CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2969 |
1.3085 |
0.0116 |
0.9% |
1.2990 |
| High |
1.3107 |
1.3143 |
0.0036 |
0.3% |
1.3083 |
| Low |
1.2951 |
1.3018 |
0.0067 |
0.5% |
1.2844 |
| Close |
1.3084 |
1.3062 |
-0.0022 |
-0.2% |
1.2980 |
| Range |
0.0156 |
0.0125 |
-0.0031 |
-19.9% |
0.0239 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
1.9% |
0.0000 |
| Volume |
59,295 |
56,226 |
-3,069 |
-5.2% |
26,259 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3449 |
1.3381 |
1.3131 |
|
| R3 |
1.3324 |
1.3256 |
1.3096 |
|
| R2 |
1.3199 |
1.3199 |
1.3085 |
|
| R1 |
1.3131 |
1.3131 |
1.3073 |
1.3103 |
| PP |
1.3074 |
1.3074 |
1.3074 |
1.3060 |
| S1 |
1.3006 |
1.3006 |
1.3051 |
1.2978 |
| S2 |
1.2949 |
1.2949 |
1.3039 |
|
| S3 |
1.2824 |
1.2881 |
1.3028 |
|
| S4 |
1.2699 |
1.2756 |
1.2993 |
|
|
| 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 |
1.3143 |
1.2844 |
0.0299 |
2.3% |
0.0132 |
1.0% |
73% |
True |
False |
27,936 |
| 10 |
1.3143 |
1.2844 |
0.0299 |
2.3% |
0.0115 |
0.9% |
73% |
True |
False |
14,545 |
| 20 |
1.3143 |
1.2735 |
0.0408 |
3.1% |
0.0096 |
0.7% |
80% |
True |
False |
7,544 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0088 |
0.7% |
53% |
False |
False |
4,059 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0085 |
0.7% |
46% |
False |
False |
2,730 |
| 80 |
1.3627 |
1.2735 |
0.0892 |
6.8% |
0.0075 |
0.6% |
37% |
False |
False |
2,055 |
| 100 |
1.4212 |
1.2735 |
0.1477 |
11.3% |
0.0067 |
0.5% |
22% |
False |
False |
1,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3674 |
|
2.618 |
1.3470 |
|
1.618 |
1.3345 |
|
1.000 |
1.3268 |
|
0.618 |
1.3220 |
|
HIGH |
1.3143 |
|
0.618 |
1.3095 |
|
0.500 |
1.3081 |
|
0.382 |
1.3066 |
|
LOW |
1.3018 |
|
0.618 |
1.2941 |
|
1.000 |
1.2893 |
|
1.618 |
1.2816 |
|
2.618 |
1.2691 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3081 |
1.3057 |
| PP |
1.3074 |
1.3052 |
| S1 |
1.3068 |
1.3047 |
|