CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3082 |
1.3023 |
-0.0059 |
-0.5% |
1.3133 |
| High |
1.3093 |
1.3067 |
-0.0026 |
-0.2% |
1.3266 |
| Low |
1.2984 |
1.2967 |
-0.0017 |
-0.1% |
1.3046 |
| Close |
1.3022 |
1.3019 |
-0.0003 |
0.0% |
1.3086 |
| Range |
0.0109 |
0.0100 |
-0.0009 |
-8.3% |
0.0220 |
| ATR |
0.0107 |
0.0107 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
87,909 |
82,151 |
-5,758 |
-6.5% |
470,517 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3318 |
1.3268 |
1.3074 |
|
| R3 |
1.3218 |
1.3168 |
1.3047 |
|
| R2 |
1.3118 |
1.3118 |
1.3037 |
|
| R1 |
1.3068 |
1.3068 |
1.3028 |
1.3043 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3005 |
| S1 |
1.2968 |
1.2968 |
1.3010 |
1.2943 |
| S2 |
1.2918 |
1.2918 |
1.3001 |
|
| S3 |
1.2818 |
1.2868 |
1.2992 |
|
| S4 |
1.2718 |
1.2768 |
1.2964 |
|
|
| 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 |
1.3225 |
1.2967 |
0.0258 |
2.0% |
0.0102 |
0.8% |
20% |
False |
True |
92,676 |
| 10 |
1.3350 |
1.2967 |
0.0383 |
2.9% |
0.0118 |
0.9% |
14% |
False |
True |
105,484 |
| 20 |
1.3350 |
1.2951 |
0.0399 |
3.1% |
0.0111 |
0.9% |
17% |
False |
False |
91,237 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0100 |
0.8% |
46% |
False |
False |
46,135 |
| 60 |
1.3375 |
1.2735 |
0.0640 |
4.9% |
0.0093 |
0.7% |
44% |
False |
False |
30,945 |
| 80 |
1.3539 |
1.2735 |
0.0804 |
6.2% |
0.0089 |
0.7% |
35% |
False |
False |
23,225 |
| 100 |
1.3708 |
1.2735 |
0.0973 |
7.5% |
0.0078 |
0.6% |
29% |
False |
False |
18,583 |
| 120 |
1.4491 |
1.2735 |
0.1756 |
13.5% |
0.0074 |
0.6% |
16% |
False |
False |
15,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3492 |
|
2.618 |
1.3329 |
|
1.618 |
1.3229 |
|
1.000 |
1.3167 |
|
0.618 |
1.3129 |
|
HIGH |
1.3067 |
|
0.618 |
1.3029 |
|
0.500 |
1.3017 |
|
0.382 |
1.3005 |
|
LOW |
1.2967 |
|
0.618 |
1.2905 |
|
1.000 |
1.2867 |
|
1.618 |
1.2805 |
|
2.618 |
1.2705 |
|
4.250 |
1.2542 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3018 |
1.3065 |
| PP |
1.3018 |
1.3049 |
| S1 |
1.3017 |
1.3034 |
|