CME British Pound Future September 2018
Trading Metrics calculated at close of trading on 17-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.2708 |
1.2725 |
0.0017 |
0.1% |
1.2771 |
High |
1.2768 |
1.2768 |
0.0000 |
0.0% |
1.2844 |
Low |
1.2700 |
1.2711 |
0.0011 |
0.1% |
1.2678 |
Close |
1.2723 |
1.2761 |
0.0038 |
0.3% |
1.2761 |
Range |
0.0068 |
0.0057 |
-0.0011 |
-16.2% |
0.0166 |
ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
98,992 |
79,069 |
-19,923 |
-20.1% |
474,094 |
|
Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2918 |
1.2896 |
1.2792 |
|
R3 |
1.2861 |
1.2839 |
1.2777 |
|
R2 |
1.2804 |
1.2804 |
1.2771 |
|
R1 |
1.2782 |
1.2782 |
1.2766 |
1.2793 |
PP |
1.2747 |
1.2747 |
1.2747 |
1.2752 |
S1 |
1.2725 |
1.2725 |
1.2756 |
1.2736 |
S2 |
1.2690 |
1.2690 |
1.2751 |
|
S3 |
1.2633 |
1.2668 |
1.2745 |
|
S4 |
1.2576 |
1.2611 |
1.2730 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3259 |
1.3176 |
1.2852 |
|
R3 |
1.3093 |
1.3010 |
1.2807 |
|
R2 |
1.2927 |
1.2927 |
1.2791 |
|
R1 |
1.2844 |
1.2844 |
1.2776 |
1.2803 |
PP |
1.2761 |
1.2761 |
1.2761 |
1.2740 |
S1 |
1.2678 |
1.2678 |
1.2746 |
1.2637 |
S2 |
1.2595 |
1.2595 |
1.2731 |
|
S3 |
1.2429 |
1.2512 |
1.2715 |
|
S4 |
1.2263 |
1.2346 |
1.2670 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2844 |
1.2678 |
0.0166 |
1.3% |
0.0076 |
0.6% |
50% |
False |
False |
94,818 |
10 |
1.3027 |
1.2678 |
0.0349 |
2.7% |
0.0084 |
0.7% |
24% |
False |
False |
98,770 |
20 |
1.3240 |
1.2678 |
0.0562 |
4.4% |
0.0081 |
0.6% |
15% |
False |
False |
98,377 |
40 |
1.3403 |
1.2678 |
0.0725 |
5.7% |
0.0096 |
0.7% |
11% |
False |
False |
112,414 |
60 |
1.3533 |
1.2678 |
0.0855 |
6.7% |
0.0095 |
0.7% |
10% |
False |
False |
90,027 |
80 |
1.4082 |
1.2678 |
0.1404 |
11.0% |
0.0096 |
0.7% |
6% |
False |
False |
67,631 |
100 |
1.4463 |
1.2678 |
0.1785 |
14.0% |
0.0093 |
0.7% |
5% |
False |
False |
54,142 |
120 |
1.4463 |
1.2678 |
0.1785 |
14.0% |
0.0087 |
0.7% |
5% |
False |
False |
45,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3010 |
2.618 |
1.2917 |
1.618 |
1.2860 |
1.000 |
1.2825 |
0.618 |
1.2803 |
HIGH |
1.2768 |
0.618 |
1.2746 |
0.500 |
1.2740 |
0.382 |
1.2733 |
LOW |
1.2711 |
0.618 |
1.2676 |
1.000 |
1.2654 |
1.618 |
1.2619 |
2.618 |
1.2562 |
4.250 |
1.2469 |
|
|
Fisher Pivots for day following 17-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2754 |
1.2748 |
PP |
1.2747 |
1.2736 |
S1 |
1.2740 |
1.2723 |
|