861 |
1.2991 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3559 |
1.3140 |
|
| R3 |
1.3481 |
1.3356 |
1.3084 |
|
| R2 |
1.3278 |
1.3278 |
1.3065 |
|
| R1 |
1.3153 |
1.3153 |
1.3047 |
1.3114 |
| PP |
1.3075 |
1.3075 |
1.3075 |
1.3056 |
| S1 |
1.2950 |
1.2950 |
1.3009 |
1.2911 |
| S2 |
1.2872 |
1.2872 |
1.2991 |
|
| S3 |
1.2669 |
1.2747 |
1.2972 |
|
| S4 |
1.2466 |
1.2544 |
1.2916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3200 |
1.2997 |
0.0203 |
1.6% |
0.0080 |
0.6% |
15% |
False |
True |
100,338 |
| 10 |
1.3240 |
1.2997 |
0.0243 |
1.9% |
0.0079 |
0.6% |
13% |
False |
True |
97,984 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0100 |
0.8% |
10% |
False |
False |
116,756 |
| 40 |
1.3505 |
1.2988 |
0.0517 |
4.0% |
0.0101 |
0.8% |
8% |
False |
False |
108,858 |
| 60 |
1.3695 |
1.2988 |
0.0707 |
5.4% |
0.0096 |
0.7% |
6% |
False |
False |
73,676 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.3% |
0.0096 |
0.7% |
3% |
False |
False |
55,328 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.3% |
0.0094 |
0.7% |
3% |
False |
False |
44,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3349 |
|
2.618 |
1.3239 |
|
1.618 |
1.3172 |
|
1.000 |
1.3131 |
|
0.618 |
1.3105 |
|
HIGH |
1.3064 |
|
0.618 |
1.3038 |
|
0.500 |
1.3031 |
|
0.382 |
1.3023 |
|
LOW |
1.2997 |
|
0.618 |
1.2956 |
|
1.000 |
1.2930 |
|
1.618 |
1.2889 |
|
2.618 |
1.2822 |
|
4.250 |
1.2712 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3031 |
1.3087 |
| PP |
1.3030 |
1.3067 |
| S1 |
1.3029 |
1.3048 |
|