CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2798 |
1.3023 |
0.0225 |
1.8% |
1.2856 |
| High |
1.3062 |
1.3065 |
0.0003 |
0.0% |
1.3065 |
| Low |
1.2789 |
1.2975 |
0.0186 |
1.5% |
1.2722 |
| Close |
1.3041 |
1.2985 |
-0.0056 |
-0.4% |
1.2985 |
| Range |
0.0273 |
0.0090 |
-0.0183 |
-67.0% |
0.0343 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
219,406 |
118,515 |
-100,891 |
-46.0% |
685,334 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3222 |
1.3035 |
|
| R3 |
1.3188 |
1.3132 |
1.3010 |
|
| R2 |
1.3098 |
1.3098 |
1.3002 |
|
| R1 |
1.3042 |
1.3042 |
1.2993 |
1.3025 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.3000 |
| S1 |
1.2952 |
1.2952 |
1.2977 |
1.2935 |
| S2 |
1.2918 |
1.2918 |
1.2969 |
|
| S3 |
1.2828 |
1.2862 |
1.2960 |
|
| S4 |
1.2738 |
1.2772 |
1.2936 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3953 |
1.3812 |
1.3174 |
|
| R3 |
1.3610 |
1.3469 |
1.3079 |
|
| R2 |
1.3267 |
1.3267 |
1.3048 |
|
| R1 |
1.3126 |
1.3126 |
1.3016 |
1.3197 |
| PP |
1.2924 |
1.2924 |
1.2924 |
1.2959 |
| S1 |
1.2783 |
1.2783 |
1.2954 |
1.2854 |
| S2 |
1.2581 |
1.2581 |
1.2922 |
|
| S3 |
1.2238 |
1.2440 |
1.2891 |
|
| S4 |
1.1895 |
1.2097 |
1.2796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3065 |
1.2722 |
0.0343 |
2.6% |
0.0135 |
1.0% |
77% |
True |
False |
137,066 |
| 10 |
1.3123 |
1.2722 |
0.0401 |
3.1% |
0.0123 |
0.9% |
66% |
False |
False |
117,745 |
| 20 |
1.3297 |
1.2722 |
0.0575 |
4.4% |
0.0110 |
0.9% |
46% |
False |
False |
110,164 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0112 |
0.9% |
42% |
False |
False |
106,074 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0105 |
0.8% |
42% |
False |
False |
71,310 |
| 80 |
1.3375 |
1.2722 |
0.0653 |
5.0% |
0.0099 |
0.8% |
40% |
False |
False |
53,625 |
| 100 |
1.3539 |
1.2722 |
0.0817 |
6.3% |
0.0095 |
0.7% |
32% |
False |
False |
42,915 |
| 120 |
1.3650 |
1.2722 |
0.0928 |
7.1% |
0.0085 |
0.7% |
28% |
False |
False |
35,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3448 |
|
2.618 |
1.3301 |
|
1.618 |
1.3211 |
|
1.000 |
1.3155 |
|
0.618 |
1.3121 |
|
HIGH |
1.3065 |
|
0.618 |
1.3031 |
|
0.500 |
1.3020 |
|
0.382 |
1.3009 |
|
LOW |
1.2975 |
|
0.618 |
1.2919 |
|
1.000 |
1.2885 |
|
1.618 |
1.2829 |
|
2.618 |
1.2739 |
|
4.250 |
1.2593 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.2955 |
| PP |
1.3008 |
1.2925 |
| S1 |
1.2997 |
1.2896 |
|