CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3230 |
1.3214 |
-0.0016 |
-0.1% |
1.3124 |
| High |
1.3266 |
1.3225 |
-0.0041 |
-0.3% |
1.3350 |
| Low |
1.3186 |
1.3121 |
-0.0065 |
-0.5% |
1.3103 |
| Close |
1.3231 |
1.3134 |
-0.0097 |
-0.7% |
1.3127 |
| Range |
0.0080 |
0.0104 |
0.0024 |
30.0% |
0.0247 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.1% |
0.0000 |
| Volume |
92,239 |
93,302 |
1,063 |
1.2% |
614,332 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3472 |
1.3407 |
1.3191 |
|
| R3 |
1.3368 |
1.3303 |
1.3163 |
|
| R2 |
1.3264 |
1.3264 |
1.3153 |
|
| R1 |
1.3199 |
1.3199 |
1.3144 |
1.3180 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3150 |
| S1 |
1.3095 |
1.3095 |
1.3124 |
1.3076 |
| S2 |
1.3056 |
1.3056 |
1.3115 |
|
| S3 |
1.2952 |
1.2991 |
1.3105 |
|
| S4 |
1.2848 |
1.2887 |
1.3077 |
|
|
| 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 |
1.3327 |
1.3103 |
0.0224 |
1.7% |
0.0123 |
0.9% |
14% |
False |
False |
108,097 |
| 10 |
1.3350 |
1.3103 |
0.0247 |
1.9% |
0.0115 |
0.9% |
13% |
False |
False |
108,605 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0113 |
0.9% |
57% |
False |
False |
73,339 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0098 |
0.7% |
65% |
False |
False |
36,905 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0093 |
0.7% |
56% |
False |
False |
24,784 |
| 80 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0086 |
0.7% |
47% |
False |
False |
18,599 |
| 100 |
1.3756 |
1.2735 |
0.1021 |
7.8% |
0.0077 |
0.6% |
39% |
False |
False |
14,883 |
| 120 |
1.4491 |
1.2735 |
0.1756 |
13.4% |
0.0071 |
0.5% |
23% |
False |
False |
12,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3667 |
|
2.618 |
1.3497 |
|
1.618 |
1.3393 |
|
1.000 |
1.3329 |
|
0.618 |
1.3289 |
|
HIGH |
1.3225 |
|
0.618 |
1.3185 |
|
0.500 |
1.3173 |
|
0.382 |
1.3161 |
|
LOW |
1.3121 |
|
0.618 |
1.3057 |
|
1.000 |
1.3017 |
|
1.618 |
1.2953 |
|
2.618 |
1.2849 |
|
4.250 |
1.2679 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3173 |
1.3194 |
| PP |
1.3160 |
1.3174 |
| S1 |
1.3147 |
1.3154 |
|