CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3018 |
1.3051 |
0.0033 |
0.3% |
1.2925 |
| High |
1.3086 |
1.3126 |
0.0040 |
0.3% |
1.3032 |
| Low |
1.2982 |
1.3028 |
0.0046 |
0.4% |
1.2791 |
| Close |
1.3058 |
1.3113 |
0.0055 |
0.4% |
1.2928 |
| Range |
0.0104 |
0.0098 |
-0.0006 |
-5.8% |
0.0241 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
151,802 |
225,450 |
73,648 |
48.5% |
628,602 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3383 |
1.3346 |
1.3167 |
|
| R3 |
1.3285 |
1.3248 |
1.3140 |
|
| R2 |
1.3187 |
1.3187 |
1.3131 |
|
| R1 |
1.3150 |
1.3150 |
1.3122 |
1.3169 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3098 |
| S1 |
1.3052 |
1.3052 |
1.3104 |
1.3071 |
| S2 |
1.2991 |
1.2991 |
1.3095 |
|
| S3 |
1.2893 |
1.2954 |
1.3086 |
|
| S4 |
1.2795 |
1.2856 |
1.3059 |
|
|
| 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 |
1.3126 |
1.2900 |
0.0226 |
1.7% |
0.0121 |
0.9% |
94% |
True |
False |
170,164 |
| 10 |
1.3126 |
1.2791 |
0.0335 |
2.6% |
0.0113 |
0.9% |
96% |
True |
False |
153,776 |
| 20 |
1.3126 |
1.2700 |
0.0426 |
3.2% |
0.0103 |
0.8% |
97% |
True |
False |
122,594 |
| 40 |
1.3240 |
1.2678 |
0.0562 |
4.3% |
0.0096 |
0.7% |
77% |
False |
False |
113,301 |
| 60 |
1.3403 |
1.2678 |
0.0725 |
5.5% |
0.0100 |
0.8% |
60% |
False |
False |
117,265 |
| 80 |
1.3566 |
1.2678 |
0.0888 |
6.8% |
0.0098 |
0.7% |
49% |
False |
False |
95,986 |
| 100 |
1.4088 |
1.2678 |
0.1410 |
10.8% |
0.0097 |
0.7% |
31% |
False |
False |
76,844 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.6% |
0.0095 |
0.7% |
24% |
False |
False |
64,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3543 |
|
2.618 |
1.3383 |
|
1.618 |
1.3285 |
|
1.000 |
1.3224 |
|
0.618 |
1.3187 |
|
HIGH |
1.3126 |
|
0.618 |
1.3089 |
|
0.500 |
1.3077 |
|
0.382 |
1.3065 |
|
LOW |
1.3028 |
|
0.618 |
1.2967 |
|
1.000 |
1.2930 |
|
1.618 |
1.2869 |
|
2.618 |
1.2771 |
|
4.250 |
1.2612 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3101 |
1.3091 |
| PP |
1.3089 |
1.3068 |
| S1 |
1.3077 |
1.3046 |
|