CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2776 |
1.2737 |
-0.0039 |
-0.3% |
1.3026 |
| High |
1.2844 |
1.2751 |
-0.0093 |
-0.7% |
1.3027 |
| Low |
1.2721 |
1.2678 |
-0.0043 |
-0.3% |
1.2740 |
| Close |
1.2728 |
1.2709 |
-0.0019 |
-0.1% |
1.2779 |
| Range |
0.0123 |
0.0073 |
-0.0050 |
-40.7% |
0.0287 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
106,257 |
100,676 |
-5,581 |
-5.3% |
513,612 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2893 |
1.2749 |
|
| R3 |
1.2859 |
1.2820 |
1.2729 |
|
| R2 |
1.2786 |
1.2786 |
1.2722 |
|
| R1 |
1.2747 |
1.2747 |
1.2716 |
1.2730 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2704 |
| S1 |
1.2674 |
1.2674 |
1.2702 |
1.2657 |
| S2 |
1.2640 |
1.2640 |
1.2696 |
|
| S3 |
1.2567 |
1.2601 |
1.2689 |
|
| S4 |
1.2494 |
1.2528 |
1.2669 |
|
|
| 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 |
1.2929 |
1.2678 |
0.0251 |
2.0% |
0.0093 |
0.7% |
12% |
False |
True |
108,909 |
| 10 |
1.3177 |
1.2678 |
0.0499 |
3.9% |
0.0092 |
0.7% |
6% |
False |
True |
105,804 |
| 20 |
1.3240 |
1.2678 |
0.0562 |
4.4% |
0.0089 |
0.7% |
6% |
False |
True |
104,009 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.7% |
0.0098 |
0.8% |
4% |
False |
True |
114,600 |
| 60 |
1.3566 |
1.2678 |
0.0888 |
7.0% |
0.0097 |
0.8% |
3% |
False |
True |
87,117 |
| 80 |
1.4088 |
1.2678 |
0.1410 |
11.1% |
0.0096 |
0.8% |
2% |
False |
True |
65,406 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
14.0% |
0.0094 |
0.7% |
2% |
False |
True |
52,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3061 |
|
2.618 |
1.2942 |
|
1.618 |
1.2869 |
|
1.000 |
1.2824 |
|
0.618 |
1.2796 |
|
HIGH |
1.2751 |
|
0.618 |
1.2723 |
|
0.500 |
1.2715 |
|
0.382 |
1.2706 |
|
LOW |
1.2678 |
|
0.618 |
1.2633 |
|
1.000 |
1.2605 |
|
1.618 |
1.2560 |
|
2.618 |
1.2487 |
|
4.250 |
1.2368 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2761 |
| PP |
1.2713 |
1.2744 |
| S1 |
1.2711 |
1.2726 |
|