CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2757 |
1.2808 |
0.0051 |
0.4% |
1.2771 |
| High |
1.2813 |
1.2938 |
0.0125 |
1.0% |
1.2844 |
| Low |
1.2742 |
1.2806 |
0.0064 |
0.5% |
1.2678 |
| Close |
1.2797 |
1.2915 |
0.0118 |
0.9% |
1.2761 |
| Range |
0.0071 |
0.0132 |
0.0061 |
85.9% |
0.0166 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.3% |
0.0000 |
| Volume |
72,948 |
111,915 |
38,967 |
53.4% |
474,094 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3231 |
1.2988 |
|
| R3 |
1.3150 |
1.3099 |
1.2951 |
|
| R2 |
1.3018 |
1.3018 |
1.2939 |
|
| R1 |
1.2967 |
1.2967 |
1.2927 |
1.2993 |
| PP |
1.2886 |
1.2886 |
1.2886 |
1.2899 |
| S1 |
1.2835 |
1.2835 |
1.2903 |
1.2861 |
| S2 |
1.2754 |
1.2754 |
1.2891 |
|
| S3 |
1.2622 |
1.2703 |
1.2879 |
|
| S4 |
1.2490 |
1.2571 |
1.2842 |
|
|
| 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 |
1.2938 |
1.2678 |
0.0260 |
2.0% |
0.0080 |
0.6% |
91% |
True |
False |
92,720 |
| 10 |
1.2980 |
1.2678 |
0.0302 |
2.3% |
0.0090 |
0.7% |
78% |
False |
False |
101,457 |
| 20 |
1.3240 |
1.2678 |
0.0562 |
4.4% |
0.0083 |
0.6% |
42% |
False |
False |
97,924 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0097 |
0.8% |
33% |
False |
False |
112,290 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.6% |
0.0096 |
0.7% |
28% |
False |
False |
93,093 |
| 80 |
1.3867 |
1.2678 |
0.1189 |
9.2% |
0.0095 |
0.7% |
20% |
False |
False |
69,931 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0093 |
0.7% |
13% |
False |
False |
55,990 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0088 |
0.7% |
13% |
False |
False |
46,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3499 |
|
2.618 |
1.3284 |
|
1.618 |
1.3152 |
|
1.000 |
1.3070 |
|
0.618 |
1.3020 |
|
HIGH |
1.2938 |
|
0.618 |
1.2888 |
|
0.500 |
1.2872 |
|
0.382 |
1.2856 |
|
LOW |
1.2806 |
|
0.618 |
1.2724 |
|
1.000 |
1.2674 |
|
1.618 |
1.2592 |
|
2.618 |
1.2460 |
|
4.250 |
1.2245 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2901 |
1.2885 |
| PP |
1.2886 |
1.2855 |
| S1 |
1.2872 |
1.2825 |
|