CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 06-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3039 |
1.3026 |
-0.0013 |
-0.1% |
1.3131 |
| High |
1.3064 |
1.3027 |
-0.0037 |
-0.3% |
1.3200 |
| Low |
1.2997 |
1.2940 |
-0.0057 |
-0.4% |
1.2997 |
| Close |
1.3028 |
1.2964 |
-0.0064 |
-0.5% |
1.3028 |
| Range |
0.0067 |
0.0087 |
0.0020 |
29.9% |
0.0203 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
95,354 |
75,626 |
-19,728 |
-20.7% |
501,690 |
|
| Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3238 |
1.3188 |
1.3012 |
|
| R3 |
1.3151 |
1.3101 |
1.2988 |
|
| R2 |
1.3064 |
1.3064 |
1.2980 |
|
| R1 |
1.3014 |
1.3014 |
1.2972 |
1.2996 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.2968 |
| S1 |
1.2927 |
1.2927 |
1.2956 |
1.2909 |
| S2 |
1.2890 |
1.2890 |
1.2948 |
|
| S3 |
1.2803 |
1.2840 |
1.2940 |
|
| S4 |
1.2716 |
1.2753 |
1.2916 |
|
|
| 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 |
1.2940 |
0.0260 |
2.0% |
0.0086 |
0.7% |
9% |
False |
True |
102,054 |
| 10 |
1.3240 |
1.2940 |
0.0300 |
2.3% |
0.0080 |
0.6% |
8% |
False |
True |
96,125 |
| 20 |
1.3341 |
1.2940 |
0.0401 |
3.1% |
0.0095 |
0.7% |
6% |
False |
True |
109,305 |
| 40 |
1.3505 |
1.2940 |
0.0565 |
4.4% |
0.0101 |
0.8% |
4% |
False |
True |
110,524 |
| 60 |
1.3685 |
1.2940 |
0.0745 |
5.7% |
0.0095 |
0.7% |
3% |
False |
True |
74,930 |
| 80 |
1.4463 |
1.2940 |
0.1523 |
11.7% |
0.0096 |
0.7% |
2% |
False |
True |
56,272 |
| 100 |
1.4463 |
1.2940 |
0.1523 |
11.7% |
0.0094 |
0.7% |
2% |
False |
True |
45,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3397 |
|
2.618 |
1.3255 |
|
1.618 |
1.3168 |
|
1.000 |
1.3114 |
|
0.618 |
1.3081 |
|
HIGH |
1.3027 |
|
0.618 |
1.2994 |
|
0.500 |
1.2984 |
|
0.382 |
1.2973 |
|
LOW |
1.2940 |
|
0.618 |
1.2886 |
|
1.000 |
1.2853 |
|
1.618 |
1.2799 |
|
2.618 |
1.2712 |
|
4.250 |
1.2570 |
|
|
| Fisher Pivots for day following 06-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.3059 |
| PP |
1.2977 |
1.3027 |
| S1 |
1.2971 |
1.2996 |
|