CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2917 |
1.2923 |
0.0006 |
0.0% |
1.2771 |
| High |
1.2949 |
1.2928 |
-0.0021 |
-0.2% |
1.2844 |
| Low |
1.2880 |
1.2815 |
-0.0065 |
-0.5% |
1.2678 |
| Close |
1.2925 |
1.2825 |
-0.0100 |
-0.8% |
1.2761 |
| Range |
0.0069 |
0.0113 |
0.0044 |
63.8% |
0.0166 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
1.8% |
0.0000 |
| Volume |
78,872 |
97,518 |
18,646 |
23.6% |
474,094 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3195 |
1.3123 |
1.2887 |
|
| R3 |
1.3082 |
1.3010 |
1.2856 |
|
| R2 |
1.2969 |
1.2969 |
1.2846 |
|
| R1 |
1.2897 |
1.2897 |
1.2835 |
1.2877 |
| PP |
1.2856 |
1.2856 |
1.2856 |
1.2846 |
| S1 |
1.2784 |
1.2784 |
1.2815 |
1.2764 |
| S2 |
1.2743 |
1.2743 |
1.2804 |
|
| S3 |
1.2630 |
1.2671 |
1.2794 |
|
| S4 |
1.2517 |
1.2558 |
1.2763 |
|
|
| 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 |
1.2949 |
1.2711 |
0.0238 |
1.9% |
0.0088 |
0.7% |
48% |
False |
False |
88,064 |
| 10 |
1.2949 |
1.2678 |
0.0271 |
2.1% |
0.0088 |
0.7% |
54% |
False |
False |
97,837 |
| 20 |
1.3200 |
1.2678 |
0.0522 |
4.1% |
0.0083 |
0.6% |
28% |
False |
False |
96,441 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.7% |
0.0096 |
0.7% |
20% |
False |
False |
110,837 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.7% |
0.0096 |
0.7% |
17% |
False |
False |
95,789 |
| 80 |
1.3747 |
1.2678 |
0.1069 |
8.3% |
0.0094 |
0.7% |
14% |
False |
False |
72,132 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0094 |
0.7% |
8% |
False |
False |
57,753 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0089 |
0.7% |
8% |
False |
False |
48,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3408 |
|
2.618 |
1.3224 |
|
1.618 |
1.3111 |
|
1.000 |
1.3041 |
|
0.618 |
1.2998 |
|
HIGH |
1.2928 |
|
0.618 |
1.2885 |
|
0.500 |
1.2872 |
|
0.382 |
1.2858 |
|
LOW |
1.2815 |
|
0.618 |
1.2745 |
|
1.000 |
1.2702 |
|
1.618 |
1.2632 |
|
2.618 |
1.2519 |
|
4.250 |
1.2335 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2872 |
1.2878 |
| PP |
1.2856 |
1.2860 |
| S1 |
1.2841 |
1.2843 |
|