CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2808 |
1.2917 |
0.0109 |
0.9% |
1.2771 |
| High |
1.2938 |
1.2949 |
0.0011 |
0.1% |
1.2844 |
| Low |
1.2806 |
1.2880 |
0.0074 |
0.6% |
1.2678 |
| Close |
1.2915 |
1.2925 |
0.0010 |
0.1% |
1.2761 |
| Range |
0.0132 |
0.0069 |
-0.0063 |
-47.7% |
0.0166 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
111,915 |
78,872 |
-33,043 |
-29.5% |
474,094 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3125 |
1.3094 |
1.2963 |
|
| R3 |
1.3056 |
1.3025 |
1.2944 |
|
| R2 |
1.2987 |
1.2987 |
1.2938 |
|
| R1 |
1.2956 |
1.2956 |
1.2931 |
1.2972 |
| PP |
1.2918 |
1.2918 |
1.2918 |
1.2926 |
| S1 |
1.2887 |
1.2887 |
1.2919 |
1.2903 |
| S2 |
1.2849 |
1.2849 |
1.2912 |
|
| S3 |
1.2780 |
1.2818 |
1.2906 |
|
| S4 |
1.2711 |
1.2749 |
1.2887 |
|
|
| 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 |
1.2949 |
1.2700 |
0.0249 |
1.9% |
0.0079 |
0.6% |
90% |
True |
False |
88,359 |
| 10 |
1.2949 |
1.2678 |
0.0271 |
2.1% |
0.0086 |
0.7% |
91% |
True |
False |
98,634 |
| 20 |
1.3240 |
1.2678 |
0.0562 |
4.3% |
0.0083 |
0.6% |
44% |
False |
False |
96,988 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0096 |
0.7% |
34% |
False |
False |
111,688 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.6% |
0.0095 |
0.7% |
29% |
False |
False |
94,383 |
| 80 |
1.3862 |
1.2678 |
0.1184 |
9.2% |
0.0095 |
0.7% |
21% |
False |
False |
70,914 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0094 |
0.7% |
14% |
False |
False |
56,778 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0089 |
0.7% |
14% |
False |
False |
47,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3242 |
|
2.618 |
1.3130 |
|
1.618 |
1.3061 |
|
1.000 |
1.3018 |
|
0.618 |
1.2992 |
|
HIGH |
1.2949 |
|
0.618 |
1.2923 |
|
0.500 |
1.2915 |
|
0.382 |
1.2906 |
|
LOW |
1.2880 |
|
0.618 |
1.2837 |
|
1.000 |
1.2811 |
|
1.618 |
1.2768 |
|
2.618 |
1.2699 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2922 |
1.2899 |
| PP |
1.2918 |
1.2872 |
| S1 |
1.2915 |
1.2846 |
|