CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3163 |
1.3128 |
-0.0035 |
-0.3% |
1.3262 |
| High |
1.3189 |
1.3190 |
0.0001 |
0.0% |
1.3328 |
| Low |
1.3112 |
1.3101 |
-0.0011 |
-0.1% |
1.2988 |
| Close |
1.3130 |
1.3170 |
0.0040 |
0.3% |
1.3164 |
| Range |
0.0077 |
0.0089 |
0.0012 |
15.6% |
0.0340 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
94,213 |
99,705 |
5,492 |
5.8% |
683,093 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3384 |
1.3219 |
|
| R3 |
1.3332 |
1.3295 |
1.3194 |
|
| R2 |
1.3243 |
1.3243 |
1.3186 |
|
| R1 |
1.3206 |
1.3206 |
1.3178 |
1.3225 |
| PP |
1.3154 |
1.3154 |
1.3154 |
1.3163 |
| S1 |
1.3117 |
1.3117 |
1.3162 |
1.3136 |
| S2 |
1.3065 |
1.3065 |
1.3154 |
|
| S3 |
1.2976 |
1.3028 |
1.3146 |
|
| S4 |
1.2887 |
1.2939 |
1.3121 |
|
|
| 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 |
1.3190 |
1.2988 |
0.0202 |
1.5% |
0.0109 |
0.8% |
90% |
True |
False |
124,798 |
| 10 |
1.3328 |
1.2988 |
0.0340 |
2.6% |
0.0112 |
0.9% |
54% |
False |
False |
119,765 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0111 |
0.8% |
44% |
False |
False |
126,656 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.1% |
0.0103 |
0.8% |
33% |
False |
False |
90,678 |
| 60 |
1.3867 |
1.2988 |
0.0879 |
6.7% |
0.0099 |
0.8% |
21% |
False |
False |
60,600 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0096 |
0.7% |
12% |
False |
False |
45,506 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0089 |
0.7% |
12% |
False |
False |
36,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3568 |
|
2.618 |
1.3423 |
|
1.618 |
1.3334 |
|
1.000 |
1.3279 |
|
0.618 |
1.3245 |
|
HIGH |
1.3190 |
|
0.618 |
1.3156 |
|
0.500 |
1.3146 |
|
0.382 |
1.3135 |
|
LOW |
1.3101 |
|
0.618 |
1.3046 |
|
1.000 |
1.3012 |
|
1.618 |
1.2957 |
|
2.618 |
1.2868 |
|
4.250 |
1.2723 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3162 |
1.3149 |
| PP |
1.3154 |
1.3128 |
| S1 |
1.3146 |
1.3108 |
|