CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3158 |
1.3124 |
-0.0034 |
-0.3% |
1.2969 |
| High |
1.3206 |
1.3216 |
0.0010 |
0.1% |
1.3206 |
| Low |
1.3108 |
1.3121 |
0.0013 |
0.1% |
1.2951 |
| Close |
1.3118 |
1.3213 |
0.0095 |
0.7% |
1.3118 |
| Range |
0.0098 |
0.0095 |
-0.0003 |
-3.1% |
0.0255 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
106,388 |
84,888 |
-21,500 |
-20.2% |
459,683 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3468 |
1.3436 |
1.3265 |
|
| R3 |
1.3373 |
1.3341 |
1.3239 |
|
| R2 |
1.3278 |
1.3278 |
1.3230 |
|
| R1 |
1.3246 |
1.3246 |
1.3222 |
1.3262 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3192 |
| S1 |
1.3151 |
1.3151 |
1.3204 |
1.3167 |
| S2 |
1.3088 |
1.3088 |
1.3196 |
|
| S3 |
1.2993 |
1.3056 |
1.3187 |
|
| S4 |
1.2898 |
1.2961 |
1.3161 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3857 |
1.3742 |
1.3258 |
|
| R3 |
1.3602 |
1.3487 |
1.3188 |
|
| R2 |
1.3347 |
1.3347 |
1.3165 |
|
| R1 |
1.3232 |
1.3232 |
1.3141 |
1.3290 |
| PP |
1.3092 |
1.3092 |
1.3092 |
1.3120 |
| S1 |
1.2977 |
1.2977 |
1.3095 |
1.3035 |
| S2 |
1.2837 |
1.2837 |
1.3071 |
|
| S3 |
1.2582 |
1.2722 |
1.3048 |
|
| S4 |
1.2327 |
1.2467 |
1.2978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3216 |
1.3018 |
0.0198 |
1.5% |
0.0104 |
0.8% |
98% |
True |
False |
97,055 |
| 10 |
1.3216 |
1.2844 |
0.0372 |
2.8% |
0.0117 |
0.9% |
99% |
True |
False |
57,083 |
| 20 |
1.3216 |
1.2797 |
0.0419 |
3.2% |
0.0102 |
0.8% |
99% |
True |
False |
28,970 |
| 40 |
1.3290 |
1.2735 |
0.0555 |
4.2% |
0.0085 |
0.6% |
86% |
False |
False |
14,544 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0086 |
0.6% |
67% |
False |
False |
9,878 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.4% |
0.0078 |
0.6% |
56% |
False |
False |
7,418 |
| 100 |
1.4080 |
1.2735 |
0.1345 |
10.2% |
0.0070 |
0.5% |
36% |
False |
False |
5,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3620 |
|
2.618 |
1.3465 |
|
1.618 |
1.3370 |
|
1.000 |
1.3311 |
|
0.618 |
1.3275 |
|
HIGH |
1.3216 |
|
0.618 |
1.3180 |
|
0.500 |
1.3169 |
|
0.382 |
1.3157 |
|
LOW |
1.3121 |
|
0.618 |
1.3062 |
|
1.000 |
1.3026 |
|
1.618 |
1.2967 |
|
2.618 |
1.2872 |
|
4.250 |
1.2717 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3198 |
1.3191 |
| PP |
1.3183 |
1.3169 |
| S1 |
1.3169 |
1.3148 |
|