CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3165 |
1.3230 |
0.0065 |
0.5% |
1.3124 |
| High |
1.3243 |
1.3266 |
0.0023 |
0.2% |
1.3350 |
| Low |
1.3143 |
1.3186 |
0.0043 |
0.3% |
1.3103 |
| Close |
1.3235 |
1.3231 |
-0.0004 |
0.0% |
1.3127 |
| Range |
0.0100 |
0.0080 |
-0.0020 |
-20.0% |
0.0247 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
90,137 |
92,239 |
2,102 |
2.3% |
614,332 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3468 |
1.3429 |
1.3275 |
|
| R3 |
1.3388 |
1.3349 |
1.3253 |
|
| R2 |
1.3308 |
1.3308 |
1.3246 |
|
| R1 |
1.3269 |
1.3269 |
1.3238 |
1.3289 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3237 |
| S1 |
1.3189 |
1.3189 |
1.3224 |
1.3209 |
| S2 |
1.3148 |
1.3148 |
1.3216 |
|
| S3 |
1.3068 |
1.3109 |
1.3209 |
|
| S4 |
1.2988 |
1.3029 |
1.3187 |
|
|
| 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% |
0.0135 |
1.0% |
52% |
False |
False |
118,293 |
| 10 |
1.3350 |
1.3079 |
0.0271 |
2.0% |
0.0114 |
0.9% |
56% |
False |
False |
115,965 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.8% |
0.0116 |
0.9% |
76% |
False |
False |
68,764 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.6% |
0.0096 |
0.7% |
81% |
False |
False |
34,574 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0092 |
0.7% |
69% |
False |
False |
23,234 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.4% |
0.0085 |
0.6% |
58% |
False |
False |
17,433 |
| 100 |
1.3756 |
1.2735 |
0.1021 |
7.7% |
0.0076 |
0.6% |
49% |
False |
False |
13,950 |
| 120 |
1.4491 |
1.2735 |
0.1756 |
13.3% |
0.0071 |
0.5% |
28% |
False |
False |
11,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3606 |
|
2.618 |
1.3475 |
|
1.618 |
1.3395 |
|
1.000 |
1.3346 |
|
0.618 |
1.3315 |
|
HIGH |
1.3266 |
|
0.618 |
1.3235 |
|
0.500 |
1.3226 |
|
0.382 |
1.3217 |
|
LOW |
1.3186 |
|
0.618 |
1.3137 |
|
1.000 |
1.3106 |
|
1.618 |
1.3057 |
|
2.618 |
1.2977 |
|
4.250 |
1.2846 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3229 |
1.3217 |
| PP |
1.3228 |
1.3203 |
| S1 |
1.3226 |
1.3189 |
|