CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3139 |
1.3190 |
0.0051 |
0.4% |
1.3168 |
| High |
1.3219 |
1.3274 |
0.0055 |
0.4% |
1.3297 |
| Low |
1.3131 |
1.3178 |
0.0047 |
0.4% |
1.3069 |
| Close |
1.3192 |
1.3227 |
0.0035 |
0.3% |
1.3200 |
| Range |
0.0088 |
0.0096 |
0.0008 |
9.1% |
0.0228 |
| ATR |
0.0104 |
0.0104 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
88,828 |
93,580 |
4,752 |
5.3% |
530,928 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3514 |
1.3467 |
1.3280 |
|
| R3 |
1.3418 |
1.3371 |
1.3253 |
|
| R2 |
1.3322 |
1.3322 |
1.3245 |
|
| R1 |
1.3275 |
1.3275 |
1.3236 |
1.3299 |
| PP |
1.3226 |
1.3226 |
1.3226 |
1.3238 |
| S1 |
1.3179 |
1.3179 |
1.3218 |
1.3203 |
| S2 |
1.3130 |
1.3130 |
1.3209 |
|
| S3 |
1.3034 |
1.3083 |
1.3201 |
|
| S4 |
1.2938 |
1.2987 |
1.3174 |
|
|
| 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 |
1.3131 |
0.0166 |
1.3% |
0.0090 |
0.7% |
58% |
False |
False |
104,096 |
| 10 |
1.3297 |
1.2963 |
0.0334 |
2.5% |
0.0102 |
0.8% |
79% |
False |
False |
102,575 |
| 20 |
1.3350 |
1.2963 |
0.0387 |
2.9% |
0.0111 |
0.8% |
68% |
False |
False |
106,231 |
| 40 |
1.3350 |
1.2844 |
0.0506 |
3.8% |
0.0106 |
0.8% |
76% |
False |
False |
69,691 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.6% |
0.0093 |
0.7% |
80% |
False |
False |
46,501 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0092 |
0.7% |
69% |
False |
False |
35,014 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.4% |
0.0085 |
0.6% |
58% |
False |
False |
28,018 |
| 120 |
1.4036 |
1.2735 |
0.1301 |
9.8% |
0.0078 |
0.6% |
38% |
False |
False |
23,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3682 |
|
2.618 |
1.3525 |
|
1.618 |
1.3429 |
|
1.000 |
1.3370 |
|
0.618 |
1.3333 |
|
HIGH |
1.3274 |
|
0.618 |
1.3237 |
|
0.500 |
1.3226 |
|
0.382 |
1.3215 |
|
LOW |
1.3178 |
|
0.618 |
1.3119 |
|
1.000 |
1.3082 |
|
1.618 |
1.3023 |
|
2.618 |
1.2927 |
|
4.250 |
1.2770 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3223 |
| PP |
1.3226 |
1.3218 |
| S1 |
1.3226 |
1.3214 |
|