CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3070 |
1.3100 |
0.0030 |
0.2% |
1.2990 |
| High |
1.3137 |
1.3177 |
0.0040 |
0.3% |
1.3083 |
| Low |
1.3034 |
1.3079 |
0.0045 |
0.3% |
1.2844 |
| Close |
1.3110 |
1.3164 |
0.0054 |
0.4% |
1.2980 |
| Range |
0.0103 |
0.0098 |
-0.0005 |
-4.9% |
0.0239 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
70,875 |
166,899 |
96,024 |
135.5% |
26,259 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3434 |
1.3397 |
1.3218 |
|
| R3 |
1.3336 |
1.3299 |
1.3191 |
|
| R2 |
1.3238 |
1.3238 |
1.3182 |
|
| R1 |
1.3201 |
1.3201 |
1.3173 |
1.3220 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3149 |
| S1 |
1.3103 |
1.3103 |
1.3155 |
1.3122 |
| S2 |
1.3042 |
1.3042 |
1.3146 |
|
| S3 |
1.2944 |
1.3005 |
1.3137 |
|
| S4 |
1.2846 |
1.2907 |
1.3110 |
|
|
| 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 |
1.3177 |
1.2951 |
0.0226 |
1.7% |
0.0120 |
0.9% |
94% |
True |
False |
72,846 |
| 10 |
1.3177 |
1.2844 |
0.0333 |
2.5% |
0.0111 |
0.8% |
96% |
True |
False |
38,073 |
| 20 |
1.3177 |
1.2757 |
0.0420 |
3.2% |
0.0097 |
0.7% |
97% |
True |
False |
19,422 |
| 40 |
1.3290 |
1.2735 |
0.0555 |
4.2% |
0.0086 |
0.7% |
77% |
False |
False |
9,769 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0086 |
0.7% |
60% |
False |
False |
6,691 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0077 |
0.6% |
50% |
False |
False |
5,027 |
| 100 |
1.4126 |
1.2735 |
0.1391 |
10.6% |
0.0069 |
0.5% |
31% |
False |
False |
4,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3594 |
|
2.618 |
1.3434 |
|
1.618 |
1.3336 |
|
1.000 |
1.3275 |
|
0.618 |
1.3238 |
|
HIGH |
1.3177 |
|
0.618 |
1.3140 |
|
0.500 |
1.3128 |
|
0.382 |
1.3116 |
|
LOW |
1.3079 |
|
0.618 |
1.3018 |
|
1.000 |
1.2981 |
|
1.618 |
1.2920 |
|
2.618 |
1.2822 |
|
4.250 |
1.2663 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3152 |
1.3142 |
| PP |
1.3140 |
1.3120 |
| S1 |
1.3128 |
1.3098 |
|