CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2970 |
1.2976 |
0.0006 |
0.0% |
1.2990 |
| High |
1.3018 |
1.3083 |
0.0065 |
0.5% |
1.3083 |
| Low |
1.2954 |
1.2965 |
0.0011 |
0.1% |
1.2844 |
| Close |
1.2990 |
1.2980 |
-0.0010 |
-0.1% |
1.2980 |
| Range |
0.0064 |
0.0118 |
0.0054 |
84.4% |
0.0239 |
| ATR |
0.0093 |
0.0094 |
0.0002 |
2.0% |
0.0000 |
| Volume |
4,376 |
10,935 |
6,559 |
149.9% |
26,259 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3363 |
1.3290 |
1.3045 |
|
| R3 |
1.3245 |
1.3172 |
1.3012 |
|
| R2 |
1.3127 |
1.3127 |
1.3002 |
|
| R1 |
1.3054 |
1.3054 |
1.2991 |
1.3091 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.3028 |
| S1 |
1.2936 |
1.2936 |
1.2969 |
1.2973 |
| S2 |
1.2891 |
1.2891 |
1.2958 |
|
| S3 |
1.2773 |
1.2818 |
1.2948 |
|
| S4 |
1.2655 |
1.2700 |
1.2915 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3686 |
1.3572 |
1.3111 |
|
| R3 |
1.3447 |
1.3333 |
1.3046 |
|
| R2 |
1.3208 |
1.3208 |
1.3024 |
|
| R1 |
1.3094 |
1.3094 |
1.3002 |
1.3032 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2938 |
| S1 |
1.2855 |
1.2855 |
1.2958 |
1.2793 |
| S2 |
1.2730 |
1.2730 |
1.2936 |
|
| S3 |
1.2491 |
1.2616 |
1.2914 |
|
| S4 |
1.2252 |
1.2377 |
1.2849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3084 |
1.2844 |
0.0240 |
1.8% |
0.0115 |
0.9% |
57% |
False |
False |
5,404 |
| 10 |
1.3100 |
1.2844 |
0.0256 |
2.0% |
0.0101 |
0.8% |
53% |
False |
False |
3,135 |
| 20 |
1.3100 |
1.2735 |
0.0365 |
2.8% |
0.0090 |
0.7% |
67% |
False |
False |
1,782 |
| 40 |
1.3375 |
1.2735 |
0.0640 |
4.9% |
0.0086 |
0.7% |
38% |
False |
False |
1,176 |
| 60 |
1.3539 |
1.2735 |
0.0804 |
6.2% |
0.0083 |
0.6% |
30% |
False |
False |
809 |
| 80 |
1.3650 |
1.2735 |
0.0915 |
7.0% |
0.0072 |
0.6% |
27% |
False |
False |
611 |
| 100 |
1.4463 |
1.2735 |
0.1728 |
13.3% |
0.0067 |
0.5% |
14% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3585 |
|
2.618 |
1.3392 |
|
1.618 |
1.3274 |
|
1.000 |
1.3201 |
|
0.618 |
1.3156 |
|
HIGH |
1.3083 |
|
0.618 |
1.3038 |
|
0.500 |
1.3024 |
|
0.382 |
1.3010 |
|
LOW |
1.2965 |
|
0.618 |
1.2892 |
|
1.000 |
1.2847 |
|
1.618 |
1.2774 |
|
2.618 |
1.2656 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3024 |
1.2975 |
| PP |
1.3009 |
1.2969 |
| S1 |
1.2995 |
1.2964 |
|