CME British Pound Future September 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3105 |
1.3072 |
-0.0033 |
-0.3% |
1.2917 |
| High |
1.3154 |
1.3156 |
0.0002 |
0.0% |
1.3154 |
| Low |
1.3058 |
1.3070 |
0.0012 |
0.1% |
1.2900 |
| Close |
1.3067 |
1.3148 |
0.0081 |
0.6% |
1.3067 |
| Range |
0.0096 |
0.0086 |
-0.0010 |
-10.4% |
0.0254 |
| ATR |
0.0106 |
0.0104 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
40,883 |
1,106 |
-39,777 |
-97.3% |
740,918 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3383 |
1.3351 |
1.3195 |
|
| R3 |
1.3297 |
1.3265 |
1.3172 |
|
| R2 |
1.3211 |
1.3211 |
1.3164 |
|
| R1 |
1.3179 |
1.3179 |
1.3156 |
1.3195 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3133 |
| S1 |
1.3093 |
1.3093 |
1.3140 |
1.3109 |
| S2 |
1.3039 |
1.3039 |
1.3132 |
|
| S3 |
1.2953 |
1.3007 |
1.3124 |
|
| S4 |
1.2867 |
1.2921 |
1.3101 |
|
|
| 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 |
1.3156 |
1.2966 |
0.0190 |
1.4% |
0.0102 |
0.8% |
96% |
True |
False |
116,287 |
| 10 |
1.3156 |
1.2791 |
0.0365 |
2.8% |
0.0117 |
0.9% |
98% |
True |
False |
137,062 |
| 20 |
1.3156 |
1.2742 |
0.0414 |
3.1% |
0.0106 |
0.8% |
98% |
True |
False |
115,790 |
| 40 |
1.3240 |
1.2678 |
0.0562 |
4.3% |
0.0094 |
0.7% |
84% |
False |
False |
107,084 |
| 60 |
1.3403 |
1.2678 |
0.0725 |
5.5% |
0.0099 |
0.8% |
65% |
False |
False |
113,540 |
| 80 |
1.3533 |
1.2678 |
0.0855 |
6.5% |
0.0098 |
0.7% |
55% |
False |
False |
96,467 |
| 100 |
1.4082 |
1.2678 |
0.1404 |
10.7% |
0.0098 |
0.7% |
33% |
False |
False |
77,263 |
| 120 |
1.4463 |
1.2678 |
0.1785 |
13.6% |
0.0095 |
0.7% |
26% |
False |
False |
64,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3522 |
|
2.618 |
1.3381 |
|
1.618 |
1.3295 |
|
1.000 |
1.3242 |
|
0.618 |
1.3209 |
|
HIGH |
1.3156 |
|
0.618 |
1.3123 |
|
0.500 |
1.3113 |
|
0.382 |
1.3103 |
|
LOW |
1.3070 |
|
0.618 |
1.3017 |
|
1.000 |
1.2984 |
|
1.618 |
1.2931 |
|
2.618 |
1.2845 |
|
4.250 |
1.2705 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3136 |
1.3129 |
| PP |
1.3125 |
1.3111 |
| S1 |
1.3113 |
1.3092 |
|