CME British Pound Future September 2018
Trading Metrics calculated at close of trading on 04-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
1.3016 |
1.2925 |
-0.0091 |
-0.7% |
1.2854 |
High |
1.3036 |
1.2941 |
-0.0095 |
-0.7% |
1.3050 |
Low |
1.2951 |
1.2817 |
-0.0134 |
-1.0% |
1.2839 |
Close |
1.2964 |
1.2862 |
-0.0102 |
-0.8% |
1.2964 |
Range |
0.0085 |
0.0124 |
0.0039 |
45.9% |
0.0211 |
ATR |
0.0092 |
0.0096 |
0.0004 |
4.2% |
0.0000 |
Volume |
111,984 |
185,192 |
73,208 |
65.4% |
499,675 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3245 |
1.3178 |
1.2930 |
|
R3 |
1.3121 |
1.3054 |
1.2896 |
|
R2 |
1.2997 |
1.2997 |
1.2885 |
|
R1 |
1.2930 |
1.2930 |
1.2873 |
1.2902 |
PP |
1.2873 |
1.2873 |
1.2873 |
1.2859 |
S1 |
1.2806 |
1.2806 |
1.2851 |
1.2778 |
S2 |
1.2749 |
1.2749 |
1.2839 |
|
S3 |
1.2625 |
1.2682 |
1.2828 |
|
S4 |
1.2501 |
1.2558 |
1.2794 |
|
|
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 |
1.2817 |
0.0233 |
1.8% |
0.0105 |
0.8% |
19% |
False |
True |
126,746 |
10 |
1.3050 |
1.2806 |
0.0244 |
1.9% |
0.0100 |
0.8% |
23% |
False |
False |
105,743 |
20 |
1.3050 |
1.2678 |
0.0372 |
2.9% |
0.0091 |
0.7% |
49% |
False |
False |
102,123 |
40 |
1.3341 |
1.2678 |
0.0663 |
5.2% |
0.0093 |
0.7% |
28% |
False |
False |
105,714 |
60 |
1.3505 |
1.2678 |
0.0827 |
6.4% |
0.0097 |
0.8% |
22% |
False |
False |
107,724 |
80 |
1.3685 |
1.2678 |
0.1007 |
7.8% |
0.0094 |
0.7% |
18% |
False |
False |
81,728 |
100 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0095 |
0.7% |
10% |
False |
False |
65,442 |
120 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0093 |
0.7% |
10% |
False |
False |
54,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3468 |
2.618 |
1.3266 |
1.618 |
1.3142 |
1.000 |
1.3065 |
0.618 |
1.3018 |
HIGH |
1.2941 |
0.618 |
1.2894 |
0.500 |
1.2879 |
0.382 |
1.2864 |
LOW |
1.2817 |
0.618 |
1.2740 |
1.000 |
1.2693 |
1.618 |
1.2616 |
2.618 |
1.2492 |
4.250 |
1.2290 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2879 |
1.2934 |
PP |
1.2873 |
1.2910 |
S1 |
1.2868 |
1.2886 |
|