CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2725 |
1.2757 |
0.0032 |
0.3% |
1.2771 |
| High |
1.2768 |
1.2813 |
0.0045 |
0.4% |
1.2844 |
| Low |
1.2711 |
1.2742 |
0.0031 |
0.2% |
1.2678 |
| Close |
1.2761 |
1.2797 |
0.0036 |
0.3% |
1.2761 |
| Range |
0.0057 |
0.0071 |
0.0014 |
24.6% |
0.0166 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
79,069 |
72,948 |
-6,121 |
-7.7% |
474,094 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2997 |
1.2968 |
1.2836 |
|
| R3 |
1.2926 |
1.2897 |
1.2817 |
|
| R2 |
1.2855 |
1.2855 |
1.2810 |
|
| R1 |
1.2826 |
1.2826 |
1.2804 |
1.2841 |
| PP |
1.2784 |
1.2784 |
1.2784 |
1.2791 |
| S1 |
1.2755 |
1.2755 |
1.2790 |
1.2770 |
| S2 |
1.2713 |
1.2713 |
1.2784 |
|
| S3 |
1.2642 |
1.2684 |
1.2777 |
|
| S4 |
1.2571 |
1.2613 |
1.2758 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3259 |
1.3176 |
1.2852 |
|
| R3 |
1.3093 |
1.3010 |
1.2807 |
|
| R2 |
1.2927 |
1.2927 |
1.2791 |
|
| R1 |
1.2844 |
1.2844 |
1.2776 |
1.2803 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2740 |
| S1 |
1.2678 |
1.2678 |
1.2746 |
1.2637 |
| S2 |
1.2595 |
1.2595 |
1.2731 |
|
| S3 |
1.2429 |
1.2512 |
1.2715 |
|
| S4 |
1.2263 |
1.2346 |
1.2670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2844 |
1.2678 |
0.0166 |
1.3% |
0.0078 |
0.6% |
72% |
False |
False |
91,588 |
| 10 |
1.2993 |
1.2678 |
0.0315 |
2.5% |
0.0082 |
0.6% |
38% |
False |
False |
98,502 |
| 20 |
1.3240 |
1.2678 |
0.0562 |
4.4% |
0.0081 |
0.6% |
21% |
False |
False |
97,314 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.7% |
0.0095 |
0.7% |
16% |
False |
False |
111,473 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.7% |
0.0095 |
0.7% |
14% |
False |
False |
91,232 |
| 80 |
1.4018 |
1.2678 |
0.1340 |
10.5% |
0.0095 |
0.7% |
9% |
False |
False |
68,541 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0093 |
0.7% |
7% |
False |
False |
54,871 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0087 |
0.7% |
7% |
False |
False |
45,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3115 |
|
2.618 |
1.2999 |
|
1.618 |
1.2928 |
|
1.000 |
1.2884 |
|
0.618 |
1.2857 |
|
HIGH |
1.2813 |
|
0.618 |
1.2786 |
|
0.500 |
1.2778 |
|
0.382 |
1.2769 |
|
LOW |
1.2742 |
|
0.618 |
1.2698 |
|
1.000 |
1.2671 |
|
1.618 |
1.2627 |
|
2.618 |
1.2556 |
|
4.250 |
1.2440 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2791 |
1.2784 |
| PP |
1.2784 |
1.2770 |
| S1 |
1.2778 |
1.2757 |
|