CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3214 |
1.3126 |
-0.0088 |
-0.7% |
1.3133 |
| High |
1.3225 |
1.3136 |
-0.0089 |
-0.7% |
1.3266 |
| Low |
1.3121 |
1.3046 |
-0.0075 |
-0.6% |
1.3046 |
| Close |
1.3134 |
1.3086 |
-0.0048 |
-0.4% |
1.3086 |
| Range |
0.0104 |
0.0090 |
-0.0014 |
-13.5% |
0.0220 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
93,302 |
105,180 |
11,878 |
12.7% |
470,517 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3359 |
1.3313 |
1.3136 |
|
| R3 |
1.3269 |
1.3223 |
1.3111 |
|
| R2 |
1.3179 |
1.3179 |
1.3103 |
|
| R1 |
1.3133 |
1.3133 |
1.3094 |
1.3111 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3079 |
| S1 |
1.3043 |
1.3043 |
1.3078 |
1.3021 |
| S2 |
1.2999 |
1.2999 |
1.3070 |
|
| S3 |
1.2909 |
1.2953 |
1.3061 |
|
| S4 |
1.2819 |
1.2863 |
1.3037 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3793 |
1.3659 |
1.3207 |
|
| R3 |
1.3573 |
1.3439 |
1.3147 |
|
| R2 |
1.3353 |
1.3353 |
1.3126 |
|
| R1 |
1.3219 |
1.3219 |
1.3106 |
1.3176 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3111 |
| S1 |
1.2999 |
1.2999 |
1.3066 |
1.2956 |
| S2 |
1.2913 |
1.2913 |
1.3046 |
|
| S3 |
1.2693 |
1.2779 |
1.3026 |
|
| S4 |
1.2473 |
1.2559 |
1.2965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3266 |
1.3046 |
0.0220 |
1.7% |
0.0096 |
0.7% |
18% |
False |
True |
94,103 |
| 10 |
1.3350 |
1.3046 |
0.0304 |
2.3% |
0.0114 |
0.9% |
13% |
False |
True |
108,484 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0115 |
0.9% |
48% |
False |
False |
78,577 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0097 |
0.7% |
57% |
False |
False |
39,521 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0093 |
0.7% |
49% |
False |
False |
26,536 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0087 |
0.7% |
41% |
False |
False |
19,914 |
| 100 |
1.3756 |
1.2735 |
0.1021 |
7.8% |
0.0078 |
0.6% |
34% |
False |
False |
15,935 |
| 120 |
1.4491 |
1.2735 |
0.1756 |
13.4% |
0.0072 |
0.5% |
20% |
False |
False |
13,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3519 |
|
2.618 |
1.3372 |
|
1.618 |
1.3282 |
|
1.000 |
1.3226 |
|
0.618 |
1.3192 |
|
HIGH |
1.3136 |
|
0.618 |
1.3102 |
|
0.500 |
1.3091 |
|
0.382 |
1.3080 |
|
LOW |
1.3046 |
|
0.618 |
1.2990 |
|
1.000 |
1.2956 |
|
1.618 |
1.2900 |
|
2.618 |
1.2810 |
|
4.250 |
1.2664 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3091 |
1.3156 |
| PP |
1.3089 |
1.3133 |
| S1 |
1.3088 |
1.3109 |
|