CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3219 |
1.3144 |
-0.0075 |
-0.6% |
1.3168 |
| High |
1.3228 |
1.3166 |
-0.0062 |
-0.5% |
1.3297 |
| Low |
1.3135 |
1.3050 |
-0.0085 |
-0.6% |
1.3069 |
| Close |
1.3157 |
1.3066 |
-0.0091 |
-0.7% |
1.3200 |
| Range |
0.0093 |
0.0116 |
0.0023 |
24.7% |
0.0228 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.9% |
0.0000 |
| Volume |
97,044 |
113,979 |
16,935 |
17.5% |
530,928 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3442 |
1.3370 |
1.3130 |
|
| R3 |
1.3326 |
1.3254 |
1.3098 |
|
| R2 |
1.3210 |
1.3210 |
1.3087 |
|
| R1 |
1.3138 |
1.3138 |
1.3077 |
1.3116 |
| PP |
1.3094 |
1.3094 |
1.3094 |
1.3083 |
| S1 |
1.3022 |
1.3022 |
1.3055 |
1.3000 |
| S2 |
1.2978 |
1.2978 |
1.3045 |
|
| S3 |
1.2862 |
1.2906 |
1.3034 |
|
| S4 |
1.2746 |
1.2790 |
1.3002 |
|
|
| 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 |
1.3296 |
1.3050 |
0.0246 |
1.9% |
0.0101 |
0.8% |
7% |
False |
True |
100,369 |
| 10 |
1.3297 |
1.3045 |
0.0252 |
1.9% |
0.0101 |
0.8% |
8% |
False |
False |
105,409 |
| 20 |
1.3327 |
1.2963 |
0.0364 |
2.8% |
0.0107 |
0.8% |
28% |
False |
False |
103,259 |
| 40 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0107 |
0.8% |
44% |
False |
False |
74,919 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0095 |
0.7% |
54% |
False |
False |
50,018 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0093 |
0.7% |
46% |
False |
False |
37,652 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0086 |
0.7% |
39% |
False |
False |
30,128 |
| 120 |
1.3800 |
1.2735 |
0.1065 |
8.2% |
0.0078 |
0.6% |
31% |
False |
False |
25,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3659 |
|
2.618 |
1.3470 |
|
1.618 |
1.3354 |
|
1.000 |
1.3282 |
|
0.618 |
1.3238 |
|
HIGH |
1.3166 |
|
0.618 |
1.3122 |
|
0.500 |
1.3108 |
|
0.382 |
1.3094 |
|
LOW |
1.3050 |
|
0.618 |
1.2978 |
|
1.000 |
1.2934 |
|
1.618 |
1.2862 |
|
2.618 |
1.2746 |
|
4.250 |
1.2557 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3108 |
1.3162 |
| PP |
1.3094 |
1.3130 |
| S1 |
1.3080 |
1.3098 |
|