CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3268 |
1.3139 |
-0.0129 |
-1.0% |
1.3168 |
| High |
1.3296 |
1.3219 |
-0.0077 |
-0.6% |
1.3297 |
| Low |
1.3183 |
1.3131 |
-0.0052 |
-0.4% |
1.3069 |
| Close |
1.3200 |
1.3192 |
-0.0008 |
-0.1% |
1.3200 |
| Range |
0.0113 |
0.0088 |
-0.0025 |
-22.1% |
0.0228 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
108,415 |
88,828 |
-19,587 |
-18.1% |
530,928 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3445 |
1.3406 |
1.3240 |
|
| R3 |
1.3357 |
1.3318 |
1.3216 |
|
| R2 |
1.3269 |
1.3269 |
1.3208 |
|
| R1 |
1.3230 |
1.3230 |
1.3200 |
1.3250 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3190 |
| S1 |
1.3142 |
1.3142 |
1.3184 |
1.3162 |
| S2 |
1.3093 |
1.3093 |
1.3176 |
|
| S3 |
1.3005 |
1.3054 |
1.3168 |
|
| S4 |
1.2917 |
1.2966 |
1.3144 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3764 |
1.3325 |
|
| R3 |
1.3645 |
1.3536 |
1.3263 |
|
| R2 |
1.3417 |
1.3417 |
1.3242 |
|
| R1 |
1.3308 |
1.3308 |
1.3221 |
1.3363 |
| PP |
1.3189 |
1.3189 |
1.3189 |
1.3216 |
| S1 |
1.3080 |
1.3080 |
1.3179 |
1.3135 |
| S2 |
1.2961 |
1.2961 |
1.3158 |
|
| S3 |
1.2733 |
1.2852 |
1.3137 |
|
| S4 |
1.2505 |
1.2624 |
1.3075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3297 |
1.3073 |
0.0224 |
1.7% |
0.0095 |
0.7% |
53% |
False |
False |
108,941 |
| 10 |
1.3297 |
1.2963 |
0.0334 |
2.5% |
0.0103 |
0.8% |
69% |
False |
False |
102,007 |
| 20 |
1.3350 |
1.2963 |
0.0387 |
2.9% |
0.0109 |
0.8% |
59% |
False |
False |
105,743 |
| 40 |
1.3350 |
1.2797 |
0.0553 |
4.2% |
0.0105 |
0.8% |
71% |
False |
False |
67,357 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0093 |
0.7% |
74% |
False |
False |
44,944 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.4% |
0.0091 |
0.7% |
64% |
False |
False |
33,845 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0084 |
0.6% |
54% |
False |
False |
27,083 |
| 120 |
1.4080 |
1.2735 |
0.1345 |
10.2% |
0.0077 |
0.6% |
34% |
False |
False |
22,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3593 |
|
2.618 |
1.3449 |
|
1.618 |
1.3361 |
|
1.000 |
1.3307 |
|
0.618 |
1.3273 |
|
HIGH |
1.3219 |
|
0.618 |
1.3185 |
|
0.500 |
1.3175 |
|
0.382 |
1.3165 |
|
LOW |
1.3131 |
|
0.618 |
1.3077 |
|
1.000 |
1.3043 |
|
1.618 |
1.2989 |
|
2.618 |
1.2901 |
|
4.250 |
1.2757 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3186 |
1.3214 |
| PP |
1.3181 |
1.3207 |
| S1 |
1.3175 |
1.3199 |
|