CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3323 |
1.3133 |
-0.0190 |
-1.4% |
1.3124 |
| High |
1.3327 |
1.3217 |
-0.0110 |
-0.8% |
1.3350 |
| Low |
1.3103 |
1.3112 |
0.0009 |
0.1% |
1.3103 |
| Close |
1.3127 |
1.3167 |
0.0040 |
0.3% |
1.3127 |
| Range |
0.0224 |
0.0105 |
-0.0119 |
-53.1% |
0.0247 |
| ATR |
0.0112 |
0.0112 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
175,149 |
89,659 |
-85,490 |
-48.8% |
614,332 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3480 |
1.3429 |
1.3225 |
|
| R3 |
1.3375 |
1.3324 |
1.3196 |
|
| R2 |
1.3270 |
1.3270 |
1.3186 |
|
| R1 |
1.3219 |
1.3219 |
1.3177 |
1.3245 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3178 |
| S1 |
1.3114 |
1.3114 |
1.3157 |
1.3140 |
| S2 |
1.3060 |
1.3060 |
1.3148 |
|
| S3 |
1.2955 |
1.3009 |
1.3138 |
|
| S4 |
1.2850 |
1.2904 |
1.3109 |
|
|
| 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% |
0.0134 |
1.0% |
26% |
False |
False |
123,820 |
| 10 |
1.3350 |
1.3018 |
0.0332 |
2.5% |
0.0119 |
0.9% |
45% |
False |
False |
110,437 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.8% |
0.0114 |
0.9% |
64% |
False |
False |
59,695 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0094 |
0.7% |
70% |
False |
False |
30,016 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0092 |
0.7% |
60% |
False |
False |
20,196 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0084 |
0.6% |
51% |
False |
False |
15,154 |
| 100 |
1.3766 |
1.2735 |
0.1031 |
7.8% |
0.0075 |
0.6% |
42% |
False |
False |
12,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3663 |
|
2.618 |
1.3492 |
|
1.618 |
1.3387 |
|
1.000 |
1.3322 |
|
0.618 |
1.3282 |
|
HIGH |
1.3217 |
|
0.618 |
1.3177 |
|
0.500 |
1.3165 |
|
0.382 |
1.3152 |
|
LOW |
1.3112 |
|
0.618 |
1.3047 |
|
1.000 |
1.3007 |
|
1.618 |
1.2942 |
|
2.618 |
1.2837 |
|
4.250 |
1.2666 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3227 |
| PP |
1.3165 |
1.3207 |
| S1 |
1.3165 |
1.3187 |
|