CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3055 |
1.3095 |
0.0040 |
0.3% |
1.3139 |
| High |
1.3138 |
1.3123 |
-0.0015 |
-0.1% |
1.3274 |
| Low |
1.3044 |
1.2988 |
-0.0056 |
-0.4% |
1.3044 |
| Close |
1.3099 |
1.3004 |
-0.0095 |
-0.7% |
1.3099 |
| Range |
0.0094 |
0.0135 |
0.0041 |
43.6% |
0.0230 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
2.2% |
0.0000 |
| Volume |
101,479 |
97,807 |
-3,672 |
-3.6% |
494,910 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3443 |
1.3359 |
1.3078 |
|
| R3 |
1.3308 |
1.3224 |
1.3041 |
|
| R2 |
1.3173 |
1.3173 |
1.3029 |
|
| R1 |
1.3089 |
1.3089 |
1.3016 |
1.3064 |
| PP |
1.3038 |
1.3038 |
1.3038 |
1.3026 |
| S1 |
1.2954 |
1.2954 |
1.2992 |
1.2929 |
| S2 |
1.2903 |
1.2903 |
1.2979 |
|
| S3 |
1.2768 |
1.2819 |
1.2967 |
|
| S4 |
1.2633 |
1.2684 |
1.2930 |
|
|
| 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 |
1.2988 |
0.0286 |
2.2% |
0.0107 |
0.8% |
6% |
False |
True |
100,777 |
| 10 |
1.3297 |
1.2988 |
0.0309 |
2.4% |
0.0101 |
0.8% |
5% |
False |
True |
104,859 |
| 20 |
1.3297 |
1.2963 |
0.0334 |
2.6% |
0.0102 |
0.8% |
12% |
False |
False |
99,983 |
| 40 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0108 |
0.8% |
32% |
False |
False |
79,839 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0097 |
0.7% |
44% |
False |
False |
53,338 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0094 |
0.7% |
38% |
False |
False |
40,142 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0088 |
0.7% |
32% |
False |
False |
32,120 |
| 120 |
1.3766 |
1.2735 |
0.1031 |
7.9% |
0.0080 |
0.6% |
26% |
False |
False |
26,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3697 |
|
2.618 |
1.3476 |
|
1.618 |
1.3341 |
|
1.000 |
1.3258 |
|
0.618 |
1.3206 |
|
HIGH |
1.3123 |
|
0.618 |
1.3071 |
|
0.500 |
1.3056 |
|
0.382 |
1.3040 |
|
LOW |
1.2988 |
|
0.618 |
1.2905 |
|
1.000 |
1.2853 |
|
1.618 |
1.2770 |
|
2.618 |
1.2635 |
|
4.250 |
1.2414 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3056 |
1.3077 |
| PP |
1.3038 |
1.3053 |
| S1 |
1.3021 |
1.3028 |
|