CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3034 |
1.3018 |
-0.0016 |
-0.1% |
1.2925 |
| High |
1.3091 |
1.3086 |
-0.0005 |
0.0% |
1.3032 |
| Low |
1.2966 |
1.2982 |
0.0016 |
0.1% |
1.2791 |
| Close |
1.3010 |
1.3058 |
0.0048 |
0.4% |
1.2928 |
| Range |
0.0125 |
0.0104 |
-0.0021 |
-16.8% |
0.0241 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
162,196 |
151,802 |
-10,394 |
-6.4% |
628,602 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3354 |
1.3310 |
1.3115 |
|
| R3 |
1.3250 |
1.3206 |
1.3087 |
|
| R2 |
1.3146 |
1.3146 |
1.3077 |
|
| R1 |
1.3102 |
1.3102 |
1.3068 |
1.3124 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3053 |
| S1 |
1.2998 |
1.2998 |
1.3048 |
1.3020 |
| S2 |
1.2938 |
1.2938 |
1.3039 |
|
| S3 |
1.2834 |
1.2894 |
1.3029 |
|
| S4 |
1.2730 |
1.2790 |
1.3001 |
|
|
| 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 |
1.3091 |
1.2900 |
0.0191 |
1.5% |
0.0114 |
0.9% |
83% |
False |
False |
145,416 |
| 10 |
1.3091 |
1.2791 |
0.0300 |
2.3% |
0.0122 |
0.9% |
89% |
False |
False |
147,286 |
| 20 |
1.3091 |
1.2678 |
0.0413 |
3.2% |
0.0102 |
0.8% |
92% |
False |
False |
116,355 |
| 40 |
1.3240 |
1.2678 |
0.0562 |
4.3% |
0.0096 |
0.7% |
68% |
False |
False |
111,150 |
| 60 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0100 |
0.8% |
52% |
False |
False |
115,324 |
| 80 |
1.3566 |
1.2678 |
0.0888 |
6.8% |
0.0098 |
0.8% |
43% |
False |
False |
93,174 |
| 100 |
1.4117 |
1.2678 |
0.1439 |
11.0% |
0.0097 |
0.7% |
26% |
False |
False |
74,591 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.7% |
0.0095 |
0.7% |
21% |
False |
False |
62,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3528 |
|
2.618 |
1.3358 |
|
1.618 |
1.3254 |
|
1.000 |
1.3190 |
|
0.618 |
1.3150 |
|
HIGH |
1.3086 |
|
0.618 |
1.3046 |
|
0.500 |
1.3034 |
|
0.382 |
1.3022 |
|
LOW |
1.2982 |
|
0.618 |
1.2918 |
|
1.000 |
1.2878 |
|
1.618 |
1.2814 |
|
2.618 |
1.2710 |
|
4.250 |
1.2540 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3050 |
1.3037 |
| PP |
1.3042 |
1.3016 |
| S1 |
1.3034 |
1.2996 |
|