CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.3163 |
0.0117 |
0.9% |
1.3262 |
| High |
1.3171 |
1.3189 |
0.0018 |
0.1% |
1.3328 |
| Low |
1.3025 |
1.3112 |
0.0087 |
0.7% |
1.2988 |
| Close |
1.3164 |
1.3130 |
-0.0034 |
-0.3% |
1.3164 |
| Range |
0.0146 |
0.0077 |
-0.0069 |
-47.3% |
0.0340 |
| ATR |
0.0112 |
0.0110 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
140,964 |
94,213 |
-46,751 |
-33.2% |
683,093 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3375 |
1.3329 |
1.3172 |
|
| R3 |
1.3298 |
1.3252 |
1.3151 |
|
| R2 |
1.3221 |
1.3221 |
1.3144 |
|
| R1 |
1.3175 |
1.3175 |
1.3137 |
1.3160 |
| PP |
1.3144 |
1.3144 |
1.3144 |
1.3136 |
| S1 |
1.3098 |
1.3098 |
1.3123 |
1.3083 |
| S2 |
1.3067 |
1.3067 |
1.3116 |
|
| S3 |
1.2990 |
1.3021 |
1.3109 |
|
| S4 |
1.2913 |
1.2944 |
1.3088 |
|
|
| 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 |
1.3304 |
1.2988 |
0.0316 |
2.4% |
0.0132 |
1.0% |
45% |
False |
False |
138,309 |
| 10 |
1.3341 |
1.2988 |
0.0353 |
2.7% |
0.0111 |
0.8% |
40% |
False |
False |
122,485 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0110 |
0.8% |
34% |
False |
False |
125,633 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.2% |
0.0102 |
0.8% |
26% |
False |
False |
88,192 |
| 60 |
1.4018 |
1.2988 |
0.1030 |
7.8% |
0.0100 |
0.8% |
14% |
False |
False |
58,950 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0096 |
0.7% |
10% |
False |
False |
44,261 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0089 |
0.7% |
10% |
False |
False |
35,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3516 |
|
2.618 |
1.3391 |
|
1.618 |
1.3314 |
|
1.000 |
1.3266 |
|
0.618 |
1.3237 |
|
HIGH |
1.3189 |
|
0.618 |
1.3160 |
|
0.500 |
1.3151 |
|
0.382 |
1.3141 |
|
LOW |
1.3112 |
|
0.618 |
1.3064 |
|
1.000 |
1.3035 |
|
1.618 |
1.2987 |
|
2.618 |
1.2910 |
|
4.250 |
1.2785 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3151 |
1.3116 |
| PP |
1.3144 |
1.3102 |
| S1 |
1.3137 |
1.3089 |
|