CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3119 |
1.3255 |
0.0136 |
1.0% |
1.3321 |
| High |
1.3259 |
1.3255 |
-0.0004 |
0.0% |
1.3342 |
| Low |
1.3114 |
1.3138 |
0.0024 |
0.2% |
1.3095 |
| Close |
1.3236 |
1.3167 |
-0.0069 |
-0.5% |
1.3236 |
| Range |
0.0145 |
0.0117 |
-0.0028 |
-19.3% |
0.0247 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.2% |
0.0000 |
| Volume |
150,305 |
99,873 |
-50,432 |
-33.6% |
597,211 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3538 |
1.3469 |
1.3231 |
|
| R3 |
1.3421 |
1.3352 |
1.3199 |
|
| R2 |
1.3304 |
1.3304 |
1.3188 |
|
| R1 |
1.3235 |
1.3235 |
1.3178 |
1.3211 |
| PP |
1.3187 |
1.3187 |
1.3187 |
1.3175 |
| S1 |
1.3118 |
1.3118 |
1.3156 |
1.3094 |
| S2 |
1.3070 |
1.3070 |
1.3146 |
|
| S3 |
1.2953 |
1.3001 |
1.3135 |
|
| S4 |
1.2836 |
1.2884 |
1.3103 |
|
|
| 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% |
0.0113 |
0.9% |
29% |
False |
False |
123,569 |
| 10 |
1.3366 |
1.3095 |
0.0271 |
2.1% |
0.0107 |
0.8% |
27% |
False |
False |
118,219 |
| 20 |
1.3533 |
1.3095 |
0.0438 |
3.3% |
0.0100 |
0.8% |
16% |
False |
False |
84,099 |
| 40 |
1.3695 |
1.3095 |
0.0600 |
4.6% |
0.0094 |
0.7% |
12% |
False |
False |
42,999 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.4% |
0.0093 |
0.7% |
5% |
False |
False |
28,751 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.4% |
0.0089 |
0.7% |
5% |
False |
False |
21,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3752 |
|
2.618 |
1.3561 |
|
1.618 |
1.3444 |
|
1.000 |
1.3372 |
|
0.618 |
1.3327 |
|
HIGH |
1.3255 |
|
0.618 |
1.3210 |
|
0.500 |
1.3197 |
|
0.382 |
1.3183 |
|
LOW |
1.3138 |
|
0.618 |
1.3066 |
|
1.000 |
1.3021 |
|
1.618 |
1.2949 |
|
2.618 |
1.2832 |
|
4.250 |
1.2641 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3197 |
1.3177 |
| PP |
1.3187 |
1.3174 |
| S1 |
1.3177 |
1.3170 |
|