CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3262 |
1.3358 |
0.0096 |
0.7% |
1.3255 |
| High |
1.3332 |
1.3403 |
0.0071 |
0.5% |
1.3332 |
| Low |
1.3243 |
1.3229 |
-0.0014 |
-0.1% |
1.3138 |
| Close |
1.3307 |
1.3295 |
-0.0012 |
-0.1% |
1.3307 |
| Range |
0.0089 |
0.0174 |
0.0085 |
95.5% |
0.0194 |
| ATR |
0.0100 |
0.0106 |
0.0005 |
5.2% |
0.0000 |
| Volume |
96,625 |
224,633 |
128,008 |
132.5% |
465,964 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3831 |
1.3737 |
1.3391 |
|
| R3 |
1.3657 |
1.3563 |
1.3343 |
|
| R2 |
1.3483 |
1.3483 |
1.3327 |
|
| R1 |
1.3389 |
1.3389 |
1.3311 |
1.3349 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3289 |
| S1 |
1.3215 |
1.3215 |
1.3279 |
1.3175 |
| S2 |
1.3135 |
1.3135 |
1.3263 |
|
| S3 |
1.2961 |
1.3041 |
1.3247 |
|
| S4 |
1.2787 |
1.2867 |
1.3199 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3841 |
1.3768 |
1.3414 |
|
| R3 |
1.3647 |
1.3574 |
1.3360 |
|
| R2 |
1.3453 |
1.3453 |
1.3343 |
|
| R1 |
1.3380 |
1.3380 |
1.3325 |
1.3417 |
| PP |
1.3259 |
1.3259 |
1.3259 |
1.3277 |
| S1 |
1.3186 |
1.3186 |
1.3289 |
1.3223 |
| S2 |
1.3065 |
1.3065 |
1.3271 |
|
| S3 |
1.2871 |
1.2992 |
1.3254 |
|
| S4 |
1.2677 |
1.2798 |
1.3200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3403 |
1.3138 |
0.0265 |
2.0% |
0.0115 |
0.9% |
59% |
True |
False |
138,119 |
| 10 |
1.3403 |
1.3095 |
0.0308 |
2.3% |
0.0109 |
0.8% |
65% |
True |
False |
128,780 |
| 20 |
1.3505 |
1.3095 |
0.0410 |
3.1% |
0.0106 |
0.8% |
49% |
False |
False |
111,744 |
| 40 |
1.3685 |
1.3095 |
0.0590 |
4.4% |
0.0095 |
0.7% |
34% |
False |
False |
57,743 |
| 60 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0096 |
0.7% |
15% |
False |
False |
38,595 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.3% |
0.0094 |
0.7% |
15% |
False |
False |
28,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4143 |
|
2.618 |
1.3859 |
|
1.618 |
1.3685 |
|
1.000 |
1.3577 |
|
0.618 |
1.3511 |
|
HIGH |
1.3403 |
|
0.618 |
1.3337 |
|
0.500 |
1.3316 |
|
0.382 |
1.3295 |
|
LOW |
1.3229 |
|
0.618 |
1.3121 |
|
1.000 |
1.3055 |
|
1.618 |
1.2947 |
|
2.618 |
1.2773 |
|
4.250 |
1.2490 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3316 |
1.3309 |
| PP |
1.3309 |
1.3304 |
| S1 |
1.3302 |
1.3300 |
|