CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2878 |
1.3040 |
0.0162 |
1.3% |
1.2757 |
| High |
1.3043 |
1.3050 |
0.0007 |
0.1% |
1.2949 |
| Low |
1.2855 |
1.2992 |
0.0137 |
1.1% |
1.2742 |
| Close |
1.3030 |
1.3021 |
-0.0009 |
-0.1% |
1.2857 |
| Range |
0.0188 |
0.0058 |
-0.0130 |
-69.1% |
0.0207 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
160,554 |
97,139 |
-63,415 |
-39.5% |
445,515 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3195 |
1.3166 |
1.3053 |
|
| R3 |
1.3137 |
1.3108 |
1.3037 |
|
| R2 |
1.3079 |
1.3079 |
1.3032 |
|
| R1 |
1.3050 |
1.3050 |
1.3026 |
1.3036 |
| PP |
1.3021 |
1.3021 |
1.3021 |
1.3014 |
| S1 |
1.2992 |
1.2992 |
1.3016 |
1.2978 |
| S2 |
1.2963 |
1.2963 |
1.3010 |
|
| S3 |
1.2905 |
1.2934 |
1.3005 |
|
| S4 |
1.2847 |
1.2876 |
1.2989 |
|
|
| 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 |
1.3050 |
1.2809 |
0.0241 |
1.9% |
0.0094 |
0.7% |
88% |
True |
False |
94,390 |
| 10 |
1.3050 |
1.2711 |
0.0339 |
2.6% |
0.0091 |
0.7% |
91% |
True |
False |
91,227 |
| 20 |
1.3064 |
1.2678 |
0.0386 |
3.0% |
0.0088 |
0.7% |
89% |
False |
False |
95,813 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0094 |
0.7% |
47% |
False |
False |
106,316 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.6% |
0.0097 |
0.7% |
40% |
False |
False |
102,971 |
| 80 |
1.3695 |
1.2678 |
0.1017 |
7.8% |
0.0095 |
0.7% |
34% |
False |
False |
78,020 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.7% |
0.0094 |
0.7% |
19% |
False |
False |
62,471 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.7% |
0.0092 |
0.7% |
19% |
False |
False |
52,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3297 |
|
2.618 |
1.3202 |
|
1.618 |
1.3144 |
|
1.000 |
1.3108 |
|
0.618 |
1.3086 |
|
HIGH |
1.3050 |
|
0.618 |
1.3028 |
|
0.500 |
1.3021 |
|
0.382 |
1.3014 |
|
LOW |
1.2992 |
|
0.618 |
1.2956 |
|
1.000 |
1.2934 |
|
1.618 |
1.2898 |
|
2.618 |
1.2840 |
|
4.250 |
1.2746 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3021 |
1.2998 |
| PP |
1.3021 |
1.2975 |
| S1 |
1.3021 |
1.2953 |
|