CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3165 |
1.3119 |
-0.0046 |
-0.3% |
1.3321 |
| High |
1.3167 |
1.3259 |
0.0092 |
0.7% |
1.3342 |
| Low |
1.3095 |
1.3114 |
0.0019 |
0.1% |
1.3095 |
| Close |
1.3113 |
1.3236 |
0.0123 |
0.9% |
1.3236 |
| Range |
0.0072 |
0.0145 |
0.0073 |
101.4% |
0.0247 |
| ATR |
0.0097 |
0.0100 |
0.0004 |
3.6% |
0.0000 |
| Volume |
133,168 |
150,305 |
17,137 |
12.9% |
597,211 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3638 |
1.3582 |
1.3316 |
|
| R3 |
1.3493 |
1.3437 |
1.3276 |
|
| R2 |
1.3348 |
1.3348 |
1.3263 |
|
| R1 |
1.3292 |
1.3292 |
1.3249 |
1.3320 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3217 |
| S1 |
1.3147 |
1.3147 |
1.3223 |
1.3175 |
| S2 |
1.3058 |
1.3058 |
1.3209 |
|
| S3 |
1.2913 |
1.3002 |
1.3196 |
|
| S4 |
1.2768 |
1.2857 |
1.3156 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3848 |
1.3372 |
|
| R3 |
1.3718 |
1.3601 |
1.3304 |
|
| R2 |
1.3471 |
1.3471 |
1.3281 |
|
| R1 |
1.3354 |
1.3354 |
1.3259 |
1.3289 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3192 |
| S1 |
1.3107 |
1.3107 |
1.3213 |
1.3042 |
| S2 |
1.2977 |
1.2977 |
1.3191 |
|
| S3 |
1.2730 |
1.2860 |
1.3168 |
|
| S4 |
1.2483 |
1.2613 |
1.3100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3342 |
1.3095 |
0.0247 |
1.9% |
0.0103 |
0.8% |
57% |
False |
False |
119,442 |
| 10 |
1.3366 |
1.3095 |
0.0271 |
2.0% |
0.0101 |
0.8% |
52% |
False |
False |
115,293 |
| 20 |
1.3533 |
1.3095 |
0.0438 |
3.3% |
0.0099 |
0.7% |
32% |
False |
False |
79,404 |
| 40 |
1.3695 |
1.3095 |
0.0600 |
4.5% |
0.0094 |
0.7% |
24% |
False |
False |
40,508 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0093 |
0.7% |
10% |
False |
False |
27,087 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0088 |
0.7% |
10% |
False |
False |
20,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3639 |
|
1.618 |
1.3494 |
|
1.000 |
1.3404 |
|
0.618 |
1.3349 |
|
HIGH |
1.3259 |
|
0.618 |
1.3204 |
|
0.500 |
1.3187 |
|
0.382 |
1.3169 |
|
LOW |
1.3114 |
|
0.618 |
1.3024 |
|
1.000 |
1.2969 |
|
1.618 |
1.2879 |
|
2.618 |
1.2734 |
|
4.250 |
1.2498 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3220 |
1.3220 |
| PP |
1.3203 |
1.3204 |
| S1 |
1.3187 |
1.3189 |
|