CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3023 |
1.2990 |
-0.0033 |
-0.3% |
1.3133 |
| High |
1.3067 |
1.3083 |
0.0016 |
0.1% |
1.3266 |
| Low |
1.2967 |
1.2963 |
-0.0004 |
0.0% |
1.3046 |
| Close |
1.3019 |
1.3066 |
0.0047 |
0.4% |
1.3086 |
| Range |
0.0100 |
0.0120 |
0.0020 |
20.0% |
0.0220 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0000 |
| Volume |
82,151 |
100,525 |
18,374 |
22.4% |
470,517 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3397 |
1.3352 |
1.3132 |
|
| R3 |
1.3277 |
1.3232 |
1.3099 |
|
| R2 |
1.3157 |
1.3157 |
1.3088 |
|
| R1 |
1.3112 |
1.3112 |
1.3077 |
1.3135 |
| PP |
1.3037 |
1.3037 |
1.3037 |
1.3049 |
| S1 |
1.2992 |
1.2992 |
1.3055 |
1.3015 |
| S2 |
1.2917 |
1.2917 |
1.3044 |
|
| S3 |
1.2797 |
1.2872 |
1.3033 |
|
| S4 |
1.2677 |
1.2752 |
1.3000 |
|
|
| 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 |
1.3162 |
1.2963 |
0.0199 |
1.5% |
0.0105 |
0.8% |
52% |
False |
True |
94,120 |
| 10 |
1.3327 |
1.2963 |
0.0364 |
2.8% |
0.0114 |
0.9% |
28% |
False |
True |
101,108 |
| 20 |
1.3350 |
1.2951 |
0.0399 |
3.1% |
0.0114 |
0.9% |
29% |
False |
False |
96,044 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0101 |
0.8% |
54% |
False |
False |
48,646 |
| 60 |
1.3375 |
1.2735 |
0.0640 |
4.9% |
0.0094 |
0.7% |
52% |
False |
False |
32,620 |
| 80 |
1.3539 |
1.2735 |
0.0804 |
6.2% |
0.0090 |
0.7% |
41% |
False |
False |
24,481 |
| 100 |
1.3650 |
1.2735 |
0.0915 |
7.0% |
0.0079 |
0.6% |
36% |
False |
False |
19,588 |
| 120 |
1.4491 |
1.2735 |
0.1756 |
13.4% |
0.0074 |
0.6% |
19% |
False |
False |
16,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3593 |
|
2.618 |
1.3397 |
|
1.618 |
1.3277 |
|
1.000 |
1.3203 |
|
0.618 |
1.3157 |
|
HIGH |
1.3083 |
|
0.618 |
1.3037 |
|
0.500 |
1.3023 |
|
0.382 |
1.3009 |
|
LOW |
1.2963 |
|
0.618 |
1.2889 |
|
1.000 |
1.2843 |
|
1.618 |
1.2769 |
|
2.618 |
1.2649 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3052 |
1.3053 |
| PP |
1.3037 |
1.3041 |
| S1 |
1.3023 |
1.3028 |
|