CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2809 |
1.2864 |
0.0055 |
0.4% |
1.2841 |
| High |
1.2859 |
1.2990 |
0.0131 |
1.0% |
1.2894 |
| Low |
1.2797 |
1.2864 |
0.0067 |
0.5% |
1.2735 |
| Close |
1.2849 |
1.2967 |
0.0118 |
0.9% |
1.2813 |
| Range |
0.0062 |
0.0126 |
0.0064 |
103.2% |
0.0159 |
| ATR |
0.0075 |
0.0080 |
0.0005 |
6.2% |
0.0000 |
| Volume |
227 |
676 |
449 |
197.8% |
596 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3318 |
1.3269 |
1.3036 |
|
| R3 |
1.3192 |
1.3143 |
1.3002 |
|
| R2 |
1.3066 |
1.3066 |
1.2990 |
|
| R1 |
1.3017 |
1.3017 |
1.2979 |
1.3042 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2953 |
| S1 |
1.2891 |
1.2891 |
1.2955 |
1.2916 |
| S2 |
1.2814 |
1.2814 |
1.2944 |
|
| S3 |
1.2688 |
1.2765 |
1.2932 |
|
| S4 |
1.2562 |
1.2639 |
1.2898 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3291 |
1.3211 |
1.2900 |
|
| R3 |
1.3132 |
1.3052 |
1.2857 |
|
| R2 |
1.2973 |
1.2973 |
1.2842 |
|
| R1 |
1.2893 |
1.2893 |
1.2828 |
1.2854 |
| PP |
1.2814 |
1.2814 |
1.2814 |
1.2794 |
| S1 |
1.2734 |
1.2734 |
1.2798 |
1.2695 |
| S2 |
1.2655 |
1.2655 |
1.2784 |
|
| S3 |
1.2496 |
1.2575 |
1.2769 |
|
| S4 |
1.2337 |
1.2416 |
1.2726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2990 |
1.2735 |
0.0255 |
2.0% |
0.0071 |
0.5% |
91% |
True |
False |
253 |
| 10 |
1.3031 |
1.2735 |
0.0296 |
2.3% |
0.0081 |
0.6% |
78% |
False |
False |
204 |
| 20 |
1.3290 |
1.2735 |
0.0555 |
4.3% |
0.0071 |
0.5% |
42% |
False |
False |
156 |
| 40 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0079 |
0.6% |
32% |
False |
False |
355 |
| 60 |
1.3586 |
1.2735 |
0.0851 |
6.6% |
0.0073 |
0.6% |
27% |
False |
False |
247 |
| 80 |
1.3924 |
1.2735 |
0.1189 |
9.2% |
0.0064 |
0.5% |
20% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3526 |
|
2.618 |
1.3320 |
|
1.618 |
1.3194 |
|
1.000 |
1.3116 |
|
0.618 |
1.3068 |
|
HIGH |
1.2990 |
|
0.618 |
1.2942 |
|
0.500 |
1.2927 |
|
0.382 |
1.2912 |
|
LOW |
1.2864 |
|
0.618 |
1.2786 |
|
1.000 |
1.2738 |
|
1.618 |
1.2660 |
|
2.618 |
1.2534 |
|
4.250 |
1.2329 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2954 |
1.2938 |
| PP |
1.2940 |
1.2908 |
| S1 |
1.2927 |
1.2879 |
|