CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2917 |
1.3034 |
0.0117 |
0.9% |
1.2925 |
| High |
1.3055 |
1.3091 |
0.0036 |
0.3% |
1.3032 |
| Low |
1.2900 |
1.2966 |
0.0066 |
0.5% |
1.2791 |
| Close |
1.3032 |
1.3010 |
-0.0022 |
-0.2% |
1.2928 |
| Range |
0.0155 |
0.0125 |
-0.0030 |
-19.4% |
0.0241 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.3% |
0.0000 |
| Volume |
160,587 |
162,196 |
1,609 |
1.0% |
628,602 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3397 |
1.3329 |
1.3079 |
|
| R3 |
1.3272 |
1.3204 |
1.3044 |
|
| R2 |
1.3147 |
1.3147 |
1.3033 |
|
| R1 |
1.3079 |
1.3079 |
1.3021 |
1.3051 |
| PP |
1.3022 |
1.3022 |
1.3022 |
1.3008 |
| S1 |
1.2954 |
1.2954 |
1.2999 |
1.2926 |
| S2 |
1.2897 |
1.2897 |
1.2987 |
|
| S3 |
1.2772 |
1.2829 |
1.2976 |
|
| S4 |
1.2647 |
1.2704 |
1.2941 |
|
|
| 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 |
1.3091 |
1.2791 |
0.0300 |
2.3% |
0.0133 |
1.0% |
73% |
True |
False |
153,238 |
| 10 |
1.3091 |
1.2791 |
0.0300 |
2.3% |
0.0119 |
0.9% |
73% |
True |
False |
139,992 |
| 20 |
1.3091 |
1.2678 |
0.0413 |
3.2% |
0.0103 |
0.8% |
80% |
True |
False |
114,078 |
| 40 |
1.3304 |
1.2678 |
0.0626 |
4.8% |
0.0098 |
0.8% |
53% |
False |
False |
111,536 |
| 60 |
1.3403 |
1.2678 |
0.0725 |
5.6% |
0.0099 |
0.8% |
46% |
False |
False |
113,971 |
| 80 |
1.3597 |
1.2678 |
0.0919 |
7.1% |
0.0098 |
0.7% |
36% |
False |
False |
91,282 |
| 100 |
1.4175 |
1.2678 |
0.1497 |
11.5% |
0.0097 |
0.7% |
22% |
False |
False |
73,076 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.7% |
0.0095 |
0.7% |
19% |
False |
False |
60,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3622 |
|
2.618 |
1.3418 |
|
1.618 |
1.3293 |
|
1.000 |
1.3216 |
|
0.618 |
1.3168 |
|
HIGH |
1.3091 |
|
0.618 |
1.3043 |
|
0.500 |
1.3029 |
|
0.382 |
1.3014 |
|
LOW |
1.2966 |
|
0.618 |
1.2889 |
|
1.000 |
1.2841 |
|
1.618 |
1.2764 |
|
2.618 |
1.2639 |
|
4.250 |
1.2435 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3029 |
1.3005 |
| PP |
1.3022 |
1.3000 |
| S1 |
1.3016 |
1.2996 |
|