CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3255 |
1.3180 |
-0.0075 |
-0.6% |
1.3321 |
| High |
1.3255 |
1.3250 |
-0.0005 |
0.0% |
1.3342 |
| Low |
1.3138 |
1.3158 |
0.0020 |
0.2% |
1.3095 |
| Close |
1.3167 |
1.3208 |
0.0041 |
0.3% |
1.3236 |
| Range |
0.0117 |
0.0092 |
-0.0025 |
-21.4% |
0.0247 |
| ATR |
0.0101 |
0.0101 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
99,873 |
103,449 |
3,576 |
3.6% |
597,211 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3437 |
1.3259 |
|
| R3 |
1.3389 |
1.3345 |
1.3233 |
|
| R2 |
1.3297 |
1.3297 |
1.3225 |
|
| R1 |
1.3253 |
1.3253 |
1.3216 |
1.3275 |
| PP |
1.3205 |
1.3205 |
1.3205 |
1.3217 |
| S1 |
1.3161 |
1.3161 |
1.3200 |
1.3183 |
| S2 |
1.3113 |
1.3113 |
1.3191 |
|
| S3 |
1.3021 |
1.3069 |
1.3183 |
|
| S4 |
1.2929 |
1.2977 |
1.3157 |
|
|
| 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 |
1.3282 |
1.3095 |
0.0187 |
1.4% |
0.0111 |
0.8% |
60% |
False |
False |
123,666 |
| 10 |
1.3366 |
1.3095 |
0.0271 |
2.1% |
0.0104 |
0.8% |
42% |
False |
False |
117,660 |
| 20 |
1.3533 |
1.3095 |
0.0438 |
3.3% |
0.0099 |
0.8% |
26% |
False |
False |
88,771 |
| 40 |
1.3695 |
1.3095 |
0.0600 |
4.5% |
0.0095 |
0.7% |
19% |
False |
False |
45,585 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.4% |
0.0094 |
0.7% |
8% |
False |
False |
30,475 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.4% |
0.0090 |
0.7% |
8% |
False |
False |
22,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3641 |
|
2.618 |
1.3491 |
|
1.618 |
1.3399 |
|
1.000 |
1.3342 |
|
0.618 |
1.3307 |
|
HIGH |
1.3250 |
|
0.618 |
1.3215 |
|
0.500 |
1.3204 |
|
0.382 |
1.3193 |
|
LOW |
1.3158 |
|
0.618 |
1.3101 |
|
1.000 |
1.3066 |
|
1.618 |
1.3009 |
|
2.618 |
1.2917 |
|
4.250 |
1.2767 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3207 |
1.3201 |
| PP |
1.3205 |
1.3194 |
| S1 |
1.3204 |
1.3187 |
|