CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3196 |
1.3323 |
0.0127 |
1.0% |
1.3124 |
| High |
1.3350 |
1.3327 |
-0.0023 |
-0.2% |
1.3350 |
| Low |
1.3186 |
1.3103 |
-0.0083 |
-0.6% |
1.3103 |
| Close |
1.3318 |
1.3127 |
-0.0191 |
-1.4% |
1.3127 |
| Range |
0.0164 |
0.0224 |
0.0060 |
36.6% |
0.0247 |
| ATR |
0.0103 |
0.0112 |
0.0009 |
8.3% |
0.0000 |
| Volume |
144,282 |
175,149 |
30,867 |
21.4% |
614,332 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3716 |
1.3250 |
|
| R3 |
1.3634 |
1.3492 |
1.3189 |
|
| R2 |
1.3410 |
1.3410 |
1.3168 |
|
| R1 |
1.3268 |
1.3268 |
1.3148 |
1.3227 |
| PP |
1.3186 |
1.3186 |
1.3186 |
1.3165 |
| S1 |
1.3044 |
1.3044 |
1.3106 |
1.3003 |
| S2 |
1.2962 |
1.2962 |
1.3086 |
|
| S3 |
1.2738 |
1.2820 |
1.3065 |
|
| S4 |
1.2514 |
1.2596 |
1.3004 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3778 |
1.3263 |
|
| R3 |
1.3687 |
1.3531 |
1.3195 |
|
| R2 |
1.3440 |
1.3440 |
1.3172 |
|
| R1 |
1.3284 |
1.3284 |
1.3150 |
1.3362 |
| PP |
1.3193 |
1.3193 |
1.3193 |
1.3233 |
| S1 |
1.3037 |
1.3037 |
1.3104 |
1.3115 |
| S2 |
1.2946 |
1.2946 |
1.3082 |
|
| S3 |
1.2699 |
1.2790 |
1.3059 |
|
| S4 |
1.2452 |
1.2543 |
1.2991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3350 |
1.3103 |
0.0247 |
1.9% |
0.0132 |
1.0% |
10% |
False |
True |
122,866 |
| 10 |
1.3350 |
1.2951 |
0.0399 |
3.0% |
0.0124 |
0.9% |
44% |
False |
False |
107,401 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0112 |
0.9% |
56% |
False |
False |
55,268 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0092 |
0.7% |
64% |
False |
False |
27,775 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0091 |
0.7% |
55% |
False |
False |
18,702 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0083 |
0.6% |
46% |
False |
False |
14,033 |
| 100 |
1.3766 |
1.2735 |
0.1031 |
7.9% |
0.0074 |
0.6% |
38% |
False |
False |
11,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4279 |
|
2.618 |
1.3913 |
|
1.618 |
1.3689 |
|
1.000 |
1.3551 |
|
0.618 |
1.3465 |
|
HIGH |
1.3327 |
|
0.618 |
1.3241 |
|
0.500 |
1.3215 |
|
0.382 |
1.3189 |
|
LOW |
1.3103 |
|
0.618 |
1.2965 |
|
1.000 |
1.2879 |
|
1.618 |
1.2741 |
|
2.618 |
1.2517 |
|
4.250 |
1.2151 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3215 |
1.3227 |
| PP |
1.3186 |
1.3193 |
| S1 |
1.3156 |
1.3160 |
|