CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2964 |
1.2957 |
-0.0007 |
-0.1% |
1.3131 |
| High |
1.2993 |
1.2980 |
-0.0013 |
-0.1% |
1.3200 |
| Low |
1.2944 |
1.2872 |
-0.0072 |
-0.6% |
1.2997 |
| Close |
1.2955 |
1.2913 |
-0.0042 |
-0.3% |
1.3028 |
| Range |
0.0049 |
0.0108 |
0.0059 |
120.4% |
0.0203 |
| ATR |
0.0091 |
0.0093 |
0.0001 |
1.3% |
0.0000 |
| Volume |
82,365 |
107,107 |
24,742 |
30.0% |
501,690 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3187 |
1.2972 |
|
| R3 |
1.3138 |
1.3079 |
1.2943 |
|
| R2 |
1.3030 |
1.3030 |
1.2933 |
|
| R1 |
1.2971 |
1.2971 |
1.2923 |
1.2947 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2909 |
| S1 |
1.2863 |
1.2863 |
1.2903 |
1.2839 |
| S2 |
1.2814 |
1.2814 |
1.2893 |
|
| S3 |
1.2706 |
1.2755 |
1.2883 |
|
| S4 |
1.2598 |
1.2647 |
1.2854 |
|
|
| 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 |
1.3177 |
1.2872 |
0.0305 |
2.4% |
0.0090 |
0.7% |
13% |
False |
True |
102,699 |
| 10 |
1.3240 |
1.2872 |
0.0368 |
2.8% |
0.0080 |
0.6% |
11% |
False |
True |
95,342 |
| 20 |
1.3328 |
1.2872 |
0.0456 |
3.5% |
0.0095 |
0.7% |
9% |
False |
True |
107,399 |
| 40 |
1.3505 |
1.2872 |
0.0633 |
4.9% |
0.0100 |
0.8% |
6% |
False |
True |
113,114 |
| 60 |
1.3647 |
1.2872 |
0.0775 |
6.0% |
0.0096 |
0.7% |
5% |
False |
True |
78,083 |
| 80 |
1.4463 |
1.2872 |
0.1591 |
12.3% |
0.0097 |
0.7% |
3% |
False |
True |
58,638 |
| 100 |
1.4463 |
1.2872 |
0.1591 |
12.3% |
0.0094 |
0.7% |
3% |
False |
True |
46,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3439 |
|
2.618 |
1.3263 |
|
1.618 |
1.3155 |
|
1.000 |
1.3088 |
|
0.618 |
1.3047 |
|
HIGH |
1.2980 |
|
0.618 |
1.2939 |
|
0.500 |
1.2926 |
|
0.382 |
1.2913 |
|
LOW |
1.2872 |
|
0.618 |
1.2805 |
|
1.000 |
1.2764 |
|
1.618 |
1.2697 |
|
2.618 |
1.2589 |
|
4.250 |
1.2413 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2926 |
1.2950 |
| PP |
1.2922 |
1.2937 |
| S1 |
1.2917 |
1.2925 |
|