CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2735 |
1.2798 |
0.0063 |
0.5% |
1.3095 |
| High |
1.2857 |
1.3062 |
0.0205 |
1.6% |
1.3123 |
| Low |
1.2726 |
1.2789 |
0.0063 |
0.5% |
1.2805 |
| Close |
1.2796 |
1.3041 |
0.0245 |
1.9% |
1.2859 |
| Range |
0.0131 |
0.0273 |
0.0142 |
108.4% |
0.0318 |
| ATR |
0.0105 |
0.0117 |
0.0012 |
11.4% |
0.0000 |
| Volume |
165,117 |
219,406 |
54,289 |
32.9% |
492,125 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3783 |
1.3685 |
1.3191 |
|
| R3 |
1.3510 |
1.3412 |
1.3116 |
|
| R2 |
1.3237 |
1.3237 |
1.3091 |
|
| R1 |
1.3139 |
1.3139 |
1.3066 |
1.3188 |
| PP |
1.2964 |
1.2964 |
1.2964 |
1.2989 |
| S1 |
1.2866 |
1.2866 |
1.3016 |
1.2915 |
| S2 |
1.2691 |
1.2691 |
1.2991 |
|
| S3 |
1.2418 |
1.2593 |
1.2966 |
|
| S4 |
1.2145 |
1.2320 |
1.2891 |
|
|
| 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 |
1.3062 |
1.2722 |
0.0340 |
2.6% |
0.0130 |
1.0% |
94% |
True |
False |
131,836 |
| 10 |
1.3138 |
1.2722 |
0.0416 |
3.2% |
0.0123 |
0.9% |
77% |
False |
False |
116,042 |
| 20 |
1.3297 |
1.2722 |
0.0575 |
4.4% |
0.0112 |
0.9% |
55% |
False |
False |
110,726 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0113 |
0.9% |
51% |
False |
False |
103,385 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0104 |
0.8% |
51% |
False |
False |
69,339 |
| 80 |
1.3375 |
1.2722 |
0.0653 |
5.0% |
0.0098 |
0.8% |
49% |
False |
False |
52,146 |
| 100 |
1.3539 |
1.2722 |
0.0817 |
6.3% |
0.0094 |
0.7% |
39% |
False |
False |
41,730 |
| 120 |
1.3650 |
1.2722 |
0.0928 |
7.1% |
0.0085 |
0.6% |
34% |
False |
False |
34,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4222 |
|
2.618 |
1.3777 |
|
1.618 |
1.3504 |
|
1.000 |
1.3335 |
|
0.618 |
1.3231 |
|
HIGH |
1.3062 |
|
0.618 |
1.2958 |
|
0.500 |
1.2926 |
|
0.382 |
1.2893 |
|
LOW |
1.2789 |
|
0.618 |
1.2620 |
|
1.000 |
1.2516 |
|
1.618 |
1.2347 |
|
2.618 |
1.2074 |
|
4.250 |
1.1629 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.2991 |
| PP |
1.2964 |
1.2942 |
| S1 |
1.2926 |
1.2892 |
|