CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3077 |
1.3082 |
0.0005 |
0.0% |
1.3133 |
| High |
1.3162 |
1.3093 |
-0.0069 |
-0.5% |
1.3266 |
| Low |
1.3056 |
1.2984 |
-0.0072 |
-0.6% |
1.3046 |
| Close |
1.3082 |
1.3022 |
-0.0060 |
-0.5% |
1.3086 |
| Range |
0.0106 |
0.0109 |
0.0003 |
2.8% |
0.0220 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.1% |
0.0000 |
| Volume |
94,838 |
87,909 |
-6,929 |
-7.3% |
470,517 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3360 |
1.3300 |
1.3082 |
|
| R3 |
1.3251 |
1.3191 |
1.3052 |
|
| R2 |
1.3142 |
1.3142 |
1.3042 |
|
| R1 |
1.3082 |
1.3082 |
1.3032 |
1.3058 |
| PP |
1.3033 |
1.3033 |
1.3033 |
1.3021 |
| S1 |
1.2973 |
1.2973 |
1.3012 |
1.2949 |
| S2 |
1.2924 |
1.2924 |
1.3002 |
|
| S3 |
1.2815 |
1.2864 |
1.2992 |
|
| S4 |
1.2706 |
1.2755 |
1.2962 |
|
|
| 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 |
1.2984 |
0.0282 |
2.2% |
0.0098 |
0.8% |
13% |
False |
True |
94,693 |
| 10 |
1.3350 |
1.2984 |
0.0366 |
2.8% |
0.0120 |
0.9% |
10% |
False |
True |
109,887 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0116 |
0.9% |
35% |
False |
False |
87,571 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0099 |
0.8% |
47% |
False |
False |
44,082 |
| 60 |
1.3384 |
1.2735 |
0.0649 |
5.0% |
0.0092 |
0.7% |
44% |
False |
False |
29,577 |
| 80 |
1.3539 |
1.2735 |
0.0804 |
6.2% |
0.0088 |
0.7% |
36% |
False |
False |
22,198 |
| 100 |
1.3735 |
1.2735 |
0.1000 |
7.7% |
0.0078 |
0.6% |
29% |
False |
False |
17,762 |
| 120 |
1.4491 |
1.2735 |
0.1756 |
13.5% |
0.0073 |
0.6% |
16% |
False |
False |
14,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3556 |
|
2.618 |
1.3378 |
|
1.618 |
1.3269 |
|
1.000 |
1.3202 |
|
0.618 |
1.3160 |
|
HIGH |
1.3093 |
|
0.618 |
1.3051 |
|
0.500 |
1.3039 |
|
0.382 |
1.3026 |
|
LOW |
1.2984 |
|
0.618 |
1.2917 |
|
1.000 |
1.2875 |
|
1.618 |
1.2808 |
|
2.618 |
1.2699 |
|
4.250 |
1.2521 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3039 |
1.3073 |
| PP |
1.3033 |
1.3056 |
| S1 |
1.3028 |
1.3039 |
|