CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3011 |
1.2915 |
-0.0096 |
-0.7% |
1.3139 |
| High |
1.3021 |
1.2949 |
-0.0072 |
-0.6% |
1.3274 |
| Low |
1.2897 |
1.2825 |
-0.0072 |
-0.6% |
1.3044 |
| Close |
1.2912 |
1.2854 |
-0.0058 |
-0.4% |
1.3099 |
| Range |
0.0124 |
0.0124 |
0.0000 |
0.0% |
0.0230 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.1% |
0.0000 |
| Volume |
95,400 |
102,613 |
7,213 |
7.6% |
494,910 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3175 |
1.2922 |
|
| R3 |
1.3124 |
1.3051 |
1.2888 |
|
| R2 |
1.3000 |
1.3000 |
1.2877 |
|
| R1 |
1.2927 |
1.2927 |
1.2865 |
1.2902 |
| PP |
1.2876 |
1.2876 |
1.2876 |
1.2863 |
| S1 |
1.2803 |
1.2803 |
1.2843 |
1.2778 |
| S2 |
1.2752 |
1.2752 |
1.2831 |
|
| S3 |
1.2628 |
1.2679 |
1.2820 |
|
| S4 |
1.2504 |
1.2555 |
1.2786 |
|
|
| 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 |
1.3138 |
1.2825 |
0.0313 |
2.4% |
0.0117 |
0.9% |
9% |
False |
True |
100,248 |
| 10 |
1.3296 |
1.2825 |
0.0471 |
3.7% |
0.0109 |
0.8% |
6% |
False |
True |
100,308 |
| 20 |
1.3297 |
1.2825 |
0.0472 |
3.7% |
0.0106 |
0.8% |
6% |
False |
True |
101,297 |
| 40 |
1.3350 |
1.2825 |
0.0525 |
4.1% |
0.0109 |
0.8% |
6% |
False |
True |
87,318 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.8% |
0.0100 |
0.8% |
19% |
False |
False |
58,369 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.6% |
0.0096 |
0.7% |
17% |
False |
False |
43,912 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.6% |
0.0090 |
0.7% |
14% |
False |
False |
35,139 |
| 120 |
1.3756 |
1.2735 |
0.1021 |
7.9% |
0.0082 |
0.6% |
12% |
False |
False |
29,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3476 |
|
2.618 |
1.3274 |
|
1.618 |
1.3150 |
|
1.000 |
1.3073 |
|
0.618 |
1.3026 |
|
HIGH |
1.2949 |
|
0.618 |
1.2902 |
|
0.500 |
1.2887 |
|
0.382 |
1.2872 |
|
LOW |
1.2825 |
|
0.618 |
1.2748 |
|
1.000 |
1.2701 |
|
1.618 |
1.2624 |
|
2.618 |
1.2500 |
|
4.250 |
1.2298 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2887 |
1.2951 |
| PP |
1.2876 |
1.2918 |
| S1 |
1.2865 |
1.2886 |
|