CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3051 |
1.3105 |
0.0054 |
0.4% |
1.2917 |
| High |
1.3126 |
1.3154 |
0.0028 |
0.2% |
1.3154 |
| Low |
1.3028 |
1.3058 |
0.0030 |
0.2% |
1.2900 |
| Close |
1.3113 |
1.3067 |
-0.0046 |
-0.4% |
1.3067 |
| Range |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0254 |
| ATR |
0.0106 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
225,450 |
40,883 |
-184,567 |
-81.9% |
740,918 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3381 |
1.3320 |
1.3120 |
|
| R3 |
1.3285 |
1.3224 |
1.3093 |
|
| R2 |
1.3189 |
1.3189 |
1.3085 |
|
| R1 |
1.3128 |
1.3128 |
1.3076 |
1.3111 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3084 |
| S1 |
1.3032 |
1.3032 |
1.3058 |
1.3015 |
| S2 |
1.2997 |
1.2997 |
1.3049 |
|
| S3 |
1.2901 |
1.2936 |
1.3041 |
|
| S4 |
1.2805 |
1.2840 |
1.3014 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3802 |
1.3689 |
1.3207 |
|
| R3 |
1.3548 |
1.3435 |
1.3137 |
|
| R2 |
1.3294 |
1.3294 |
1.3114 |
|
| R1 |
1.3181 |
1.3181 |
1.3090 |
1.3238 |
| PP |
1.3040 |
1.3040 |
1.3040 |
1.3069 |
| S1 |
1.2927 |
1.2927 |
1.3044 |
1.2984 |
| S2 |
1.2786 |
1.2786 |
1.3020 |
|
| S3 |
1.2532 |
1.2673 |
1.2997 |
|
| S4 |
1.2278 |
1.2419 |
1.2927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3154 |
1.2900 |
0.0254 |
1.9% |
0.0116 |
0.9% |
66% |
True |
False |
148,183 |
| 10 |
1.3154 |
1.2791 |
0.0363 |
2.8% |
0.0117 |
0.9% |
76% |
True |
False |
148,150 |
| 20 |
1.3154 |
1.2711 |
0.0443 |
3.4% |
0.0104 |
0.8% |
80% |
True |
False |
119,688 |
| 40 |
1.3240 |
1.2678 |
0.0562 |
4.3% |
0.0095 |
0.7% |
69% |
False |
False |
110,580 |
| 60 |
1.3403 |
1.2678 |
0.0725 |
5.5% |
0.0100 |
0.8% |
54% |
False |
False |
116,128 |
| 80 |
1.3533 |
1.2678 |
0.0855 |
6.5% |
0.0098 |
0.8% |
45% |
False |
False |
96,493 |
| 100 |
1.4088 |
1.2678 |
0.1410 |
10.8% |
0.0097 |
0.7% |
28% |
False |
False |
77,252 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.7% |
0.0096 |
0.7% |
22% |
False |
False |
64,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3562 |
|
2.618 |
1.3405 |
|
1.618 |
1.3309 |
|
1.000 |
1.3250 |
|
0.618 |
1.3213 |
|
HIGH |
1.3154 |
|
0.618 |
1.3117 |
|
0.500 |
1.3106 |
|
0.382 |
1.3095 |
|
LOW |
1.3058 |
|
0.618 |
1.2999 |
|
1.000 |
1.2962 |
|
1.618 |
1.2903 |
|
2.618 |
1.2807 |
|
4.250 |
1.2650 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3068 |
| PP |
1.3093 |
1.3068 |
| S1 |
1.3080 |
1.3067 |
|