CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3157 |
1.3143 |
-0.0014 |
-0.1% |
1.3163 |
| High |
1.3200 |
1.3169 |
-0.0031 |
-0.2% |
1.3240 |
| Low |
1.3115 |
1.3120 |
0.0005 |
0.0% |
1.3101 |
| Close |
1.3150 |
1.3153 |
0.0003 |
0.0% |
1.3139 |
| Range |
0.0085 |
0.0049 |
-0.0036 |
-42.4% |
0.0139 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
100,969 |
85,278 |
-15,691 |
-15.5% |
478,153 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3294 |
1.3273 |
1.3180 |
|
| R3 |
1.3245 |
1.3224 |
1.3166 |
|
| R2 |
1.3196 |
1.3196 |
1.3162 |
|
| R1 |
1.3175 |
1.3175 |
1.3157 |
1.3186 |
| PP |
1.3147 |
1.3147 |
1.3147 |
1.3153 |
| S1 |
1.3126 |
1.3126 |
1.3149 |
1.3137 |
| S2 |
1.3098 |
1.3098 |
1.3144 |
|
| S3 |
1.3049 |
1.3077 |
1.3140 |
|
| S4 |
1.3000 |
1.3028 |
1.3126 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3497 |
1.3215 |
|
| R3 |
1.3438 |
1.3358 |
1.3177 |
|
| R2 |
1.3299 |
1.3299 |
1.3164 |
|
| R1 |
1.3219 |
1.3219 |
1.3152 |
1.3190 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3145 |
| S1 |
1.3080 |
1.3080 |
1.3126 |
1.3051 |
| S2 |
1.3021 |
1.3021 |
1.3114 |
|
| S3 |
1.2882 |
1.2941 |
1.3101 |
|
| S4 |
1.2743 |
1.2802 |
1.3063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3240 |
1.3109 |
0.0131 |
1.0% |
0.0069 |
0.5% |
34% |
False |
False |
87,985 |
| 10 |
1.3240 |
1.2988 |
0.0252 |
1.9% |
0.0085 |
0.6% |
65% |
False |
False |
102,214 |
| 20 |
1.3403 |
1.2988 |
0.0415 |
3.2% |
0.0099 |
0.8% |
40% |
False |
False |
117,468 |
| 40 |
1.3533 |
1.2988 |
0.0545 |
4.1% |
0.0099 |
0.8% |
30% |
False |
False |
103,120 |
| 60 |
1.3695 |
1.2988 |
0.0707 |
5.4% |
0.0096 |
0.7% |
23% |
False |
False |
69,546 |
| 80 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0095 |
0.7% |
11% |
False |
False |
52,223 |
| 100 |
1.4463 |
1.2988 |
0.1475 |
11.2% |
0.0092 |
0.7% |
11% |
False |
False |
41,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3377 |
|
2.618 |
1.3297 |
|
1.618 |
1.3248 |
|
1.000 |
1.3218 |
|
0.618 |
1.3199 |
|
HIGH |
1.3169 |
|
0.618 |
1.3150 |
|
0.500 |
1.3145 |
|
0.382 |
1.3139 |
|
LOW |
1.3120 |
|
0.618 |
1.3090 |
|
1.000 |
1.3071 |
|
1.618 |
1.3041 |
|
2.618 |
1.2992 |
|
4.250 |
1.2912 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3150 |
1.3158 |
| PP |
1.3147 |
1.3156 |
| S1 |
1.3145 |
1.3155 |
|