CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3235 |
1.3268 |
0.0033 |
0.2% |
1.3168 |
| High |
1.3297 |
1.3296 |
-0.0001 |
0.0% |
1.3297 |
| Low |
1.3221 |
1.3183 |
-0.0038 |
-0.3% |
1.3069 |
| Close |
1.3272 |
1.3200 |
-0.0072 |
-0.5% |
1.3200 |
| Range |
0.0076 |
0.0113 |
0.0037 |
48.7% |
0.0228 |
| ATR |
0.0105 |
0.0105 |
0.0001 |
0.6% |
0.0000 |
| Volume |
118,244 |
108,415 |
-9,829 |
-8.3% |
530,928 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3496 |
1.3262 |
|
| R3 |
1.3452 |
1.3383 |
1.3231 |
|
| R2 |
1.3339 |
1.3339 |
1.3221 |
|
| R1 |
1.3270 |
1.3270 |
1.3210 |
1.3248 |
| PP |
1.3226 |
1.3226 |
1.3226 |
1.3216 |
| S1 |
1.3157 |
1.3157 |
1.3190 |
1.3135 |
| S2 |
1.3113 |
1.3113 |
1.3179 |
|
| S3 |
1.3000 |
1.3044 |
1.3169 |
|
| S4 |
1.2887 |
1.2931 |
1.3138 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3764 |
1.3325 |
|
| R3 |
1.3645 |
1.3536 |
1.3263 |
|
| R2 |
1.3417 |
1.3417 |
1.3242 |
|
| R1 |
1.3308 |
1.3308 |
1.3221 |
1.3363 |
| PP |
1.3189 |
1.3189 |
1.3189 |
1.3216 |
| S1 |
1.3080 |
1.3080 |
1.3179 |
1.3135 |
| S2 |
1.2961 |
1.2961 |
1.3158 |
|
| S3 |
1.2733 |
1.2852 |
1.3137 |
|
| S4 |
1.2505 |
1.2624 |
1.3075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3297 |
1.3069 |
0.0228 |
1.7% |
0.0098 |
0.7% |
57% |
False |
False |
106,185 |
| 10 |
1.3297 |
1.2963 |
0.0334 |
2.5% |
0.0105 |
0.8% |
71% |
False |
False |
102,608 |
| 20 |
1.3350 |
1.2963 |
0.0387 |
2.9% |
0.0109 |
0.8% |
61% |
False |
False |
105,546 |
| 40 |
1.3350 |
1.2767 |
0.0583 |
4.4% |
0.0104 |
0.8% |
74% |
False |
False |
65,142 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0094 |
0.7% |
76% |
False |
False |
43,464 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0092 |
0.7% |
65% |
False |
False |
32,735 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.4% |
0.0084 |
0.6% |
55% |
False |
False |
26,195 |
| 120 |
1.4096 |
1.2735 |
0.1361 |
10.3% |
0.0076 |
0.6% |
34% |
False |
False |
21,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3592 |
|
1.618 |
1.3479 |
|
1.000 |
1.3409 |
|
0.618 |
1.3366 |
|
HIGH |
1.3296 |
|
0.618 |
1.3253 |
|
0.500 |
1.3240 |
|
0.382 |
1.3226 |
|
LOW |
1.3183 |
|
0.618 |
1.3113 |
|
1.000 |
1.3070 |
|
1.618 |
1.3000 |
|
2.618 |
1.2887 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3240 |
1.3237 |
| PP |
1.3226 |
1.3225 |
| S1 |
1.3213 |
1.3212 |
|