CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2822 |
1.2854 |
0.0032 |
0.2% |
1.2757 |
| High |
1.2892 |
1.2911 |
0.0019 |
0.1% |
1.2949 |
| Low |
1.2809 |
1.2839 |
0.0030 |
0.2% |
1.2742 |
| Close |
1.2857 |
1.2902 |
0.0045 |
0.4% |
1.2857 |
| Range |
0.0083 |
0.0072 |
-0.0011 |
-13.3% |
0.0207 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
84,262 |
51,134 |
-33,128 |
-39.3% |
445,515 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.3073 |
1.2942 |
|
| R3 |
1.3028 |
1.3001 |
1.2922 |
|
| R2 |
1.2956 |
1.2956 |
1.2915 |
|
| R1 |
1.2929 |
1.2929 |
1.2909 |
1.2943 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2891 |
| S1 |
1.2857 |
1.2857 |
1.2895 |
1.2871 |
| S2 |
1.2812 |
1.2812 |
1.2889 |
|
| S3 |
1.2740 |
1.2785 |
1.2882 |
|
| S4 |
1.2668 |
1.2713 |
1.2862 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3371 |
1.2971 |
|
| R3 |
1.3263 |
1.3164 |
1.2914 |
|
| R2 |
1.3056 |
1.3056 |
1.2895 |
|
| R1 |
1.2957 |
1.2957 |
1.2876 |
1.3007 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2874 |
| S1 |
1.2750 |
1.2750 |
1.2838 |
1.2800 |
| S2 |
1.2642 |
1.2642 |
1.2819 |
|
| S3 |
1.2435 |
1.2543 |
1.2800 |
|
| S4 |
1.2228 |
1.2336 |
1.2743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2949 |
1.2806 |
0.0143 |
1.1% |
0.0094 |
0.7% |
67% |
False |
False |
84,740 |
| 10 |
1.2949 |
1.2678 |
0.0271 |
2.1% |
0.0086 |
0.7% |
83% |
False |
False |
88,164 |
| 20 |
1.3200 |
1.2678 |
0.0522 |
4.0% |
0.0086 |
0.7% |
43% |
False |
False |
95,950 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0094 |
0.7% |
31% |
False |
False |
107,136 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.6% |
0.0096 |
0.7% |
26% |
False |
False |
97,892 |
| 80 |
1.3695 |
1.2678 |
0.1017 |
7.9% |
0.0094 |
0.7% |
22% |
False |
False |
73,822 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0094 |
0.7% |
13% |
False |
False |
59,106 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0090 |
0.7% |
13% |
False |
False |
49,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3217 |
|
2.618 |
1.3099 |
|
1.618 |
1.3027 |
|
1.000 |
1.2983 |
|
0.618 |
1.2955 |
|
HIGH |
1.2911 |
|
0.618 |
1.2883 |
|
0.500 |
1.2875 |
|
0.382 |
1.2867 |
|
LOW |
1.2839 |
|
0.618 |
1.2795 |
|
1.000 |
1.2767 |
|
1.618 |
1.2723 |
|
2.618 |
1.2651 |
|
4.250 |
1.2533 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2893 |
1.2891 |
| PP |
1.2884 |
1.2880 |
| S1 |
1.2875 |
1.2869 |
|