CME British Pound Future December 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 |
1.2914 |
1.2970 |
0.0056 |
0.4% |
1.2910 |
| High |
1.3039 |
1.3018 |
-0.0021 |
-0.2% |
1.3100 |
| Low |
1.2844 |
1.2954 |
0.0110 |
0.9% |
1.2892 |
| Close |
1.2955 |
1.2990 |
0.0035 |
0.3% |
1.3016 |
| Range |
0.0195 |
0.0064 |
-0.0131 |
-67.2% |
0.0208 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
8,848 |
4,376 |
-4,472 |
-50.5% |
3,983 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3179 |
1.3149 |
1.3025 |
|
| R3 |
1.3115 |
1.3085 |
1.3008 |
|
| R2 |
1.3051 |
1.3051 |
1.3002 |
|
| R1 |
1.3021 |
1.3021 |
1.2996 |
1.3036 |
| PP |
1.2987 |
1.2987 |
1.2987 |
1.2995 |
| S1 |
1.2957 |
1.2957 |
1.2984 |
1.2972 |
| S2 |
1.2923 |
1.2923 |
1.2978 |
|
| S3 |
1.2859 |
1.2893 |
1.2972 |
|
| S4 |
1.2795 |
1.2829 |
1.2955 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3627 |
1.3529 |
1.3130 |
|
| R3 |
1.3419 |
1.3321 |
1.3073 |
|
| R2 |
1.3211 |
1.3211 |
1.3054 |
|
| R1 |
1.3113 |
1.3113 |
1.3035 |
1.3162 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3027 |
| S1 |
1.2905 |
1.2905 |
1.2997 |
1.2954 |
| S2 |
1.2795 |
1.2795 |
1.2978 |
|
| S3 |
1.2587 |
1.2697 |
1.2959 |
|
| S4 |
1.2379 |
1.2489 |
1.2902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3100 |
1.2844 |
0.0256 |
2.0% |
0.0101 |
0.8% |
57% |
False |
False |
3,301 |
| 10 |
1.3100 |
1.2844 |
0.0256 |
2.0% |
0.0099 |
0.8% |
57% |
False |
False |
2,180 |
| 20 |
1.3100 |
1.2735 |
0.0365 |
2.8% |
0.0088 |
0.7% |
70% |
False |
False |
1,249 |
| 40 |
1.3375 |
1.2735 |
0.0640 |
4.9% |
0.0084 |
0.6% |
40% |
False |
False |
908 |
| 60 |
1.3539 |
1.2735 |
0.0804 |
6.2% |
0.0082 |
0.6% |
32% |
False |
False |
627 |
| 80 |
1.3650 |
1.2735 |
0.0915 |
7.0% |
0.0071 |
0.5% |
28% |
False |
False |
475 |
| 100 |
1.4491 |
1.2735 |
0.1756 |
13.5% |
0.0066 |
0.5% |
15% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3290 |
|
2.618 |
1.3186 |
|
1.618 |
1.3122 |
|
1.000 |
1.3082 |
|
0.618 |
1.3058 |
|
HIGH |
1.3018 |
|
0.618 |
1.2994 |
|
0.500 |
1.2986 |
|
0.382 |
1.2978 |
|
LOW |
1.2954 |
|
0.618 |
1.2914 |
|
1.000 |
1.2890 |
|
1.618 |
1.2850 |
|
2.618 |
1.2786 |
|
4.250 |
1.2682 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2989 |
1.2974 |
| PP |
1.2987 |
1.2958 |
| S1 |
1.2986 |
1.2942 |
|