CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2874 |
1.2910 |
0.0036 |
0.3% |
1.2809 |
| High |
1.2936 |
1.2963 |
0.0027 |
0.2% |
1.2998 |
| Low |
1.2864 |
1.2892 |
0.0028 |
0.2% |
1.2797 |
| Close |
1.2909 |
1.2954 |
0.0045 |
0.3% |
1.2909 |
| Range |
0.0072 |
0.0071 |
-0.0001 |
-1.4% |
0.0201 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,113 |
309 |
-804 |
-72.2% |
4,600 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3149 |
1.3123 |
1.2993 |
|
| R3 |
1.3078 |
1.3052 |
1.2974 |
|
| R2 |
1.3007 |
1.3007 |
1.2967 |
|
| R1 |
1.2981 |
1.2981 |
1.2961 |
1.2994 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2943 |
| S1 |
1.2910 |
1.2910 |
1.2947 |
1.2923 |
| S2 |
1.2865 |
1.2865 |
1.2941 |
|
| S3 |
1.2794 |
1.2839 |
1.2934 |
|
| S4 |
1.2723 |
1.2768 |
1.2915 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3504 |
1.3408 |
1.3020 |
|
| R3 |
1.3303 |
1.3207 |
1.2964 |
|
| R2 |
1.3102 |
1.3102 |
1.2946 |
|
| R1 |
1.3006 |
1.3006 |
1.2927 |
1.3054 |
| PP |
1.2901 |
1.2901 |
1.2901 |
1.2926 |
| S1 |
1.2805 |
1.2805 |
1.2891 |
1.2853 |
| S2 |
1.2700 |
1.2700 |
1.2872 |
|
| S3 |
1.2499 |
1.2604 |
1.2854 |
|
| S4 |
1.2298 |
1.2403 |
1.2798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2998 |
1.2864 |
0.0134 |
1.0% |
0.0085 |
0.7% |
67% |
False |
False |
936 |
| 10 |
1.2998 |
1.2735 |
0.0263 |
2.0% |
0.0077 |
0.6% |
83% |
False |
False |
542 |
| 20 |
1.3233 |
1.2735 |
0.0498 |
3.8% |
0.0075 |
0.6% |
44% |
False |
False |
350 |
| 40 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0079 |
0.6% |
31% |
False |
False |
452 |
| 60 |
1.3586 |
1.2735 |
0.0851 |
6.6% |
0.0075 |
0.6% |
26% |
False |
False |
312 |
| 80 |
1.3756 |
1.2735 |
0.1021 |
7.9% |
0.0066 |
0.5% |
21% |
False |
False |
238 |
| 100 |
1.4491 |
1.2735 |
0.1756 |
13.6% |
0.0061 |
0.5% |
12% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3265 |
|
2.618 |
1.3149 |
|
1.618 |
1.3078 |
|
1.000 |
1.3034 |
|
0.618 |
1.3007 |
|
HIGH |
1.2963 |
|
0.618 |
1.2936 |
|
0.500 |
1.2928 |
|
0.382 |
1.2919 |
|
LOW |
1.2892 |
|
0.618 |
1.2848 |
|
1.000 |
1.2821 |
|
1.618 |
1.2777 |
|
2.618 |
1.2706 |
|
4.250 |
1.2590 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2945 |
1.2941 |
| PP |
1.2936 |
1.2928 |
| S1 |
1.2928 |
1.2915 |
|