CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3026 |
1.2964 |
-0.0062 |
-0.5% |
1.3131 |
| High |
1.3027 |
1.2993 |
-0.0034 |
-0.3% |
1.3200 |
| Low |
1.2940 |
1.2944 |
0.0004 |
0.0% |
1.2997 |
| Close |
1.2964 |
1.2955 |
-0.0009 |
-0.1% |
1.3028 |
| Range |
0.0087 |
0.0049 |
-0.0038 |
-43.7% |
0.0203 |
| ATR |
0.0095 |
0.0091 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
75,626 |
82,365 |
6,739 |
8.9% |
501,690 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3111 |
1.3082 |
1.2982 |
|
| R3 |
1.3062 |
1.3033 |
1.2968 |
|
| R2 |
1.3013 |
1.3013 |
1.2964 |
|
| R1 |
1.2984 |
1.2984 |
1.2959 |
1.2974 |
| PP |
1.2964 |
1.2964 |
1.2964 |
1.2959 |
| S1 |
1.2935 |
1.2935 |
1.2951 |
1.2925 |
| S2 |
1.2915 |
1.2915 |
1.2946 |
|
| S3 |
1.2866 |
1.2886 |
1.2942 |
|
| S4 |
1.2817 |
1.2837 |
1.2928 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3559 |
1.3140 |
|
| R3 |
1.3481 |
1.3356 |
1.3084 |
|
| R2 |
1.3278 |
1.3278 |
1.3065 |
|
| R1 |
1.3153 |
1.3153 |
1.3047 |
1.3114 |
| PP |
1.3075 |
1.3075 |
1.3075 |
1.3056 |
| S1 |
1.2950 |
1.2950 |
1.3009 |
1.2911 |
| S2 |
1.2872 |
1.2872 |
1.2991 |
|
| S3 |
1.2669 |
1.2747 |
1.2972 |
|
| S4 |
1.2466 |
1.2544 |
1.2916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3177 |
1.2940 |
0.0237 |
1.8% |
0.0079 |
0.6% |
6% |
False |
False |
98,333 |
| 10 |
1.3240 |
1.2940 |
0.0300 |
2.3% |
0.0076 |
0.6% |
5% |
False |
False |
94,391 |
| 20 |
1.3328 |
1.2940 |
0.0388 |
3.0% |
0.0094 |
0.7% |
4% |
False |
False |
107,078 |
| 40 |
1.3505 |
1.2940 |
0.0565 |
4.4% |
0.0100 |
0.8% |
3% |
False |
False |
111,654 |
| 60 |
1.3685 |
1.2940 |
0.0745 |
5.8% |
0.0095 |
0.7% |
2% |
False |
False |
76,302 |
| 80 |
1.4463 |
1.2940 |
0.1523 |
11.8% |
0.0096 |
0.7% |
1% |
False |
False |
57,301 |
| 100 |
1.4463 |
1.2940 |
0.1523 |
11.8% |
0.0094 |
0.7% |
1% |
False |
False |
45,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3201 |
|
2.618 |
1.3121 |
|
1.618 |
1.3072 |
|
1.000 |
1.3042 |
|
0.618 |
1.3023 |
|
HIGH |
1.2993 |
|
0.618 |
1.2974 |
|
0.500 |
1.2969 |
|
0.382 |
1.2963 |
|
LOW |
1.2944 |
|
0.618 |
1.2914 |
|
1.000 |
1.2895 |
|
1.618 |
1.2865 |
|
2.618 |
1.2816 |
|
4.250 |
1.2736 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2969 |
1.3002 |
| PP |
1.2964 |
1.2986 |
| S1 |
1.2960 |
1.2971 |
|