CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3168 |
1.3135 |
-0.0033 |
-0.3% |
1.3077 |
| High |
1.3174 |
1.3192 |
0.0018 |
0.1% |
1.3165 |
| Low |
1.3069 |
1.3073 |
0.0004 |
0.0% |
1.2963 |
| Close |
1.3133 |
1.3186 |
0.0053 |
0.4% |
1.3152 |
| Range |
0.0105 |
0.0119 |
0.0014 |
13.3% |
0.0202 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.7% |
0.0000 |
| Volume |
75,051 |
117,805 |
42,754 |
57.0% |
495,161 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3507 |
1.3466 |
1.3251 |
|
| R3 |
1.3388 |
1.3347 |
1.3219 |
|
| R2 |
1.3269 |
1.3269 |
1.3208 |
|
| R1 |
1.3228 |
1.3228 |
1.3197 |
1.3249 |
| PP |
1.3150 |
1.3150 |
1.3150 |
1.3161 |
| S1 |
1.3109 |
1.3109 |
1.3175 |
1.3130 |
| S2 |
1.3031 |
1.3031 |
1.3164 |
|
| S3 |
1.2912 |
1.2990 |
1.3153 |
|
| S4 |
1.2793 |
1.2871 |
1.3121 |
|
|
| 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 |
1.3192 |
1.2963 |
0.0229 |
1.7% |
0.0113 |
0.9% |
97% |
True |
False |
101,054 |
| 10 |
1.3266 |
1.2963 |
0.0303 |
2.3% |
0.0105 |
0.8% |
74% |
False |
False |
97,873 |
| 20 |
1.3350 |
1.2963 |
0.0387 |
2.9% |
0.0111 |
0.8% |
58% |
False |
False |
105,851 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0103 |
0.8% |
73% |
False |
False |
56,697 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0096 |
0.7% |
73% |
False |
False |
37,989 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0091 |
0.7% |
63% |
False |
False |
28,510 |
| 100 |
1.3627 |
1.2735 |
0.0892 |
6.8% |
0.0082 |
0.6% |
51% |
False |
False |
22,814 |
| 120 |
1.4212 |
1.2735 |
0.1477 |
11.2% |
0.0074 |
0.6% |
31% |
False |
False |
19,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3698 |
|
2.618 |
1.3504 |
|
1.618 |
1.3385 |
|
1.000 |
1.3311 |
|
0.618 |
1.3266 |
|
HIGH |
1.3192 |
|
0.618 |
1.3147 |
|
0.500 |
1.3133 |
|
0.382 |
1.3118 |
|
LOW |
1.3073 |
|
0.618 |
1.2999 |
|
1.000 |
1.2954 |
|
1.618 |
1.2880 |
|
2.618 |
1.2761 |
|
4.250 |
1.2567 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3168 |
1.3164 |
| PP |
1.3150 |
1.3141 |
| S1 |
1.3133 |
1.3119 |
|