CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3190 |
1.3219 |
0.0029 |
0.2% |
1.3168 |
| High |
1.3274 |
1.3228 |
-0.0046 |
-0.3% |
1.3297 |
| Low |
1.3178 |
1.3135 |
-0.0043 |
-0.3% |
1.3069 |
| Close |
1.3227 |
1.3157 |
-0.0070 |
-0.5% |
1.3200 |
| Range |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0228 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
93,580 |
97,044 |
3,464 |
3.7% |
530,928 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3398 |
1.3208 |
|
| R3 |
1.3359 |
1.3305 |
1.3183 |
|
| R2 |
1.3266 |
1.3266 |
1.3174 |
|
| R1 |
1.3212 |
1.3212 |
1.3166 |
1.3193 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3164 |
| S1 |
1.3119 |
1.3119 |
1.3148 |
1.3100 |
| S2 |
1.3080 |
1.3080 |
1.3140 |
|
| S3 |
1.2987 |
1.3026 |
1.3131 |
|
| S4 |
1.2894 |
1.2933 |
1.3106 |
|
|
| 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% |
0.0093 |
0.7% |
16% |
False |
False |
101,222 |
| 10 |
1.3297 |
1.2963 |
0.0334 |
2.5% |
0.0101 |
0.8% |
58% |
False |
False |
104,064 |
| 20 |
1.3350 |
1.2963 |
0.0387 |
2.9% |
0.0110 |
0.8% |
50% |
False |
False |
104,774 |
| 40 |
1.3350 |
1.2844 |
0.0506 |
3.8% |
0.0105 |
0.8% |
62% |
False |
False |
72,100 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0094 |
0.7% |
69% |
False |
False |
48,119 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0092 |
0.7% |
59% |
False |
False |
36,227 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0086 |
0.7% |
50% |
False |
False |
28,988 |
| 120 |
1.3924 |
1.2735 |
0.1189 |
9.0% |
0.0078 |
0.6% |
35% |
False |
False |
24,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3623 |
|
2.618 |
1.3471 |
|
1.618 |
1.3378 |
|
1.000 |
1.3321 |
|
0.618 |
1.3285 |
|
HIGH |
1.3228 |
|
0.618 |
1.3192 |
|
0.500 |
1.3182 |
|
0.382 |
1.3171 |
|
LOW |
1.3135 |
|
0.618 |
1.3078 |
|
1.000 |
1.3042 |
|
1.618 |
1.2985 |
|
2.618 |
1.2892 |
|
4.250 |
1.2740 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3182 |
1.3203 |
| PP |
1.3173 |
1.3187 |
| S1 |
1.3165 |
1.3172 |
|