CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2771 |
1.2776 |
0.0005 |
0.0% |
1.3026 |
| High |
1.2808 |
1.2844 |
0.0036 |
0.3% |
1.3027 |
| Low |
1.2747 |
1.2721 |
-0.0026 |
-0.2% |
1.2740 |
| Close |
1.2770 |
1.2728 |
-0.0042 |
-0.3% |
1.2779 |
| Range |
0.0061 |
0.0123 |
0.0062 |
101.6% |
0.0287 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.3% |
0.0000 |
| Volume |
89,100 |
106,257 |
17,157 |
19.3% |
513,612 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3133 |
1.3054 |
1.2796 |
|
| R3 |
1.3010 |
1.2931 |
1.2762 |
|
| R2 |
1.2887 |
1.2887 |
1.2751 |
|
| R1 |
1.2808 |
1.2808 |
1.2739 |
1.2786 |
| PP |
1.2764 |
1.2764 |
1.2764 |
1.2754 |
| S1 |
1.2685 |
1.2685 |
1.2717 |
1.2663 |
| S2 |
1.2641 |
1.2641 |
1.2705 |
|
| S3 |
1.2518 |
1.2562 |
1.2694 |
|
| S4 |
1.2395 |
1.2439 |
1.2660 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3531 |
1.2937 |
|
| R3 |
1.3423 |
1.3244 |
1.2858 |
|
| R2 |
1.3136 |
1.3136 |
1.2832 |
|
| R1 |
1.2957 |
1.2957 |
1.2805 |
1.2903 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2822 |
| S1 |
1.2670 |
1.2670 |
1.2753 |
1.2616 |
| S2 |
1.2562 |
1.2562 |
1.2726 |
|
| S3 |
1.2275 |
1.2383 |
1.2700 |
|
| S4 |
1.1988 |
1.2096 |
1.2621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2980 |
1.2721 |
0.0259 |
2.0% |
0.0100 |
0.8% |
3% |
False |
True |
110,195 |
| 10 |
1.3177 |
1.2721 |
0.0456 |
3.6% |
0.0090 |
0.7% |
2% |
False |
True |
104,264 |
| 20 |
1.3240 |
1.2721 |
0.0519 |
4.1% |
0.0090 |
0.7% |
1% |
False |
True |
105,944 |
| 40 |
1.3403 |
1.2721 |
0.0682 |
5.4% |
0.0100 |
0.8% |
1% |
False |
True |
114,809 |
| 60 |
1.3566 |
1.2721 |
0.0845 |
6.6% |
0.0097 |
0.8% |
1% |
False |
True |
85,447 |
| 80 |
1.4117 |
1.2721 |
0.1396 |
11.0% |
0.0096 |
0.8% |
1% |
False |
True |
64,150 |
| 100 |
1.4463 |
1.2721 |
0.1742 |
13.7% |
0.0094 |
0.7% |
0% |
False |
True |
51,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3367 |
|
2.618 |
1.3166 |
|
1.618 |
1.3043 |
|
1.000 |
1.2967 |
|
0.618 |
1.2920 |
|
HIGH |
1.2844 |
|
0.618 |
1.2797 |
|
0.500 |
1.2783 |
|
0.382 |
1.2768 |
|
LOW |
1.2721 |
|
0.618 |
1.2645 |
|
1.000 |
1.2598 |
|
1.618 |
1.2522 |
|
2.618 |
1.2399 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2783 |
1.2788 |
| PP |
1.2764 |
1.2768 |
| S1 |
1.2746 |
1.2748 |
|