CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3196 |
-0.0004 |
0.0% |
1.2969 |
| High |
1.3268 |
1.3350 |
0.0082 |
0.6% |
1.3206 |
| Low |
1.3149 |
1.3186 |
0.0037 |
0.3% |
1.2951 |
| Close |
1.3197 |
1.3318 |
0.0121 |
0.9% |
1.3118 |
| Range |
0.0119 |
0.0164 |
0.0045 |
37.8% |
0.0255 |
| ATR |
0.0099 |
0.0103 |
0.0005 |
4.7% |
0.0000 |
| Volume |
126,175 |
144,282 |
18,107 |
14.4% |
459,683 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3777 |
1.3711 |
1.3408 |
|
| R3 |
1.3613 |
1.3547 |
1.3363 |
|
| R2 |
1.3449 |
1.3449 |
1.3348 |
|
| R1 |
1.3383 |
1.3383 |
1.3333 |
1.3416 |
| PP |
1.3285 |
1.3285 |
1.3285 |
1.3301 |
| S1 |
1.3219 |
1.3219 |
1.3303 |
1.3252 |
| S2 |
1.3121 |
1.3121 |
1.3288 |
|
| S3 |
1.2957 |
1.3055 |
1.3273 |
|
| S4 |
1.2793 |
1.2891 |
1.3228 |
|
|
| 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 |
1.3350 |
1.3108 |
0.0242 |
1.8% |
0.0107 |
0.8% |
87% |
True |
False |
109,114 |
| 10 |
1.3350 |
1.2951 |
0.0399 |
3.0% |
0.0113 |
0.9% |
92% |
True |
False |
90,980 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.8% |
0.0106 |
0.8% |
94% |
True |
False |
46,580 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.6% |
0.0089 |
0.7% |
95% |
True |
False |
23,398 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0088 |
0.7% |
81% |
False |
False |
15,783 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.4% |
0.0081 |
0.6% |
69% |
False |
False |
11,845 |
| 100 |
1.3800 |
1.2735 |
0.1065 |
8.0% |
0.0072 |
0.5% |
55% |
False |
False |
9,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4047 |
|
2.618 |
1.3779 |
|
1.618 |
1.3615 |
|
1.000 |
1.3514 |
|
0.618 |
1.3451 |
|
HIGH |
1.3350 |
|
0.618 |
1.3287 |
|
0.500 |
1.3268 |
|
0.382 |
1.3249 |
|
LOW |
1.3186 |
|
0.618 |
1.3085 |
|
1.000 |
1.3022 |
|
1.618 |
1.2921 |
|
2.618 |
1.2757 |
|
4.250 |
1.2489 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3301 |
1.3295 |
| PP |
1.3285 |
1.3272 |
| S1 |
1.3268 |
1.3250 |
|