CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3126 |
1.3077 |
-0.0049 |
-0.4% |
1.3133 |
| High |
1.3136 |
1.3162 |
0.0026 |
0.2% |
1.3266 |
| Low |
1.3046 |
1.3056 |
0.0010 |
0.1% |
1.3046 |
| Close |
1.3086 |
1.3082 |
-0.0004 |
0.0% |
1.3086 |
| Range |
0.0090 |
0.0106 |
0.0016 |
17.8% |
0.0220 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
105,180 |
94,838 |
-10,342 |
-9.8% |
470,517 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3356 |
1.3140 |
|
| R3 |
1.3312 |
1.3250 |
1.3111 |
|
| R2 |
1.3206 |
1.3206 |
1.3101 |
|
| R1 |
1.3144 |
1.3144 |
1.3092 |
1.3175 |
| PP |
1.3100 |
1.3100 |
1.3100 |
1.3116 |
| S1 |
1.3038 |
1.3038 |
1.3072 |
1.3069 |
| S2 |
1.2994 |
1.2994 |
1.3063 |
|
| S3 |
1.2888 |
1.2932 |
1.3053 |
|
| S4 |
1.2782 |
1.2826 |
1.3024 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3793 |
1.3659 |
1.3207 |
|
| R3 |
1.3573 |
1.3439 |
1.3147 |
|
| R2 |
1.3353 |
1.3353 |
1.3126 |
|
| R1 |
1.3219 |
1.3219 |
1.3106 |
1.3176 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3111 |
| S1 |
1.2999 |
1.2999 |
1.3066 |
1.2956 |
| S2 |
1.2913 |
1.2913 |
1.3046 |
|
| S3 |
1.2693 |
1.2779 |
1.3026 |
|
| S4 |
1.2473 |
1.2559 |
1.2965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3266 |
1.3046 |
0.0220 |
1.7% |
0.0096 |
0.7% |
16% |
False |
False |
95,139 |
| 10 |
1.3350 |
1.3046 |
0.0304 |
2.3% |
0.0115 |
0.9% |
12% |
False |
False |
109,479 |
| 20 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0116 |
0.9% |
47% |
False |
False |
83,281 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0098 |
0.7% |
56% |
False |
False |
41,887 |
| 60 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0093 |
0.7% |
48% |
False |
False |
28,113 |
| 80 |
1.3539 |
1.2735 |
0.0804 |
6.1% |
0.0087 |
0.7% |
43% |
False |
False |
21,099 |
| 100 |
1.3756 |
1.2735 |
0.1021 |
7.8% |
0.0078 |
0.6% |
34% |
False |
False |
16,883 |
| 120 |
1.4491 |
1.2735 |
0.1756 |
13.4% |
0.0072 |
0.6% |
20% |
False |
False |
14,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3440 |
|
1.618 |
1.3334 |
|
1.000 |
1.3268 |
|
0.618 |
1.3228 |
|
HIGH |
1.3162 |
|
0.618 |
1.3122 |
|
0.500 |
1.3109 |
|
0.382 |
1.3096 |
|
LOW |
1.3056 |
|
0.618 |
1.2990 |
|
1.000 |
1.2950 |
|
1.618 |
1.2884 |
|
2.618 |
1.2778 |
|
4.250 |
1.2606 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3109 |
1.3136 |
| PP |
1.3100 |
1.3118 |
| S1 |
1.3091 |
1.3100 |
|