CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3029 |
1.3081 |
0.0052 |
0.4% |
1.2856 |
| High |
1.3080 |
1.3131 |
0.0051 |
0.4% |
1.3065 |
| Low |
1.2987 |
1.3044 |
0.0057 |
0.4% |
1.2722 |
| Close |
1.3076 |
1.3115 |
0.0039 |
0.3% |
1.2985 |
| Range |
0.0093 |
0.0087 |
-0.0006 |
-6.5% |
0.0343 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
109,646 |
110,183 |
537 |
0.5% |
685,334 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3358 |
1.3323 |
1.3163 |
|
| R3 |
1.3271 |
1.3236 |
1.3139 |
|
| R2 |
1.3184 |
1.3184 |
1.3131 |
|
| R1 |
1.3149 |
1.3149 |
1.3123 |
1.3167 |
| PP |
1.3097 |
1.3097 |
1.3097 |
1.3105 |
| S1 |
1.3062 |
1.3062 |
1.3107 |
1.3080 |
| S2 |
1.3010 |
1.3010 |
1.3099 |
|
| S3 |
1.2923 |
1.2975 |
1.3091 |
|
| S4 |
1.2836 |
1.2888 |
1.3067 |
|
|
| 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 |
1.3131 |
1.2726 |
0.0405 |
3.1% |
0.0135 |
1.0% |
96% |
True |
False |
144,573 |
| 10 |
1.3131 |
1.2722 |
0.0409 |
3.1% |
0.0117 |
0.9% |
96% |
True |
False |
119,553 |
| 20 |
1.3297 |
1.2722 |
0.0575 |
4.4% |
0.0108 |
0.8% |
68% |
False |
False |
111,513 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0110 |
0.8% |
63% |
False |
False |
108,682 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0105 |
0.8% |
63% |
False |
False |
74,969 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0099 |
0.8% |
63% |
False |
False |
56,370 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.6% |
0.0095 |
0.7% |
54% |
False |
False |
45,111 |
| 120 |
1.3627 |
1.2722 |
0.0905 |
6.9% |
0.0087 |
0.7% |
43% |
False |
False |
37,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3501 |
|
2.618 |
1.3359 |
|
1.618 |
1.3272 |
|
1.000 |
1.3218 |
|
0.618 |
1.3185 |
|
HIGH |
1.3131 |
|
0.618 |
1.3098 |
|
0.500 |
1.3088 |
|
0.382 |
1.3077 |
|
LOW |
1.3044 |
|
0.618 |
1.2990 |
|
1.000 |
1.2957 |
|
1.618 |
1.2903 |
|
2.618 |
1.2816 |
|
4.250 |
1.2674 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3094 |
| PP |
1.3097 |
1.3074 |
| S1 |
1.3088 |
1.3053 |
|