CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2843 |
1.2856 |
0.0013 |
0.1% |
1.3095 |
| High |
1.2870 |
1.2881 |
0.0011 |
0.1% |
1.3123 |
| Low |
1.2805 |
1.2819 |
0.0014 |
0.1% |
1.2805 |
| Close |
1.2859 |
1.2833 |
-0.0026 |
-0.2% |
1.2859 |
| Range |
0.0065 |
0.0062 |
-0.0003 |
-4.6% |
0.0318 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
92,362 |
84,244 |
-8,118 |
-8.8% |
492,125 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3030 |
1.2994 |
1.2867 |
|
| R3 |
1.2968 |
1.2932 |
1.2850 |
|
| R2 |
1.2906 |
1.2906 |
1.2844 |
|
| R1 |
1.2870 |
1.2870 |
1.2839 |
1.2857 |
| PP |
1.2844 |
1.2844 |
1.2844 |
1.2838 |
| S1 |
1.2808 |
1.2808 |
1.2827 |
1.2795 |
| S2 |
1.2782 |
1.2782 |
1.2822 |
|
| S3 |
1.2720 |
1.2746 |
1.2816 |
|
| S4 |
1.2658 |
1.2684 |
1.2799 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3883 |
1.3689 |
1.3034 |
|
| R3 |
1.3565 |
1.3371 |
1.2946 |
|
| R2 |
1.3247 |
1.3247 |
1.2917 |
|
| R1 |
1.3053 |
1.3053 |
1.2888 |
1.2991 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2898 |
| S1 |
1.2735 |
1.2735 |
1.2830 |
1.2673 |
| S2 |
1.2611 |
1.2611 |
1.2801 |
|
| S3 |
1.2293 |
1.2417 |
1.2772 |
|
| S4 |
1.1975 |
1.2099 |
1.2684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3076 |
1.2805 |
0.0271 |
2.1% |
0.0097 |
0.8% |
10% |
False |
False |
95,712 |
| 10 |
1.3274 |
1.2805 |
0.0469 |
3.7% |
0.0102 |
0.8% |
6% |
False |
False |
98,245 |
| 20 |
1.3297 |
1.2805 |
0.0492 |
3.8% |
0.0102 |
0.8% |
6% |
False |
False |
100,126 |
| 40 |
1.3350 |
1.2805 |
0.0545 |
4.2% |
0.0109 |
0.9% |
5% |
False |
False |
91,703 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.8% |
0.0099 |
0.8% |
16% |
False |
False |
61,300 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.6% |
0.0095 |
0.7% |
14% |
False |
False |
46,116 |
| 100 |
1.3539 |
1.2735 |
0.0804 |
6.3% |
0.0090 |
0.7% |
12% |
False |
False |
36,905 |
| 120 |
1.3756 |
1.2735 |
0.1021 |
8.0% |
0.0082 |
0.6% |
10% |
False |
False |
30,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3145 |
|
2.618 |
1.3043 |
|
1.618 |
1.2981 |
|
1.000 |
1.2943 |
|
0.618 |
1.2919 |
|
HIGH |
1.2881 |
|
0.618 |
1.2857 |
|
0.500 |
1.2850 |
|
0.382 |
1.2843 |
|
LOW |
1.2819 |
|
0.618 |
1.2781 |
|
1.000 |
1.2757 |
|
1.618 |
1.2719 |
|
2.618 |
1.2657 |
|
4.250 |
1.2556 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2850 |
1.2877 |
| PP |
1.2844 |
1.2862 |
| S1 |
1.2839 |
1.2848 |
|