CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2925 |
1.2858 |
-0.0067 |
-0.5% |
1.2854 |
| High |
1.2941 |
1.2989 |
0.0048 |
0.4% |
1.3050 |
| Low |
1.2817 |
1.2791 |
-0.0026 |
-0.2% |
1.2839 |
| Close |
1.2862 |
1.2903 |
0.0041 |
0.3% |
1.2964 |
| Range |
0.0124 |
0.0198 |
0.0074 |
59.7% |
0.0211 |
| ATR |
0.0096 |
0.0103 |
0.0007 |
7.6% |
0.0000 |
| Volume |
185,192 |
190,915 |
5,723 |
3.1% |
499,675 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3488 |
1.3394 |
1.3012 |
|
| R3 |
1.3290 |
1.3196 |
1.2957 |
|
| R2 |
1.3092 |
1.3092 |
1.2939 |
|
| R1 |
1.2998 |
1.2998 |
1.2921 |
1.3045 |
| PP |
1.2894 |
1.2894 |
1.2894 |
1.2918 |
| S1 |
1.2800 |
1.2800 |
1.2885 |
1.2847 |
| S2 |
1.2696 |
1.2696 |
1.2867 |
|
| S3 |
1.2498 |
1.2602 |
1.2849 |
|
| S4 |
1.2300 |
1.2404 |
1.2794 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3584 |
1.3485 |
1.3080 |
|
| R3 |
1.3373 |
1.3274 |
1.3022 |
|
| R2 |
1.3162 |
1.3162 |
1.3003 |
|
| R1 |
1.3063 |
1.3063 |
1.2983 |
1.3113 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2976 |
| S1 |
1.2852 |
1.2852 |
1.2945 |
1.2902 |
| S2 |
1.2740 |
1.2740 |
1.2925 |
|
| S3 |
1.2529 |
1.2641 |
1.2906 |
|
| S4 |
1.2318 |
1.2430 |
1.2848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3050 |
1.2791 |
0.0259 |
2.0% |
0.0131 |
1.0% |
43% |
False |
True |
149,156 |
| 10 |
1.3050 |
1.2791 |
0.0259 |
2.0% |
0.0106 |
0.8% |
43% |
False |
True |
113,643 |
| 20 |
1.3050 |
1.2678 |
0.0372 |
2.9% |
0.0098 |
0.8% |
60% |
False |
False |
107,550 |
| 40 |
1.3328 |
1.2678 |
0.0650 |
5.0% |
0.0096 |
0.7% |
35% |
False |
False |
107,314 |
| 60 |
1.3505 |
1.2678 |
0.0827 |
6.4% |
0.0099 |
0.8% |
27% |
False |
False |
110,286 |
| 80 |
1.3685 |
1.2678 |
0.1007 |
7.8% |
0.0096 |
0.7% |
22% |
False |
False |
84,114 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0096 |
0.7% |
13% |
False |
False |
67,351 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0095 |
0.7% |
13% |
False |
False |
56,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3831 |
|
2.618 |
1.3507 |
|
1.618 |
1.3309 |
|
1.000 |
1.3187 |
|
0.618 |
1.3111 |
|
HIGH |
1.2989 |
|
0.618 |
1.2913 |
|
0.500 |
1.2890 |
|
0.382 |
1.2867 |
|
LOW |
1.2791 |
|
0.618 |
1.2669 |
|
1.000 |
1.2593 |
|
1.618 |
1.2471 |
|
2.618 |
1.2273 |
|
4.250 |
1.1950 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2899 |
1.2914 |
| PP |
1.2894 |
1.2910 |
| S1 |
1.2890 |
1.2907 |
|