CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2976 |
1.2969 |
-0.0007 |
-0.1% |
1.2990 |
| High |
1.3083 |
1.3107 |
0.0024 |
0.2% |
1.3083 |
| Low |
1.2965 |
1.2951 |
-0.0014 |
-0.1% |
1.2844 |
| Close |
1.2980 |
1.3084 |
0.0104 |
0.8% |
1.2980 |
| Range |
0.0118 |
0.0156 |
0.0038 |
32.2% |
0.0239 |
| ATR |
0.0094 |
0.0099 |
0.0004 |
4.7% |
0.0000 |
| Volume |
10,935 |
59,295 |
48,360 |
442.2% |
26,259 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3456 |
1.3170 |
|
| R3 |
1.3359 |
1.3300 |
1.3127 |
|
| R2 |
1.3203 |
1.3203 |
1.3113 |
|
| R1 |
1.3144 |
1.3144 |
1.3098 |
1.3174 |
| PP |
1.3047 |
1.3047 |
1.3047 |
1.3062 |
| S1 |
1.2988 |
1.2988 |
1.3070 |
1.3018 |
| S2 |
1.2891 |
1.2891 |
1.3055 |
|
| S3 |
1.2735 |
1.2832 |
1.3041 |
|
| S4 |
1.2579 |
1.2676 |
1.2998 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3686 |
1.3572 |
1.3111 |
|
| R3 |
1.3447 |
1.3333 |
1.3046 |
|
| R2 |
1.3208 |
1.3208 |
1.3024 |
|
| R1 |
1.3094 |
1.3094 |
1.3002 |
1.3032 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2938 |
| S1 |
1.2855 |
1.2855 |
1.2958 |
1.2793 |
| S2 |
1.2730 |
1.2730 |
1.2936 |
|
| S3 |
1.2491 |
1.2616 |
1.2914 |
|
| S4 |
1.2252 |
1.2377 |
1.2849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3107 |
1.2844 |
0.0263 |
2.0% |
0.0131 |
1.0% |
91% |
True |
False |
17,110 |
| 10 |
1.3107 |
1.2844 |
0.0263 |
2.0% |
0.0109 |
0.8% |
91% |
True |
False |
8,953 |
| 20 |
1.3107 |
1.2735 |
0.0372 |
2.8% |
0.0092 |
0.7% |
94% |
True |
False |
4,736 |
| 40 |
1.3375 |
1.2735 |
0.0640 |
4.9% |
0.0086 |
0.7% |
55% |
False |
False |
2,654 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0084 |
0.6% |
49% |
False |
False |
1,797 |
| 80 |
1.3650 |
1.2735 |
0.0915 |
7.0% |
0.0074 |
0.6% |
38% |
False |
False |
1,352 |
| 100 |
1.4376 |
1.2735 |
0.1641 |
12.5% |
0.0067 |
0.5% |
21% |
False |
False |
1,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3770 |
|
2.618 |
1.3515 |
|
1.618 |
1.3359 |
|
1.000 |
1.3263 |
|
0.618 |
1.3203 |
|
HIGH |
1.3107 |
|
0.618 |
1.3047 |
|
0.500 |
1.3029 |
|
0.382 |
1.3011 |
|
LOW |
1.2951 |
|
0.618 |
1.2855 |
|
1.000 |
1.2795 |
|
1.618 |
1.2699 |
|
2.618 |
1.2543 |
|
4.250 |
1.2288 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3066 |
1.3066 |
| PP |
1.3047 |
1.3047 |
| S1 |
1.3029 |
1.3029 |
|