CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3133 |
1.3165 |
0.0032 |
0.2% |
1.3124 |
| High |
1.3217 |
1.3243 |
0.0026 |
0.2% |
1.3350 |
| Low |
1.3112 |
1.3143 |
0.0031 |
0.2% |
1.3103 |
| Close |
1.3167 |
1.3235 |
0.0068 |
0.5% |
1.3127 |
| Range |
0.0105 |
0.0100 |
-0.0005 |
-4.8% |
0.0247 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
89,659 |
90,137 |
478 |
0.5% |
614,332 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3507 |
1.3471 |
1.3290 |
|
| R3 |
1.3407 |
1.3371 |
1.3263 |
|
| R2 |
1.3307 |
1.3307 |
1.3253 |
|
| R1 |
1.3271 |
1.3271 |
1.3244 |
1.3289 |
| PP |
1.3207 |
1.3207 |
1.3207 |
1.3216 |
| S1 |
1.3171 |
1.3171 |
1.3226 |
1.3189 |
| S2 |
1.3107 |
1.3107 |
1.3217 |
|
| S3 |
1.3007 |
1.3071 |
1.3208 |
|
| S4 |
1.2907 |
1.2971 |
1.3180 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3778 |
1.3263 |
|
| R3 |
1.3687 |
1.3531 |
1.3195 |
|
| R2 |
1.3440 |
1.3440 |
1.3172 |
|
| R1 |
1.3284 |
1.3284 |
1.3150 |
1.3362 |
| PP |
1.3193 |
1.3193 |
1.3193 |
1.3233 |
| S1 |
1.3037 |
1.3037 |
1.3104 |
1.3115 |
| S2 |
1.2946 |
1.2946 |
1.3082 |
|
| S3 |
1.2699 |
1.2790 |
1.3059 |
|
| S4 |
1.2452 |
1.2543 |
1.2991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3350 |
1.3103 |
0.0247 |
1.9% |
0.0142 |
1.1% |
53% |
False |
False |
125,080 |
| 10 |
1.3350 |
1.3034 |
0.0316 |
2.4% |
0.0116 |
0.9% |
64% |
False |
False |
113,829 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.8% |
0.0116 |
0.9% |
77% |
False |
False |
64,187 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.6% |
0.0095 |
0.7% |
81% |
False |
False |
32,268 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0091 |
0.7% |
70% |
False |
False |
21,697 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.4% |
0.0085 |
0.6% |
59% |
False |
False |
16,280 |
| 100 |
1.3756 |
1.2735 |
0.1021 |
7.7% |
0.0076 |
0.6% |
49% |
False |
False |
13,028 |
| 120 |
1.4491 |
1.2735 |
0.1756 |
13.3% |
0.0070 |
0.5% |
28% |
False |
False |
10,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3668 |
|
2.618 |
1.3505 |
|
1.618 |
1.3405 |
|
1.000 |
1.3343 |
|
0.618 |
1.3305 |
|
HIGH |
1.3243 |
|
0.618 |
1.3205 |
|
0.500 |
1.3193 |
|
0.382 |
1.3181 |
|
LOW |
1.3143 |
|
0.618 |
1.3081 |
|
1.000 |
1.3043 |
|
1.618 |
1.2981 |
|
2.618 |
1.2881 |
|
4.250 |
1.2718 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3221 |
1.3228 |
| PP |
1.3207 |
1.3222 |
| S1 |
1.3193 |
1.3215 |
|