CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2858 |
1.2915 |
0.0057 |
0.4% |
1.2854 |
| High |
1.2989 |
1.2967 |
-0.0022 |
-0.2% |
1.3050 |
| Low |
1.2791 |
1.2901 |
0.0110 |
0.9% |
1.2839 |
| Close |
1.2903 |
1.2938 |
0.0035 |
0.3% |
1.2964 |
| Range |
0.0198 |
0.0066 |
-0.0132 |
-66.7% |
0.0211 |
| ATR |
0.0103 |
0.0101 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
190,915 |
101,708 |
-89,207 |
-46.7% |
499,675 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3133 |
1.3102 |
1.2974 |
|
| R3 |
1.3067 |
1.3036 |
1.2956 |
|
| R2 |
1.3001 |
1.3001 |
1.2950 |
|
| R1 |
1.2970 |
1.2970 |
1.2944 |
1.2986 |
| PP |
1.2935 |
1.2935 |
1.2935 |
1.2943 |
| S1 |
1.2904 |
1.2904 |
1.2932 |
1.2920 |
| S2 |
1.2869 |
1.2869 |
1.2926 |
|
| S3 |
1.2803 |
1.2838 |
1.2920 |
|
| S4 |
1.2737 |
1.2772 |
1.2902 |
|
|
| 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% |
0.0106 |
0.8% |
57% |
False |
False |
137,387 |
| 10 |
1.3050 |
1.2791 |
0.0259 |
2.0% |
0.0106 |
0.8% |
57% |
False |
False |
115,927 |
| 20 |
1.3050 |
1.2678 |
0.0372 |
2.9% |
0.0096 |
0.7% |
70% |
False |
False |
107,280 |
| 40 |
1.3328 |
1.2678 |
0.0650 |
5.0% |
0.0095 |
0.7% |
40% |
False |
False |
107,340 |
| 60 |
1.3505 |
1.2678 |
0.0827 |
6.4% |
0.0099 |
0.8% |
31% |
False |
False |
111,169 |
| 80 |
1.3647 |
1.2678 |
0.0969 |
7.5% |
0.0096 |
0.7% |
27% |
False |
False |
85,382 |
| 100 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0097 |
0.7% |
15% |
False |
False |
68,367 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.8% |
0.0095 |
0.7% |
15% |
False |
False |
56,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3248 |
|
2.618 |
1.3140 |
|
1.618 |
1.3074 |
|
1.000 |
1.3033 |
|
0.618 |
1.3008 |
|
HIGH |
1.2967 |
|
0.618 |
1.2942 |
|
0.500 |
1.2934 |
|
0.382 |
1.2926 |
|
LOW |
1.2901 |
|
0.618 |
1.2860 |
|
1.000 |
1.2835 |
|
1.618 |
1.2794 |
|
2.618 |
1.2728 |
|
4.250 |
1.2621 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2937 |
1.2922 |
| PP |
1.2935 |
1.2906 |
| S1 |
1.2934 |
1.2890 |
|