CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2906 |
1.2878 |
-0.0028 |
-0.2% |
1.2757 |
| High |
1.2943 |
1.3043 |
0.0100 |
0.8% |
1.2949 |
| Low |
1.2872 |
1.2855 |
-0.0017 |
-0.1% |
1.2742 |
| Close |
1.2877 |
1.3030 |
0.0153 |
1.2% |
1.2857 |
| Range |
0.0071 |
0.0188 |
0.0117 |
164.8% |
0.0207 |
| ATR |
0.0088 |
0.0095 |
0.0007 |
8.1% |
0.0000 |
| Volume |
78,864 |
160,554 |
81,690 |
103.6% |
445,515 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3540 |
1.3473 |
1.3133 |
|
| R3 |
1.3352 |
1.3285 |
1.3082 |
|
| R2 |
1.3164 |
1.3164 |
1.3064 |
|
| R1 |
1.3097 |
1.3097 |
1.3047 |
1.3131 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2993 |
| S1 |
1.2909 |
1.2909 |
1.3013 |
1.2943 |
| S2 |
1.2788 |
1.2788 |
1.2996 |
|
| S3 |
1.2600 |
1.2721 |
1.2978 |
|
| S4 |
1.2412 |
1.2533 |
1.2927 |
|
|
| 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 |
1.3043 |
1.2809 |
0.0234 |
1.8% |
0.0105 |
0.8% |
94% |
True |
False |
94,466 |
| 10 |
1.3043 |
1.2700 |
0.0343 |
2.6% |
0.0092 |
0.7% |
96% |
True |
False |
91,412 |
| 20 |
1.3177 |
1.2678 |
0.0499 |
3.8% |
0.0092 |
0.7% |
71% |
False |
False |
98,608 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0096 |
0.7% |
49% |
False |
False |
108,038 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.6% |
0.0097 |
0.7% |
41% |
False |
False |
101,616 |
| 80 |
1.3695 |
1.2678 |
0.1017 |
7.8% |
0.0095 |
0.7% |
35% |
False |
False |
76,811 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.7% |
0.0094 |
0.7% |
20% |
False |
False |
61,500 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.7% |
0.0092 |
0.7% |
20% |
False |
False |
51,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3842 |
|
2.618 |
1.3535 |
|
1.618 |
1.3347 |
|
1.000 |
1.3231 |
|
0.618 |
1.3159 |
|
HIGH |
1.3043 |
|
0.618 |
1.2971 |
|
0.500 |
1.2949 |
|
0.382 |
1.2927 |
|
LOW |
1.2855 |
|
0.618 |
1.2739 |
|
1.000 |
1.2667 |
|
1.618 |
1.2551 |
|
2.618 |
1.2363 |
|
4.250 |
1.2056 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.3000 |
| PP |
1.2976 |
1.2971 |
| S1 |
1.2949 |
1.2941 |
|