CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.2914 |
-0.0076 |
-0.6% |
1.2910 |
| High |
1.2990 |
1.3039 |
0.0049 |
0.4% |
1.3100 |
| Low |
1.2869 |
1.2844 |
-0.0025 |
-0.2% |
1.2892 |
| Close |
1.2914 |
1.2955 |
0.0041 |
0.3% |
1.3016 |
| Range |
0.0121 |
0.0195 |
0.0074 |
61.2% |
0.0208 |
| ATR |
0.0087 |
0.0095 |
0.0008 |
8.8% |
0.0000 |
| Volume |
2,100 |
8,848 |
6,748 |
321.3% |
3,983 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3531 |
1.3438 |
1.3062 |
|
| R3 |
1.3336 |
1.3243 |
1.3009 |
|
| R2 |
1.3141 |
1.3141 |
1.2991 |
|
| R1 |
1.3048 |
1.3048 |
1.2973 |
1.3095 |
| PP |
1.2946 |
1.2946 |
1.2946 |
1.2969 |
| S1 |
1.2853 |
1.2853 |
1.2937 |
1.2900 |
| S2 |
1.2751 |
1.2751 |
1.2919 |
|
| S3 |
1.2556 |
1.2658 |
1.2901 |
|
| S4 |
1.2361 |
1.2463 |
1.2848 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3627 |
1.3529 |
1.3130 |
|
| R3 |
1.3419 |
1.3321 |
1.3073 |
|
| R2 |
1.3211 |
1.3211 |
1.3054 |
|
| R1 |
1.3113 |
1.3113 |
1.3035 |
1.3162 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3027 |
| S1 |
1.2905 |
1.2905 |
1.2997 |
1.2954 |
| S2 |
1.2795 |
1.2795 |
1.2978 |
|
| S3 |
1.2587 |
1.2697 |
1.2959 |
|
| S4 |
1.2379 |
1.2489 |
1.2902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3100 |
1.2844 |
0.0256 |
2.0% |
0.0125 |
1.0% |
43% |
False |
True |
2,786 |
| 10 |
1.3100 |
1.2844 |
0.0256 |
2.0% |
0.0099 |
0.8% |
43% |
False |
True |
1,862 |
| 20 |
1.3100 |
1.2735 |
0.0365 |
2.8% |
0.0090 |
0.7% |
60% |
False |
False |
1,033 |
| 40 |
1.3375 |
1.2735 |
0.0640 |
4.9% |
0.0084 |
0.7% |
34% |
False |
False |
800 |
| 60 |
1.3539 |
1.2735 |
0.0804 |
6.2% |
0.0081 |
0.6% |
27% |
False |
False |
554 |
| 80 |
1.3708 |
1.2735 |
0.0973 |
7.5% |
0.0070 |
0.5% |
23% |
False |
False |
420 |
| 100 |
1.4491 |
1.2735 |
0.1756 |
13.6% |
0.0067 |
0.5% |
13% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3868 |
|
2.618 |
1.3550 |
|
1.618 |
1.3355 |
|
1.000 |
1.3234 |
|
0.618 |
1.3160 |
|
HIGH |
1.3039 |
|
0.618 |
1.2965 |
|
0.500 |
1.2942 |
|
0.382 |
1.2918 |
|
LOW |
1.2844 |
|
0.618 |
1.2723 |
|
1.000 |
1.2649 |
|
1.618 |
1.2528 |
|
2.618 |
1.2333 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2951 |
1.2964 |
| PP |
1.2946 |
1.2961 |
| S1 |
1.2942 |
1.2958 |
|