CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3063 |
1.3168 |
0.0105 |
0.8% |
1.3077 |
| High |
1.3165 |
1.3174 |
0.0009 |
0.1% |
1.3165 |
| Low |
1.3045 |
1.3069 |
0.0024 |
0.2% |
1.2963 |
| Close |
1.3152 |
1.3133 |
-0.0019 |
-0.1% |
1.3152 |
| Range |
0.0120 |
0.0105 |
-0.0015 |
-12.5% |
0.0202 |
| ATR |
0.0109 |
0.0108 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
129,738 |
75,051 |
-54,687 |
-42.2% |
495,161 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3440 |
1.3392 |
1.3191 |
|
| R3 |
1.3335 |
1.3287 |
1.3162 |
|
| R2 |
1.3230 |
1.3230 |
1.3152 |
|
| R1 |
1.3182 |
1.3182 |
1.3143 |
1.3154 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3111 |
| S1 |
1.3077 |
1.3077 |
1.3123 |
1.3049 |
| S2 |
1.3020 |
1.3020 |
1.3114 |
|
| S3 |
1.2915 |
1.2972 |
1.3104 |
|
| S4 |
1.2810 |
1.2867 |
1.3075 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3699 |
1.3628 |
1.3263 |
|
| R3 |
1.3497 |
1.3426 |
1.3208 |
|
| R2 |
1.3295 |
1.3295 |
1.3189 |
|
| R1 |
1.3224 |
1.3224 |
1.3171 |
1.3260 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3111 |
| S1 |
1.3022 |
1.3022 |
1.3133 |
1.3058 |
| S2 |
1.2891 |
1.2891 |
1.3115 |
|
| S3 |
1.2689 |
1.2820 |
1.3096 |
|
| S4 |
1.2487 |
1.2618 |
1.3041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3174 |
1.2963 |
0.0211 |
1.6% |
0.0111 |
0.8% |
81% |
True |
False |
95,074 |
| 10 |
1.3266 |
1.2963 |
0.0303 |
2.3% |
0.0103 |
0.8% |
56% |
False |
False |
95,107 |
| 20 |
1.3350 |
1.2963 |
0.0387 |
2.9% |
0.0111 |
0.8% |
44% |
False |
False |
102,772 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0101 |
0.8% |
65% |
False |
False |
53,754 |
| 60 |
1.3375 |
1.2735 |
0.0640 |
4.9% |
0.0095 |
0.7% |
62% |
False |
False |
36,026 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0090 |
0.7% |
56% |
False |
False |
27,041 |
| 100 |
1.3650 |
1.2735 |
0.0915 |
7.0% |
0.0081 |
0.6% |
43% |
False |
False |
21,636 |
| 120 |
1.4376 |
1.2735 |
0.1641 |
12.5% |
0.0075 |
0.6% |
24% |
False |
False |
18,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3620 |
|
2.618 |
1.3449 |
|
1.618 |
1.3344 |
|
1.000 |
1.3279 |
|
0.618 |
1.3239 |
|
HIGH |
1.3174 |
|
0.618 |
1.3134 |
|
0.500 |
1.3122 |
|
0.382 |
1.3109 |
|
LOW |
1.3069 |
|
0.618 |
1.3004 |
|
1.000 |
1.2964 |
|
1.618 |
1.2899 |
|
2.618 |
1.2794 |
|
4.250 |
1.2623 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3129 |
1.3112 |
| PP |
1.3125 |
1.3090 |
| S1 |
1.3122 |
1.3069 |
|