CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3181 |
1.3235 |
0.0054 |
0.4% |
1.3077 |
| High |
1.3256 |
1.3297 |
0.0041 |
0.3% |
1.3165 |
| Low |
1.3177 |
1.3221 |
0.0044 |
0.3% |
1.2963 |
| Close |
1.3238 |
1.3272 |
0.0034 |
0.3% |
1.3152 |
| Range |
0.0079 |
0.0076 |
-0.0003 |
-3.8% |
0.0202 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
111,413 |
118,244 |
6,831 |
6.1% |
495,161 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3491 |
1.3458 |
1.3314 |
|
| R3 |
1.3415 |
1.3382 |
1.3293 |
|
| R2 |
1.3339 |
1.3339 |
1.3286 |
|
| R1 |
1.3306 |
1.3306 |
1.3279 |
1.3323 |
| PP |
1.3263 |
1.3263 |
1.3263 |
1.3272 |
| S1 |
1.3230 |
1.3230 |
1.3265 |
1.3247 |
| S2 |
1.3187 |
1.3187 |
1.3258 |
|
| S3 |
1.3111 |
1.3154 |
1.3251 |
|
| S4 |
1.3035 |
1.3078 |
1.3230 |
|
|
| 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 |
1.3297 |
1.3045 |
0.0252 |
1.9% |
0.0100 |
0.8% |
90% |
True |
False |
110,450 |
| 10 |
1.3297 |
1.2963 |
0.0334 |
2.5% |
0.0102 |
0.8% |
93% |
True |
False |
102,285 |
| 20 |
1.3350 |
1.2963 |
0.0387 |
2.9% |
0.0109 |
0.8% |
80% |
False |
False |
105,445 |
| 40 |
1.3350 |
1.2757 |
0.0593 |
4.5% |
0.0103 |
0.8% |
87% |
False |
False |
62,433 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.6% |
0.0094 |
0.7% |
87% |
False |
False |
41,661 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0091 |
0.7% |
75% |
False |
False |
31,380 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.4% |
0.0083 |
0.6% |
63% |
False |
False |
25,111 |
| 120 |
1.4126 |
1.2735 |
0.1391 |
10.5% |
0.0075 |
0.6% |
39% |
False |
False |
20,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3620 |
|
2.618 |
1.3496 |
|
1.618 |
1.3420 |
|
1.000 |
1.3373 |
|
0.618 |
1.3344 |
|
HIGH |
1.3297 |
|
0.618 |
1.3268 |
|
0.500 |
1.3259 |
|
0.382 |
1.3250 |
|
LOW |
1.3221 |
|
0.618 |
1.3174 |
|
1.000 |
1.3145 |
|
1.618 |
1.3098 |
|
2.618 |
1.3022 |
|
4.250 |
1.2898 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3268 |
1.3243 |
| PP |
1.3263 |
1.3214 |
| S1 |
1.3259 |
1.3185 |
|