CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2904 |
1.2845 |
-0.0059 |
-0.5% |
1.3026 |
| High |
1.2929 |
1.2854 |
-0.0075 |
-0.6% |
1.3027 |
| Low |
1.2833 |
1.2740 |
-0.0093 |
-0.7% |
1.2740 |
| Close |
1.2865 |
1.2779 |
-0.0086 |
-0.7% |
1.2779 |
| Range |
0.0096 |
0.0114 |
0.0018 |
18.8% |
0.0287 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.5% |
0.0000 |
| Volume |
105,490 |
143,024 |
37,534 |
35.6% |
513,612 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3133 |
1.3070 |
1.2842 |
|
| R3 |
1.3019 |
1.2956 |
1.2810 |
|
| R2 |
1.2905 |
1.2905 |
1.2800 |
|
| R1 |
1.2842 |
1.2842 |
1.2789 |
1.2817 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2778 |
| S1 |
1.2728 |
1.2728 |
1.2769 |
1.2703 |
| S2 |
1.2677 |
1.2677 |
1.2758 |
|
| S3 |
1.2563 |
1.2614 |
1.2748 |
|
| S4 |
1.2449 |
1.2500 |
1.2716 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3531 |
1.2937 |
|
| R3 |
1.3423 |
1.3244 |
1.2858 |
|
| R2 |
1.3136 |
1.3136 |
1.2832 |
|
| R1 |
1.2957 |
1.2957 |
1.2805 |
1.2903 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2822 |
| S1 |
1.2670 |
1.2670 |
1.2753 |
1.2616 |
| S2 |
1.2562 |
1.2562 |
1.2726 |
|
| S3 |
1.2275 |
1.2383 |
1.2700 |
|
| S4 |
1.1988 |
1.2096 |
1.2621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3027 |
1.2740 |
0.0287 |
2.2% |
0.0091 |
0.7% |
14% |
False |
True |
102,722 |
| 10 |
1.3200 |
1.2740 |
0.0460 |
3.6% |
0.0085 |
0.7% |
8% |
False |
True |
101,530 |
| 20 |
1.3328 |
1.2740 |
0.0588 |
4.6% |
0.0095 |
0.7% |
7% |
False |
True |
108,827 |
| 40 |
1.3403 |
1.2740 |
0.0663 |
5.2% |
0.0099 |
0.8% |
6% |
False |
True |
114,451 |
| 60 |
1.3645 |
1.2740 |
0.0905 |
7.1% |
0.0096 |
0.8% |
4% |
False |
True |
82,210 |
| 80 |
1.4334 |
1.2740 |
0.1594 |
12.5% |
0.0097 |
0.8% |
2% |
False |
True |
61,742 |
| 100 |
1.4463 |
1.2740 |
0.1723 |
13.5% |
0.0094 |
0.7% |
2% |
False |
True |
49,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3339 |
|
2.618 |
1.3152 |
|
1.618 |
1.3038 |
|
1.000 |
1.2968 |
|
0.618 |
1.2924 |
|
HIGH |
1.2854 |
|
0.618 |
1.2810 |
|
0.500 |
1.2797 |
|
0.382 |
1.2784 |
|
LOW |
1.2740 |
|
0.618 |
1.2670 |
|
1.000 |
1.2626 |
|
1.618 |
1.2556 |
|
2.618 |
1.2442 |
|
4.250 |
1.2256 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2797 |
1.2860 |
| PP |
1.2791 |
1.2833 |
| S1 |
1.2785 |
1.2806 |
|