CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.3063 |
0.0073 |
0.6% |
1.3077 |
| High |
1.3083 |
1.3165 |
0.0082 |
0.6% |
1.3165 |
| Low |
1.2963 |
1.3045 |
0.0082 |
0.6% |
1.2963 |
| Close |
1.3066 |
1.3152 |
0.0086 |
0.7% |
1.3152 |
| Range |
0.0120 |
0.0120 |
0.0000 |
0.0% |
0.0202 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.8% |
0.0000 |
| Volume |
100,525 |
129,738 |
29,213 |
29.1% |
495,161 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3436 |
1.3218 |
|
| R3 |
1.3361 |
1.3316 |
1.3185 |
|
| R2 |
1.3241 |
1.3241 |
1.3174 |
|
| R1 |
1.3196 |
1.3196 |
1.3163 |
1.3219 |
| PP |
1.3121 |
1.3121 |
1.3121 |
1.3132 |
| S1 |
1.3076 |
1.3076 |
1.3141 |
1.3099 |
| S2 |
1.3001 |
1.3001 |
1.3130 |
|
| S3 |
1.2881 |
1.2956 |
1.3119 |
|
| S4 |
1.2761 |
1.2836 |
1.3086 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3699 |
1.3628 |
1.3263 |
|
| R3 |
1.3497 |
1.3426 |
1.3208 |
|
| R2 |
1.3295 |
1.3295 |
1.3189 |
|
| R1 |
1.3224 |
1.3224 |
1.3171 |
1.3260 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3111 |
| S1 |
1.3022 |
1.3022 |
1.3133 |
1.3058 |
| S2 |
1.2891 |
1.2891 |
1.3115 |
|
| S3 |
1.2689 |
1.2820 |
1.3096 |
|
| S4 |
1.2487 |
1.2618 |
1.3041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3165 |
1.2963 |
0.0202 |
1.5% |
0.0111 |
0.8% |
94% |
True |
False |
99,032 |
| 10 |
1.3266 |
1.2963 |
0.0303 |
2.3% |
0.0103 |
0.8% |
62% |
False |
False |
96,567 |
| 20 |
1.3350 |
1.2951 |
0.0399 |
3.0% |
0.0114 |
0.9% |
50% |
False |
False |
101,984 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0102 |
0.8% |
68% |
False |
False |
51,883 |
| 60 |
1.3375 |
1.2735 |
0.0640 |
4.9% |
0.0095 |
0.7% |
65% |
False |
False |
34,779 |
| 80 |
1.3539 |
1.2735 |
0.0804 |
6.1% |
0.0091 |
0.7% |
52% |
False |
False |
26,103 |
| 100 |
1.3650 |
1.2735 |
0.0915 |
7.0% |
0.0080 |
0.6% |
46% |
False |
False |
20,886 |
| 120 |
1.4463 |
1.2735 |
0.1728 |
13.1% |
0.0075 |
0.6% |
24% |
False |
False |
17,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3675 |
|
2.618 |
1.3479 |
|
1.618 |
1.3359 |
|
1.000 |
1.3285 |
|
0.618 |
1.3239 |
|
HIGH |
1.3165 |
|
0.618 |
1.3119 |
|
0.500 |
1.3105 |
|
0.382 |
1.3091 |
|
LOW |
1.3045 |
|
0.618 |
1.2971 |
|
1.000 |
1.2925 |
|
1.618 |
1.2851 |
|
2.618 |
1.2731 |
|
4.250 |
1.2535 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3136 |
1.3123 |
| PP |
1.3121 |
1.3093 |
| S1 |
1.3105 |
1.3064 |
|