CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3085 |
1.3070 |
-0.0015 |
-0.1% |
1.2990 |
| High |
1.3143 |
1.3137 |
-0.0006 |
0.0% |
1.3083 |
| Low |
1.3018 |
1.3034 |
0.0016 |
0.1% |
1.2844 |
| Close |
1.3062 |
1.3110 |
0.0048 |
0.4% |
1.2980 |
| Range |
0.0125 |
0.0103 |
-0.0022 |
-17.6% |
0.0239 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.2% |
0.0000 |
| Volume |
56,226 |
70,875 |
14,649 |
26.1% |
26,259 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3403 |
1.3359 |
1.3167 |
|
| R3 |
1.3300 |
1.3256 |
1.3138 |
|
| R2 |
1.3197 |
1.3197 |
1.3129 |
|
| R1 |
1.3153 |
1.3153 |
1.3119 |
1.3175 |
| PP |
1.3094 |
1.3094 |
1.3094 |
1.3105 |
| S1 |
1.3050 |
1.3050 |
1.3101 |
1.3072 |
| S2 |
1.2991 |
1.2991 |
1.3091 |
|
| S3 |
1.2888 |
1.2947 |
1.3082 |
|
| S4 |
1.2785 |
1.2844 |
1.3053 |
|
|
| 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 |
1.3143 |
1.2951 |
0.0192 |
1.5% |
0.0113 |
0.9% |
83% |
False |
False |
40,341 |
| 10 |
1.3143 |
1.2844 |
0.0299 |
2.3% |
0.0119 |
0.9% |
89% |
False |
False |
21,563 |
| 20 |
1.3143 |
1.2735 |
0.0408 |
3.1% |
0.0095 |
0.7% |
92% |
False |
False |
11,080 |
| 40 |
1.3290 |
1.2735 |
0.0555 |
4.2% |
0.0086 |
0.7% |
68% |
False |
False |
5,600 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0086 |
0.7% |
52% |
False |
False |
3,910 |
| 80 |
1.3587 |
1.2735 |
0.0852 |
6.5% |
0.0076 |
0.6% |
44% |
False |
False |
2,941 |
| 100 |
1.4126 |
1.2735 |
0.1391 |
10.6% |
0.0068 |
0.5% |
27% |
False |
False |
2,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3575 |
|
2.618 |
1.3407 |
|
1.618 |
1.3304 |
|
1.000 |
1.3240 |
|
0.618 |
1.3201 |
|
HIGH |
1.3137 |
|
0.618 |
1.3098 |
|
0.500 |
1.3086 |
|
0.382 |
1.3073 |
|
LOW |
1.3034 |
|
0.618 |
1.2970 |
|
1.000 |
1.2931 |
|
1.618 |
1.2867 |
|
2.618 |
1.2764 |
|
4.250 |
1.2596 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3102 |
1.3089 |
| PP |
1.3094 |
1.3068 |
| S1 |
1.3086 |
1.3047 |
|