CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2854 |
1.2906 |
0.0052 |
0.4% |
1.2757 |
| High |
1.2911 |
1.2943 |
0.0032 |
0.2% |
1.2949 |
| Low |
1.2839 |
1.2872 |
0.0033 |
0.3% |
1.2742 |
| Close |
1.2902 |
1.2877 |
-0.0025 |
-0.2% |
1.2857 |
| Range |
0.0072 |
0.0071 |
-0.0001 |
-1.4% |
0.0207 |
| ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
51,134 |
78,864 |
27,730 |
54.2% |
445,515 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3065 |
1.2916 |
|
| R3 |
1.3039 |
1.2994 |
1.2897 |
|
| R2 |
1.2968 |
1.2968 |
1.2890 |
|
| R1 |
1.2923 |
1.2923 |
1.2884 |
1.2910 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2891 |
| S1 |
1.2852 |
1.2852 |
1.2870 |
1.2839 |
| S2 |
1.2826 |
1.2826 |
1.2864 |
|
| S3 |
1.2755 |
1.2781 |
1.2857 |
|
| S4 |
1.2684 |
1.2710 |
1.2838 |
|
|
| 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 |
1.2809 |
0.0140 |
1.1% |
0.0082 |
0.6% |
49% |
False |
False |
78,130 |
| 10 |
1.2949 |
1.2678 |
0.0271 |
2.1% |
0.0081 |
0.6% |
73% |
False |
False |
85,425 |
| 20 |
1.3177 |
1.2678 |
0.0499 |
3.9% |
0.0085 |
0.7% |
40% |
False |
False |
94,844 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0093 |
0.7% |
27% |
False |
False |
106,610 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.6% |
0.0095 |
0.7% |
23% |
False |
False |
99,107 |
| 80 |
1.3695 |
1.2678 |
0.1017 |
7.9% |
0.0094 |
0.7% |
20% |
False |
False |
74,805 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0093 |
0.7% |
11% |
False |
False |
59,895 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0091 |
0.7% |
11% |
False |
False |
49,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3245 |
|
2.618 |
1.3129 |
|
1.618 |
1.3058 |
|
1.000 |
1.3014 |
|
0.618 |
1.2987 |
|
HIGH |
1.2943 |
|
0.618 |
1.2916 |
|
0.500 |
1.2908 |
|
0.382 |
1.2899 |
|
LOW |
1.2872 |
|
0.618 |
1.2828 |
|
1.000 |
1.2801 |
|
1.618 |
1.2757 |
|
2.618 |
1.2686 |
|
4.250 |
1.2570 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2908 |
1.2877 |
| PP |
1.2897 |
1.2876 |
| S1 |
1.2887 |
1.2876 |
|