CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3210 |
1.3200 |
-0.0010 |
-0.1% |
1.2969 |
| High |
1.3227 |
1.3268 |
0.0041 |
0.3% |
1.3206 |
| Low |
1.3170 |
1.3149 |
-0.0021 |
-0.2% |
1.2951 |
| Close |
1.3190 |
1.3197 |
0.0007 |
0.1% |
1.3118 |
| Range |
0.0057 |
0.0119 |
0.0062 |
108.8% |
0.0255 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.6% |
0.0000 |
| Volume |
83,838 |
126,175 |
42,337 |
50.5% |
459,683 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3562 |
1.3498 |
1.3262 |
|
| R3 |
1.3443 |
1.3379 |
1.3230 |
|
| R2 |
1.3324 |
1.3324 |
1.3219 |
|
| R1 |
1.3260 |
1.3260 |
1.3208 |
1.3233 |
| PP |
1.3205 |
1.3205 |
1.3205 |
1.3191 |
| S1 |
1.3141 |
1.3141 |
1.3186 |
1.3114 |
| S2 |
1.3086 |
1.3086 |
1.3175 |
|
| S3 |
1.2967 |
1.3022 |
1.3164 |
|
| S4 |
1.2848 |
1.2903 |
1.3132 |
|
|
| 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 |
1.3268 |
1.3079 |
0.0189 |
1.4% |
0.0093 |
0.7% |
62% |
True |
False |
113,637 |
| 10 |
1.3268 |
1.2951 |
0.0317 |
2.4% |
0.0103 |
0.8% |
78% |
True |
False |
76,989 |
| 20 |
1.3268 |
1.2844 |
0.0424 |
3.2% |
0.0101 |
0.8% |
83% |
True |
False |
39,426 |
| 40 |
1.3290 |
1.2735 |
0.0555 |
4.2% |
0.0086 |
0.7% |
83% |
False |
False |
19,791 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0087 |
0.7% |
65% |
False |
False |
13,378 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.4% |
0.0080 |
0.6% |
54% |
False |
False |
10,042 |
| 100 |
1.3924 |
1.2735 |
0.1189 |
9.0% |
0.0071 |
0.5% |
39% |
False |
False |
8,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3774 |
|
2.618 |
1.3580 |
|
1.618 |
1.3461 |
|
1.000 |
1.3387 |
|
0.618 |
1.3342 |
|
HIGH |
1.3268 |
|
0.618 |
1.3223 |
|
0.500 |
1.3209 |
|
0.382 |
1.3194 |
|
LOW |
1.3149 |
|
0.618 |
1.3075 |
|
1.000 |
1.3030 |
|
1.618 |
1.2956 |
|
2.618 |
1.2837 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3209 |
1.3196 |
| PP |
1.3205 |
1.3195 |
| S1 |
1.3201 |
1.3195 |
|