CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3128 |
1.3171 |
0.0043 |
0.3% |
1.3262 |
| High |
1.3190 |
1.3230 |
0.0040 |
0.3% |
1.3328 |
| Low |
1.3101 |
1.3161 |
0.0060 |
0.5% |
1.2988 |
| Close |
1.3170 |
1.3202 |
0.0032 |
0.2% |
1.3164 |
| Range |
0.0089 |
0.0069 |
-0.0020 |
-22.5% |
0.0340 |
| ATR |
0.0108 |
0.0106 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
99,705 |
97,599 |
-2,106 |
-2.1% |
683,093 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3405 |
1.3372 |
1.3240 |
|
| R3 |
1.3336 |
1.3303 |
1.3221 |
|
| R2 |
1.3267 |
1.3267 |
1.3215 |
|
| R1 |
1.3234 |
1.3234 |
1.3208 |
1.3251 |
| PP |
1.3198 |
1.3198 |
1.3198 |
1.3206 |
| S1 |
1.3165 |
1.3165 |
1.3196 |
1.3182 |
| S2 |
1.3129 |
1.3129 |
1.3189 |
|
| S3 |
1.3060 |
1.3096 |
1.3183 |
|
| S4 |
1.2991 |
1.3027 |
1.3164 |
|
|
| 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 |
1.3230 |
1.2988 |
0.0242 |
1.8% |
0.0101 |
0.8% |
88% |
True |
False |
116,442 |
| 10 |
1.3328 |
1.2988 |
0.0340 |
2.6% |
0.0110 |
0.8% |
63% |
False |
False |
119,457 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.1% |
0.0109 |
0.8% |
52% |
False |
False |
126,388 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.1% |
0.0101 |
0.8% |
39% |
False |
False |
93,080 |
| 60 |
1.3862 |
1.2988 |
0.0874 |
6.6% |
0.0099 |
0.8% |
24% |
False |
False |
62,223 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0096 |
0.7% |
15% |
False |
False |
46,726 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0090 |
0.7% |
15% |
False |
False |
37,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3411 |
|
1.618 |
1.3342 |
|
1.000 |
1.3299 |
|
0.618 |
1.3273 |
|
HIGH |
1.3230 |
|
0.618 |
1.3204 |
|
0.500 |
1.3196 |
|
0.382 |
1.3187 |
|
LOW |
1.3161 |
|
0.618 |
1.3118 |
|
1.000 |
1.3092 |
|
1.618 |
1.3049 |
|
2.618 |
1.2980 |
|
4.250 |
1.2868 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3200 |
1.3190 |
| PP |
1.3198 |
1.3178 |
| S1 |
1.3196 |
1.3166 |
|