CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2923 |
1.2822 |
-0.0101 |
-0.8% |
1.2757 |
| High |
1.2928 |
1.2892 |
-0.0036 |
-0.3% |
1.2949 |
| Low |
1.2815 |
1.2809 |
-0.0006 |
0.0% |
1.2742 |
| Close |
1.2825 |
1.2857 |
0.0032 |
0.2% |
1.2857 |
| Range |
0.0113 |
0.0083 |
-0.0030 |
-26.5% |
0.0207 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
97,518 |
84,262 |
-13,256 |
-13.6% |
445,515 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3102 |
1.3062 |
1.2903 |
|
| R3 |
1.3019 |
1.2979 |
1.2880 |
|
| R2 |
1.2936 |
1.2936 |
1.2872 |
|
| R1 |
1.2896 |
1.2896 |
1.2865 |
1.2916 |
| PP |
1.2853 |
1.2853 |
1.2853 |
1.2863 |
| S1 |
1.2813 |
1.2813 |
1.2849 |
1.2833 |
| S2 |
1.2770 |
1.2770 |
1.2842 |
|
| S3 |
1.2687 |
1.2730 |
1.2834 |
|
| S4 |
1.2604 |
1.2647 |
1.2811 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3371 |
1.2971 |
|
| R3 |
1.3263 |
1.3164 |
1.2914 |
|
| R2 |
1.3056 |
1.3056 |
1.2895 |
|
| R1 |
1.2957 |
1.2957 |
1.2876 |
1.3007 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2874 |
| S1 |
1.2750 |
1.2750 |
1.2838 |
1.2800 |
| S2 |
1.2642 |
1.2642 |
1.2819 |
|
| S3 |
1.2435 |
1.2543 |
1.2800 |
|
| S4 |
1.2228 |
1.2336 |
1.2743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2949 |
1.2742 |
0.0207 |
1.6% |
0.0094 |
0.7% |
56% |
False |
False |
89,103 |
| 10 |
1.2949 |
1.2678 |
0.0271 |
2.1% |
0.0085 |
0.7% |
66% |
False |
False |
91,960 |
| 20 |
1.3200 |
1.2678 |
0.0522 |
4.1% |
0.0085 |
0.7% |
34% |
False |
False |
96,745 |
| 40 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0096 |
0.7% |
25% |
False |
False |
109,615 |
| 60 |
1.3533 |
1.2678 |
0.0855 |
6.7% |
0.0096 |
0.7% |
21% |
False |
False |
97,136 |
| 80 |
1.3710 |
1.2678 |
0.1032 |
8.0% |
0.0094 |
0.7% |
17% |
False |
False |
73,184 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0094 |
0.7% |
10% |
False |
False |
58,595 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.9% |
0.0089 |
0.7% |
10% |
False |
False |
48,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3245 |
|
2.618 |
1.3109 |
|
1.618 |
1.3026 |
|
1.000 |
1.2975 |
|
0.618 |
1.2943 |
|
HIGH |
1.2892 |
|
0.618 |
1.2860 |
|
0.500 |
1.2851 |
|
0.382 |
1.2841 |
|
LOW |
1.2809 |
|
0.618 |
1.2758 |
|
1.000 |
1.2726 |
|
1.618 |
1.2675 |
|
2.618 |
1.2592 |
|
4.250 |
1.2456 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2855 |
1.2879 |
| PP |
1.2853 |
1.2872 |
| S1 |
1.2851 |
1.2864 |
|