CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3238 |
1.3280 |
0.0042 |
0.3% |
1.3336 |
| High |
1.3268 |
1.3290 |
0.0022 |
0.2% |
1.3375 |
| Low |
1.3225 |
1.3190 |
-0.0035 |
-0.3% |
1.3050 |
| Close |
1.3256 |
1.3192 |
-0.0064 |
-0.5% |
1.3217 |
| Range |
0.0043 |
0.0100 |
0.0057 |
132.6% |
0.0325 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.1% |
0.0000 |
| Volume |
11 |
46 |
35 |
318.2% |
9,665 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3524 |
1.3458 |
1.3247 |
|
| R3 |
1.3424 |
1.3358 |
1.3220 |
|
| R2 |
1.3324 |
1.3324 |
1.3210 |
|
| R1 |
1.3258 |
1.3258 |
1.3201 |
1.3241 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3216 |
| S1 |
1.3158 |
1.3158 |
1.3183 |
1.3141 |
| S2 |
1.3124 |
1.3124 |
1.3174 |
|
| S3 |
1.3024 |
1.3058 |
1.3165 |
|
| S4 |
1.2924 |
1.2958 |
1.3137 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4189 |
1.4028 |
1.3396 |
|
| R3 |
1.3864 |
1.3703 |
1.3306 |
|
| R2 |
1.3539 |
1.3539 |
1.3277 |
|
| R1 |
1.3378 |
1.3378 |
1.3247 |
1.3296 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3173 |
| S1 |
1.3053 |
1.3053 |
1.3187 |
1.2971 |
| S2 |
1.2889 |
1.2889 |
1.3157 |
|
| S3 |
1.2564 |
1.2728 |
1.3128 |
|
| S4 |
1.2239 |
1.2403 |
1.3038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3290 |
1.3088 |
0.0202 |
1.5% |
0.0080 |
0.6% |
51% |
True |
False |
40 |
| 10 |
1.3375 |
1.3050 |
0.0325 |
2.5% |
0.0097 |
0.7% |
44% |
False |
False |
1,004 |
| 20 |
1.3451 |
1.3050 |
0.0401 |
3.0% |
0.0089 |
0.7% |
35% |
False |
False |
554 |
| 40 |
1.3586 |
1.3050 |
0.0536 |
4.1% |
0.0075 |
0.6% |
26% |
False |
False |
291 |
| 60 |
1.3766 |
1.3050 |
0.0716 |
5.4% |
0.0062 |
0.5% |
20% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3715 |
|
2.618 |
1.3552 |
|
1.618 |
1.3452 |
|
1.000 |
1.3390 |
|
0.618 |
1.3352 |
|
HIGH |
1.3290 |
|
0.618 |
1.3252 |
|
0.500 |
1.3240 |
|
0.382 |
1.3228 |
|
LOW |
1.3190 |
|
0.618 |
1.3128 |
|
1.000 |
1.3090 |
|
1.618 |
1.3028 |
|
2.618 |
1.2928 |
|
4.250 |
1.2765 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3240 |
1.3228 |
| PP |
1.3224 |
1.3216 |
| S1 |
1.3208 |
1.3204 |
|