CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3040 |
1.3016 |
-0.0024 |
-0.2% |
1.2854 |
| High |
1.3050 |
1.3036 |
-0.0014 |
-0.1% |
1.3050 |
| Low |
1.2992 |
1.2951 |
-0.0041 |
-0.3% |
1.2839 |
| Close |
1.3021 |
1.2964 |
-0.0057 |
-0.4% |
1.2964 |
| Range |
0.0058 |
0.0085 |
0.0027 |
46.6% |
0.0211 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
97,139 |
111,984 |
14,845 |
15.3% |
499,675 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3186 |
1.3011 |
|
| R3 |
1.3154 |
1.3101 |
1.2987 |
|
| R2 |
1.3069 |
1.3069 |
1.2980 |
|
| R1 |
1.3016 |
1.3016 |
1.2972 |
1.3000 |
| PP |
1.2984 |
1.2984 |
1.2984 |
1.2976 |
| S1 |
1.2931 |
1.2931 |
1.2956 |
1.2915 |
| S2 |
1.2899 |
1.2899 |
1.2948 |
|
| S3 |
1.2814 |
1.2846 |
1.2941 |
|
| S4 |
1.2729 |
1.2761 |
1.2917 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3584 |
1.3485 |
1.3080 |
|
| R3 |
1.3373 |
1.3274 |
1.3022 |
|
| R2 |
1.3162 |
1.3162 |
1.3003 |
|
| R1 |
1.3063 |
1.3063 |
1.2983 |
1.3113 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2976 |
| S1 |
1.2852 |
1.2852 |
1.2945 |
1.2902 |
| S2 |
1.2740 |
1.2740 |
1.2925 |
|
| S3 |
1.2529 |
1.2641 |
1.2906 |
|
| S4 |
1.2318 |
1.2430 |
1.2848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3050 |
1.2839 |
0.0211 |
1.6% |
0.0095 |
0.7% |
59% |
False |
False |
99,935 |
| 10 |
1.3050 |
1.2742 |
0.0308 |
2.4% |
0.0094 |
0.7% |
72% |
False |
False |
94,519 |
| 20 |
1.3050 |
1.2678 |
0.0372 |
2.9% |
0.0089 |
0.7% |
77% |
False |
False |
96,644 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0094 |
0.7% |
39% |
False |
False |
106,700 |
| 60 |
1.3505 |
1.2678 |
0.0827 |
6.4% |
0.0097 |
0.7% |
35% |
False |
False |
104,787 |
| 80 |
1.3695 |
1.2678 |
0.1017 |
7.8% |
0.0095 |
0.7% |
28% |
False |
False |
79,418 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0095 |
0.7% |
16% |
False |
False |
63,591 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0093 |
0.7% |
16% |
False |
False |
52,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3397 |
|
2.618 |
1.3259 |
|
1.618 |
1.3174 |
|
1.000 |
1.3121 |
|
0.618 |
1.3089 |
|
HIGH |
1.3036 |
|
0.618 |
1.3004 |
|
0.500 |
1.2994 |
|
0.382 |
1.2983 |
|
LOW |
1.2951 |
|
0.618 |
1.2898 |
|
1.000 |
1.2866 |
|
1.618 |
1.2813 |
|
2.618 |
1.2728 |
|
4.250 |
1.2590 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2994 |
1.2960 |
| PP |
1.2984 |
1.2956 |
| S1 |
1.2974 |
1.2953 |
|