CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3144 |
1.3055 |
-0.0089 |
-0.7% |
1.3139 |
| High |
1.3166 |
1.3138 |
-0.0028 |
-0.2% |
1.3274 |
| Low |
1.3050 |
1.3044 |
-0.0006 |
0.0% |
1.3044 |
| Close |
1.3066 |
1.3099 |
0.0033 |
0.3% |
1.3099 |
| Range |
0.0116 |
0.0094 |
-0.0022 |
-19.0% |
0.0230 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
113,979 |
101,479 |
-12,500 |
-11.0% |
494,910 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3376 |
1.3331 |
1.3151 |
|
| R3 |
1.3282 |
1.3237 |
1.3125 |
|
| R2 |
1.3188 |
1.3188 |
1.3116 |
|
| R1 |
1.3143 |
1.3143 |
1.3108 |
1.3166 |
| PP |
1.3094 |
1.3094 |
1.3094 |
1.3105 |
| S1 |
1.3049 |
1.3049 |
1.3090 |
1.3072 |
| S2 |
1.3000 |
1.3000 |
1.3082 |
|
| S3 |
1.2906 |
1.2955 |
1.3073 |
|
| S4 |
1.2812 |
1.2861 |
1.3047 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3829 |
1.3694 |
1.3226 |
|
| R3 |
1.3599 |
1.3464 |
1.3162 |
|
| R2 |
1.3369 |
1.3369 |
1.3141 |
|
| R1 |
1.3234 |
1.3234 |
1.3120 |
1.3187 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3115 |
| S1 |
1.3004 |
1.3004 |
1.3078 |
1.2957 |
| S2 |
1.2909 |
1.2909 |
1.3057 |
|
| S3 |
1.2679 |
1.2774 |
1.3036 |
|
| S4 |
1.2449 |
1.2544 |
1.2973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3274 |
1.3044 |
0.0230 |
1.8% |
0.0097 |
0.7% |
24% |
False |
True |
98,982 |
| 10 |
1.3297 |
1.3044 |
0.0253 |
1.9% |
0.0098 |
0.7% |
22% |
False |
True |
102,583 |
| 20 |
1.3297 |
1.2963 |
0.0334 |
2.5% |
0.0101 |
0.8% |
41% |
False |
False |
99,575 |
| 40 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0107 |
0.8% |
50% |
False |
False |
77,422 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0095 |
0.7% |
59% |
False |
False |
51,709 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0093 |
0.7% |
51% |
False |
False |
38,920 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0087 |
0.7% |
43% |
False |
False |
31,142 |
| 120 |
1.3766 |
1.2735 |
0.1031 |
7.9% |
0.0079 |
0.6% |
35% |
False |
False |
25,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3538 |
|
2.618 |
1.3384 |
|
1.618 |
1.3290 |
|
1.000 |
1.3232 |
|
0.618 |
1.3196 |
|
HIGH |
1.3138 |
|
0.618 |
1.3102 |
|
0.500 |
1.3091 |
|
0.382 |
1.3080 |
|
LOW |
1.3044 |
|
0.618 |
1.2986 |
|
1.000 |
1.2950 |
|
1.618 |
1.2892 |
|
2.618 |
1.2798 |
|
4.250 |
1.2645 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3096 |
1.3136 |
| PP |
1.3094 |
1.3124 |
| S1 |
1.3091 |
1.3111 |
|