CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3147 |
1.3107 |
-0.0040 |
-0.3% |
1.3358 |
| High |
1.3150 |
1.3114 |
-0.0036 |
-0.3% |
1.3403 |
| Low |
1.3043 |
1.2988 |
-0.0055 |
-0.4% |
1.3137 |
| Close |
1.3095 |
1.3047 |
-0.0048 |
-0.4% |
1.3263 |
| Range |
0.0107 |
0.0126 |
0.0019 |
17.8% |
0.0266 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.1% |
0.0000 |
| Volume |
139,379 |
149,732 |
10,353 |
7.4% |
672,186 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3428 |
1.3363 |
1.3116 |
|
| R3 |
1.3302 |
1.3237 |
1.3082 |
|
| R2 |
1.3176 |
1.3176 |
1.3070 |
|
| R1 |
1.3111 |
1.3111 |
1.3059 |
1.3081 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3034 |
| S1 |
1.2985 |
1.2985 |
1.3035 |
1.2955 |
| S2 |
1.2924 |
1.2924 |
1.3024 |
|
| S3 |
1.2798 |
1.2859 |
1.3012 |
|
| S4 |
1.2672 |
1.2733 |
1.2978 |
|
|
| 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 |
1.2988 |
0.0340 |
2.6% |
0.0130 |
1.0% |
17% |
False |
True |
135,116 |
| 10 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0115 |
0.9% |
14% |
False |
True |
131,094 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0111 |
0.9% |
14% |
False |
True |
127,224 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.2% |
0.0102 |
0.8% |
11% |
False |
True |
82,405 |
| 60 |
1.4088 |
1.2988 |
0.1100 |
8.4% |
0.0099 |
0.8% |
5% |
False |
True |
55,034 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.3% |
0.0096 |
0.7% |
4% |
False |
True |
41,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3650 |
|
2.618 |
1.3444 |
|
1.618 |
1.3318 |
|
1.000 |
1.3240 |
|
0.618 |
1.3192 |
|
HIGH |
1.3114 |
|
0.618 |
1.3066 |
|
0.500 |
1.3051 |
|
0.382 |
1.3036 |
|
LOW |
1.2988 |
|
0.618 |
1.2910 |
|
1.000 |
1.2862 |
|
1.618 |
1.2784 |
|
2.618 |
1.2658 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3146 |
| PP |
1.3050 |
1.3113 |
| S1 |
1.3048 |
1.3080 |
|