CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3262 |
1.3271 |
0.0009 |
0.1% |
1.3358 |
| High |
1.3328 |
1.3304 |
-0.0024 |
-0.2% |
1.3403 |
| Low |
1.3252 |
1.3101 |
-0.0151 |
-1.1% |
1.3137 |
| Close |
1.3266 |
1.3156 |
-0.0110 |
-0.8% |
1.3263 |
| Range |
0.0076 |
0.0203 |
0.0127 |
167.1% |
0.0266 |
| ATR |
0.0101 |
0.0108 |
0.0007 |
7.2% |
0.0000 |
| Volume |
85,759 |
167,259 |
81,500 |
95.0% |
672,186 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3796 |
1.3679 |
1.3268 |
|
| R3 |
1.3593 |
1.3476 |
1.3212 |
|
| R2 |
1.3390 |
1.3390 |
1.3193 |
|
| R1 |
1.3273 |
1.3273 |
1.3175 |
1.3230 |
| PP |
1.3187 |
1.3187 |
1.3187 |
1.3166 |
| S1 |
1.3070 |
1.3070 |
1.3137 |
1.3027 |
| S2 |
1.2984 |
1.2984 |
1.3119 |
|
| S3 |
1.2781 |
1.2867 |
1.3100 |
|
| S4 |
1.2578 |
1.2664 |
1.3044 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4066 |
1.3930 |
1.3409 |
|
| R3 |
1.3800 |
1.3664 |
1.3336 |
|
| R2 |
1.3534 |
1.3534 |
1.3312 |
|
| R1 |
1.3398 |
1.3398 |
1.3287 |
1.3333 |
| PP |
1.3268 |
1.3268 |
1.3268 |
1.3235 |
| S1 |
1.3132 |
1.3132 |
1.3239 |
1.3067 |
| S2 |
1.3002 |
1.3002 |
1.3214 |
|
| S3 |
1.2736 |
1.2866 |
1.3190 |
|
| S4 |
1.2470 |
1.2600 |
1.3117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3328 |
1.3101 |
0.0227 |
1.7% |
0.0115 |
0.9% |
24% |
False |
True |
114,732 |
| 10 |
1.3403 |
1.3101 |
0.0302 |
2.3% |
0.0111 |
0.8% |
18% |
False |
True |
129,129 |
| 20 |
1.3403 |
1.3095 |
0.0308 |
2.3% |
0.0109 |
0.8% |
20% |
False |
False |
123,674 |
| 40 |
1.3566 |
1.3095 |
0.0471 |
3.6% |
0.0100 |
0.8% |
13% |
False |
False |
75,199 |
| 60 |
1.4117 |
1.3095 |
0.1022 |
7.8% |
0.0098 |
0.7% |
6% |
False |
False |
50,218 |
| 80 |
1.4463 |
1.3095 |
0.1368 |
10.4% |
0.0094 |
0.7% |
4% |
False |
False |
37,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4167 |
|
2.618 |
1.3835 |
|
1.618 |
1.3632 |
|
1.000 |
1.3507 |
|
0.618 |
1.3429 |
|
HIGH |
1.3304 |
|
0.618 |
1.3226 |
|
0.500 |
1.3203 |
|
0.382 |
1.3179 |
|
LOW |
1.3101 |
|
0.618 |
1.2976 |
|
1.000 |
1.2898 |
|
1.618 |
1.2773 |
|
2.618 |
1.2570 |
|
4.250 |
1.2238 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3203 |
1.3215 |
| PP |
1.3187 |
1.3195 |
| S1 |
1.3172 |
1.3176 |
|