CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3135 |
1.3181 |
0.0046 |
0.4% |
1.3077 |
| High |
1.3192 |
1.3256 |
0.0064 |
0.5% |
1.3165 |
| Low |
1.3073 |
1.3177 |
0.0104 |
0.8% |
1.2963 |
| Close |
1.3186 |
1.3238 |
0.0052 |
0.4% |
1.3152 |
| Range |
0.0119 |
0.0079 |
-0.0040 |
-33.6% |
0.0202 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
117,805 |
111,413 |
-6,392 |
-5.4% |
495,161 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3461 |
1.3428 |
1.3281 |
|
| R3 |
1.3382 |
1.3349 |
1.3260 |
|
| R2 |
1.3303 |
1.3303 |
1.3252 |
|
| R1 |
1.3270 |
1.3270 |
1.3245 |
1.3287 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3232 |
| S1 |
1.3191 |
1.3191 |
1.3231 |
1.3208 |
| S2 |
1.3145 |
1.3145 |
1.3224 |
|
| S3 |
1.3066 |
1.3112 |
1.3216 |
|
| S4 |
1.2987 |
1.3033 |
1.3195 |
|
|
| 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 |
1.3256 |
1.2963 |
0.0293 |
2.2% |
0.0109 |
0.8% |
94% |
True |
False |
106,906 |
| 10 |
1.3256 |
1.2963 |
0.0293 |
2.2% |
0.0105 |
0.8% |
94% |
True |
False |
99,791 |
| 20 |
1.3350 |
1.2963 |
0.0387 |
2.9% |
0.0110 |
0.8% |
71% |
False |
False |
107,878 |
| 40 |
1.3350 |
1.2735 |
0.0615 |
4.6% |
0.0102 |
0.8% |
82% |
False |
False |
59,479 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.6% |
0.0094 |
0.7% |
82% |
False |
False |
39,692 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0092 |
0.7% |
70% |
False |
False |
29,902 |
| 100 |
1.3587 |
1.2735 |
0.0852 |
6.4% |
0.0083 |
0.6% |
59% |
False |
False |
23,928 |
| 120 |
1.4126 |
1.2735 |
0.1391 |
10.5% |
0.0075 |
0.6% |
36% |
False |
False |
19,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3592 |
|
2.618 |
1.3463 |
|
1.618 |
1.3384 |
|
1.000 |
1.3335 |
|
0.618 |
1.3305 |
|
HIGH |
1.3256 |
|
0.618 |
1.3226 |
|
0.500 |
1.3217 |
|
0.382 |
1.3207 |
|
LOW |
1.3177 |
|
0.618 |
1.3128 |
|
1.000 |
1.3098 |
|
1.618 |
1.3049 |
|
2.618 |
1.2970 |
|
4.250 |
1.2841 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3231 |
1.3213 |
| PP |
1.3224 |
1.3188 |
| S1 |
1.3217 |
1.3163 |
|