CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2915 |
1.2934 |
0.0019 |
0.1% |
1.2925 |
| High |
1.2967 |
1.3032 |
0.0065 |
0.5% |
1.3032 |
| Low |
1.2901 |
1.2911 |
0.0010 |
0.1% |
1.2791 |
| Close |
1.2938 |
1.2928 |
-0.0010 |
-0.1% |
1.2928 |
| Range |
0.0066 |
0.0121 |
0.0055 |
83.3% |
0.0241 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.4% |
0.0000 |
| Volume |
101,708 |
150,787 |
49,079 |
48.3% |
628,602 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3320 |
1.3245 |
1.2995 |
|
| R3 |
1.3199 |
1.3124 |
1.2961 |
|
| R2 |
1.3078 |
1.3078 |
1.2950 |
|
| R1 |
1.3003 |
1.3003 |
1.2939 |
1.2980 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2946 |
| S1 |
1.2882 |
1.2882 |
1.2917 |
1.2859 |
| S2 |
1.2836 |
1.2836 |
1.2906 |
|
| S3 |
1.2715 |
1.2761 |
1.2895 |
|
| S4 |
1.2594 |
1.2640 |
1.2861 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3640 |
1.3525 |
1.3061 |
|
| R3 |
1.3399 |
1.3284 |
1.2994 |
|
| R2 |
1.3158 |
1.3158 |
1.2972 |
|
| R1 |
1.3043 |
1.3043 |
1.2950 |
1.3101 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2946 |
| S1 |
1.2802 |
1.2802 |
1.2906 |
1.2860 |
| S2 |
1.2676 |
1.2676 |
1.2884 |
|
| S3 |
1.2435 |
1.2561 |
1.2862 |
|
| S4 |
1.2194 |
1.2320 |
1.2795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3036 |
1.2791 |
0.0245 |
1.9% |
0.0119 |
0.9% |
56% |
False |
False |
148,117 |
| 10 |
1.3050 |
1.2791 |
0.0259 |
2.0% |
0.0107 |
0.8% |
53% |
False |
False |
121,253 |
| 20 |
1.3050 |
1.2678 |
0.0372 |
2.9% |
0.0097 |
0.8% |
67% |
False |
False |
109,545 |
| 40 |
1.3328 |
1.2678 |
0.0650 |
5.0% |
0.0097 |
0.7% |
38% |
False |
False |
108,947 |
| 60 |
1.3505 |
1.2678 |
0.0827 |
6.4% |
0.0100 |
0.8% |
30% |
False |
False |
112,302 |
| 80 |
1.3645 |
1.2678 |
0.0967 |
7.5% |
0.0096 |
0.7% |
26% |
False |
False |
87,258 |
| 100 |
1.4403 |
1.2678 |
0.1725 |
13.3% |
0.0097 |
0.8% |
14% |
False |
False |
69,873 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0095 |
0.7% |
14% |
False |
False |
58,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3546 |
|
2.618 |
1.3349 |
|
1.618 |
1.3228 |
|
1.000 |
1.3153 |
|
0.618 |
1.3107 |
|
HIGH |
1.3032 |
|
0.618 |
1.2986 |
|
0.500 |
1.2972 |
|
0.382 |
1.2957 |
|
LOW |
1.2911 |
|
0.618 |
1.2836 |
|
1.000 |
1.2790 |
|
1.618 |
1.2715 |
|
2.618 |
1.2594 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2923 |
| PP |
1.2957 |
1.2917 |
| S1 |
1.2943 |
1.2912 |
|