CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3002 |
1.3011 |
0.0009 |
0.1% |
1.3139 |
| High |
1.3076 |
1.3021 |
-0.0055 |
-0.4% |
1.3274 |
| Low |
1.2968 |
1.2897 |
-0.0071 |
-0.5% |
1.3044 |
| Close |
1.3016 |
1.2912 |
-0.0104 |
-0.8% |
1.3099 |
| Range |
0.0108 |
0.0124 |
0.0016 |
14.8% |
0.0230 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.3% |
0.0000 |
| Volume |
103,943 |
95,400 |
-8,543 |
-8.2% |
494,910 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3315 |
1.3238 |
1.2980 |
|
| R3 |
1.3191 |
1.3114 |
1.2946 |
|
| R2 |
1.3067 |
1.3067 |
1.2935 |
|
| R1 |
1.2990 |
1.2990 |
1.2923 |
1.2967 |
| PP |
1.2943 |
1.2943 |
1.2943 |
1.2932 |
| S1 |
1.2866 |
1.2866 |
1.2901 |
1.2843 |
| S2 |
1.2819 |
1.2819 |
1.2889 |
|
| S3 |
1.2695 |
1.2742 |
1.2878 |
|
| S4 |
1.2571 |
1.2618 |
1.2844 |
|
|
| 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 |
1.3166 |
1.2897 |
0.0269 |
2.1% |
0.0115 |
0.9% |
6% |
False |
True |
102,521 |
| 10 |
1.3297 |
1.2897 |
0.0400 |
3.1% |
0.0104 |
0.8% |
4% |
False |
True |
101,871 |
| 20 |
1.3297 |
1.2897 |
0.0400 |
3.1% |
0.0105 |
0.8% |
4% |
False |
True |
100,831 |
| 40 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0111 |
0.9% |
13% |
False |
False |
84,798 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.8% |
0.0099 |
0.8% |
29% |
False |
False |
56,660 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0095 |
0.7% |
25% |
False |
False |
42,633 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.6% |
0.0089 |
0.7% |
21% |
False |
False |
34,113 |
| 120 |
1.3756 |
1.2735 |
0.1021 |
7.9% |
0.0081 |
0.6% |
17% |
False |
False |
28,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3548 |
|
2.618 |
1.3346 |
|
1.618 |
1.3222 |
|
1.000 |
1.3145 |
|
0.618 |
1.3098 |
|
HIGH |
1.3021 |
|
0.618 |
1.2974 |
|
0.500 |
1.2959 |
|
0.382 |
1.2944 |
|
LOW |
1.2897 |
|
0.618 |
1.2820 |
|
1.000 |
1.2773 |
|
1.618 |
1.2696 |
|
2.618 |
1.2572 |
|
4.250 |
1.2370 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2959 |
1.3010 |
| PP |
1.2943 |
1.2977 |
| S1 |
1.2928 |
1.2945 |
|