CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2934 |
1.2917 |
-0.0017 |
-0.1% |
1.2925 |
| High |
1.3032 |
1.3055 |
0.0023 |
0.2% |
1.3032 |
| Low |
1.2911 |
1.2900 |
-0.0011 |
-0.1% |
1.2791 |
| Close |
1.2928 |
1.3032 |
0.0104 |
0.8% |
1.2928 |
| Range |
0.0121 |
0.0155 |
0.0034 |
28.1% |
0.0241 |
| ATR |
0.0102 |
0.0106 |
0.0004 |
3.7% |
0.0000 |
| Volume |
150,787 |
160,587 |
9,800 |
6.5% |
628,602 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3461 |
1.3401 |
1.3117 |
|
| R3 |
1.3306 |
1.3246 |
1.3075 |
|
| R2 |
1.3151 |
1.3151 |
1.3060 |
|
| R1 |
1.3091 |
1.3091 |
1.3046 |
1.3121 |
| PP |
1.2996 |
1.2996 |
1.2996 |
1.3011 |
| S1 |
1.2936 |
1.2936 |
1.3018 |
1.2966 |
| S2 |
1.2841 |
1.2841 |
1.3004 |
|
| S3 |
1.2686 |
1.2781 |
1.2989 |
|
| S4 |
1.2531 |
1.2626 |
1.2947 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3640 |
1.3525 |
1.3061 |
|
| R3 |
1.3399 |
1.3284 |
1.2994 |
|
| R2 |
1.3158 |
1.3158 |
1.2972 |
|
| R1 |
1.3043 |
1.3043 |
1.2950 |
1.3101 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2946 |
| S1 |
1.2802 |
1.2802 |
1.2906 |
1.2860 |
| S2 |
1.2676 |
1.2676 |
1.2884 |
|
| S3 |
1.2435 |
1.2561 |
1.2862 |
|
| S4 |
1.2194 |
1.2320 |
1.2795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3055 |
1.2791 |
0.0264 |
2.0% |
0.0133 |
1.0% |
91% |
True |
False |
157,837 |
| 10 |
1.3055 |
1.2791 |
0.0264 |
2.0% |
0.0114 |
0.9% |
91% |
True |
False |
128,886 |
| 20 |
1.3055 |
1.2678 |
0.0377 |
2.9% |
0.0099 |
0.8% |
94% |
True |
False |
110,423 |
| 40 |
1.3328 |
1.2678 |
0.0650 |
5.0% |
0.0097 |
0.7% |
54% |
False |
False |
109,625 |
| 60 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0099 |
0.8% |
49% |
False |
False |
113,108 |
| 80 |
1.3645 |
1.2678 |
0.0967 |
7.4% |
0.0097 |
0.7% |
37% |
False |
False |
89,263 |
| 100 |
1.4334 |
1.2678 |
0.1656 |
12.7% |
0.0097 |
0.7% |
21% |
False |
False |
71,478 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.7% |
0.0095 |
0.7% |
20% |
False |
False |
59,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3714 |
|
2.618 |
1.3461 |
|
1.618 |
1.3306 |
|
1.000 |
1.3210 |
|
0.618 |
1.3151 |
|
HIGH |
1.3055 |
|
0.618 |
1.2996 |
|
0.500 |
1.2978 |
|
0.382 |
1.2959 |
|
LOW |
1.2900 |
|
0.618 |
1.2804 |
|
1.000 |
1.2745 |
|
1.618 |
1.2649 |
|
2.618 |
1.2494 |
|
4.250 |
1.2241 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3014 |
1.3014 |
| PP |
1.2996 |
1.2996 |
| S1 |
1.2978 |
1.2978 |
|