CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2737 |
1.2708 |
-0.0029 |
-0.2% |
1.3026 |
| High |
1.2751 |
1.2768 |
0.0017 |
0.1% |
1.3027 |
| Low |
1.2678 |
1.2700 |
0.0022 |
0.2% |
1.2740 |
| Close |
1.2709 |
1.2723 |
0.0014 |
0.1% |
1.2779 |
| Range |
0.0073 |
0.0068 |
-0.0005 |
-6.8% |
0.0287 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
100,676 |
98,992 |
-1,684 |
-1.7% |
513,612 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2934 |
1.2897 |
1.2760 |
|
| R3 |
1.2866 |
1.2829 |
1.2742 |
|
| R2 |
1.2798 |
1.2798 |
1.2735 |
|
| R1 |
1.2761 |
1.2761 |
1.2729 |
1.2780 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2740 |
| S1 |
1.2693 |
1.2693 |
1.2717 |
1.2712 |
| S2 |
1.2662 |
1.2662 |
1.2711 |
|
| S3 |
1.2594 |
1.2625 |
1.2704 |
|
| S4 |
1.2526 |
1.2557 |
1.2686 |
|
|
| 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 |
1.2854 |
1.2678 |
0.0176 |
1.4% |
0.0088 |
0.7% |
26% |
False |
False |
107,609 |
| 10 |
1.3064 |
1.2678 |
0.0386 |
3.0% |
0.0085 |
0.7% |
12% |
False |
False |
100,399 |
| 20 |
1.3240 |
1.2678 |
0.0562 |
4.4% |
0.0086 |
0.7% |
8% |
False |
False |
101,472 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.7% |
0.0098 |
0.8% |
6% |
False |
False |
114,348 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.7% |
0.0096 |
0.8% |
5% |
False |
False |
88,761 |
| 80 |
1.4088 |
1.2678 |
0.1410 |
11.1% |
0.0096 |
0.8% |
3% |
False |
False |
66,643 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
14.0% |
0.0094 |
0.7% |
3% |
False |
False |
53,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3057 |
|
2.618 |
1.2946 |
|
1.618 |
1.2878 |
|
1.000 |
1.2836 |
|
0.618 |
1.2810 |
|
HIGH |
1.2768 |
|
0.618 |
1.2742 |
|
0.500 |
1.2734 |
|
0.382 |
1.2726 |
|
LOW |
1.2700 |
|
0.618 |
1.2658 |
|
1.000 |
1.2632 |
|
1.618 |
1.2590 |
|
2.618 |
1.2522 |
|
4.250 |
1.2411 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2734 |
1.2761 |
| PP |
1.2730 |
1.2748 |
| S1 |
1.2727 |
1.2736 |
|