CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3095 |
1.3002 |
-0.0093 |
-0.7% |
1.3139 |
| High |
1.3123 |
1.3076 |
-0.0047 |
-0.4% |
1.3274 |
| Low |
1.2988 |
1.2968 |
-0.0020 |
-0.2% |
1.3044 |
| Close |
1.3004 |
1.3016 |
0.0012 |
0.1% |
1.3099 |
| Range |
0.0135 |
0.0108 |
-0.0027 |
-20.0% |
0.0230 |
| ATR |
0.0105 |
0.0106 |
0.0000 |
0.2% |
0.0000 |
| Volume |
97,807 |
103,943 |
6,136 |
6.3% |
494,910 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3288 |
1.3075 |
|
| R3 |
1.3236 |
1.3180 |
1.3046 |
|
| R2 |
1.3128 |
1.3128 |
1.3036 |
|
| R1 |
1.3072 |
1.3072 |
1.3026 |
1.3100 |
| PP |
1.3020 |
1.3020 |
1.3020 |
1.3034 |
| S1 |
1.2964 |
1.2964 |
1.3006 |
1.2992 |
| S2 |
1.2912 |
1.2912 |
1.2996 |
|
| S3 |
1.2804 |
1.2856 |
1.2986 |
|
| S4 |
1.2696 |
1.2748 |
1.2957 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3829 |
1.3694 |
1.3226 |
|
| R3 |
1.3599 |
1.3464 |
1.3162 |
|
| R2 |
1.3369 |
1.3369 |
1.3141 |
|
| R1 |
1.3234 |
1.3234 |
1.3120 |
1.3187 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3115 |
| S1 |
1.3004 |
1.3004 |
1.3078 |
1.2957 |
| S2 |
1.2909 |
1.2909 |
1.3057 |
|
| S3 |
1.2679 |
1.2774 |
1.3036 |
|
| S4 |
1.2449 |
1.2544 |
1.2973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3228 |
1.2968 |
0.0260 |
2.0% |
0.0109 |
0.8% |
18% |
False |
True |
102,850 |
| 10 |
1.3297 |
1.2968 |
0.0329 |
2.5% |
0.0100 |
0.8% |
15% |
False |
True |
103,473 |
| 20 |
1.3297 |
1.2963 |
0.0334 |
2.6% |
0.0103 |
0.8% |
16% |
False |
False |
100,673 |
| 40 |
1.3350 |
1.2844 |
0.0506 |
3.9% |
0.0109 |
0.8% |
34% |
False |
False |
82,430 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.7% |
0.0098 |
0.8% |
46% |
False |
False |
55,070 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0094 |
0.7% |
39% |
False |
False |
41,441 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.5% |
0.0089 |
0.7% |
33% |
False |
False |
33,159 |
| 120 |
1.3756 |
1.2735 |
0.1021 |
7.8% |
0.0080 |
0.6% |
28% |
False |
False |
27,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3535 |
|
2.618 |
1.3359 |
|
1.618 |
1.3251 |
|
1.000 |
1.3184 |
|
0.618 |
1.3143 |
|
HIGH |
1.3076 |
|
0.618 |
1.3035 |
|
0.500 |
1.3022 |
|
0.382 |
1.3009 |
|
LOW |
1.2968 |
|
0.618 |
1.2901 |
|
1.000 |
1.2860 |
|
1.618 |
1.2793 |
|
2.618 |
1.2685 |
|
4.250 |
1.2509 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3022 |
1.3053 |
| PP |
1.3020 |
1.3041 |
| S1 |
1.3018 |
1.3028 |
|