CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3107 |
1.3046 |
-0.0061 |
-0.5% |
1.3262 |
| High |
1.3114 |
1.3171 |
0.0057 |
0.4% |
1.3328 |
| Low |
1.2988 |
1.3025 |
0.0037 |
0.3% |
1.2988 |
| Close |
1.3047 |
1.3164 |
0.0117 |
0.9% |
1.3164 |
| Range |
0.0126 |
0.0146 |
0.0020 |
15.9% |
0.0340 |
| ATR |
0.0110 |
0.0112 |
0.0003 |
2.4% |
0.0000 |
| Volume |
149,732 |
140,964 |
-8,768 |
-5.9% |
683,093 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3558 |
1.3507 |
1.3244 |
|
| R3 |
1.3412 |
1.3361 |
1.3204 |
|
| R2 |
1.3266 |
1.3266 |
1.3191 |
|
| R1 |
1.3215 |
1.3215 |
1.3177 |
1.3241 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3133 |
| S1 |
1.3069 |
1.3069 |
1.3151 |
1.3095 |
| S2 |
1.2974 |
1.2974 |
1.3137 |
|
| S3 |
1.2828 |
1.2923 |
1.3124 |
|
| S4 |
1.2682 |
1.2777 |
1.3084 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4180 |
1.4012 |
1.3351 |
|
| R3 |
1.3840 |
1.3672 |
1.3258 |
|
| R2 |
1.3500 |
1.3500 |
1.3226 |
|
| R1 |
1.3332 |
1.3332 |
1.3195 |
1.3246 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3117 |
| S1 |
1.2992 |
1.2992 |
1.3133 |
1.2906 |
| S2 |
1.2820 |
1.2820 |
1.3102 |
|
| S3 |
1.2480 |
1.2652 |
1.3071 |
|
| S4 |
1.2140 |
1.2312 |
1.2977 |
|
|
| 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% |
0.0132 |
1.0% |
52% |
False |
False |
136,618 |
| 10 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0121 |
0.9% |
42% |
False |
False |
135,527 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0110 |
0.8% |
42% |
False |
False |
126,451 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.1% |
0.0102 |
0.8% |
32% |
False |
False |
85,851 |
| 60 |
1.4082 |
1.2988 |
0.1094 |
8.3% |
0.0100 |
0.8% |
16% |
False |
False |
57,382 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0096 |
0.7% |
12% |
False |
False |
43,084 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0088 |
0.7% |
12% |
False |
False |
34,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3792 |
|
2.618 |
1.3553 |
|
1.618 |
1.3407 |
|
1.000 |
1.3317 |
|
0.618 |
1.3261 |
|
HIGH |
1.3171 |
|
0.618 |
1.3115 |
|
0.500 |
1.3098 |
|
0.382 |
1.3081 |
|
LOW |
1.3025 |
|
0.618 |
1.2935 |
|
1.000 |
1.2879 |
|
1.618 |
1.2789 |
|
2.618 |
1.2643 |
|
4.250 |
1.2405 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3142 |
1.3136 |
| PP |
1.3120 |
1.3108 |
| S1 |
1.3098 |
1.3080 |
|