CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2915 |
1.2843 |
-0.0072 |
-0.6% |
1.3095 |
| High |
1.2949 |
1.2870 |
-0.0079 |
-0.6% |
1.3123 |
| Low |
1.2825 |
1.2805 |
-0.0020 |
-0.2% |
1.2805 |
| Close |
1.2854 |
1.2859 |
0.0005 |
0.0% |
1.2859 |
| Range |
0.0124 |
0.0065 |
-0.0059 |
-47.6% |
0.0318 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
102,613 |
92,362 |
-10,251 |
-10.0% |
492,125 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3040 |
1.3014 |
1.2895 |
|
| R3 |
1.2975 |
1.2949 |
1.2877 |
|
| R2 |
1.2910 |
1.2910 |
1.2871 |
|
| R1 |
1.2884 |
1.2884 |
1.2865 |
1.2897 |
| PP |
1.2845 |
1.2845 |
1.2845 |
1.2851 |
| S1 |
1.2819 |
1.2819 |
1.2853 |
1.2832 |
| S2 |
1.2780 |
1.2780 |
1.2847 |
|
| S3 |
1.2715 |
1.2754 |
1.2841 |
|
| S4 |
1.2650 |
1.2689 |
1.2823 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3883 |
1.3689 |
1.3034 |
|
| R3 |
1.3565 |
1.3371 |
1.2946 |
|
| R2 |
1.3247 |
1.3247 |
1.2917 |
|
| R1 |
1.3053 |
1.3053 |
1.2888 |
1.2991 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2898 |
| S1 |
1.2735 |
1.2735 |
1.2830 |
1.2673 |
| S2 |
1.2611 |
1.2611 |
1.2801 |
|
| S3 |
1.2293 |
1.2417 |
1.2772 |
|
| S4 |
1.1975 |
1.2099 |
1.2684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3123 |
1.2805 |
0.0318 |
2.5% |
0.0111 |
0.9% |
17% |
False |
True |
98,425 |
| 10 |
1.3274 |
1.2805 |
0.0469 |
3.6% |
0.0104 |
0.8% |
12% |
False |
True |
98,703 |
| 20 |
1.3297 |
1.2805 |
0.0492 |
3.8% |
0.0105 |
0.8% |
11% |
False |
True |
100,656 |
| 40 |
1.3350 |
1.2805 |
0.0545 |
4.2% |
0.0110 |
0.9% |
10% |
False |
True |
89,616 |
| 60 |
1.3350 |
1.2735 |
0.0615 |
4.8% |
0.0099 |
0.8% |
20% |
False |
False |
59,900 |
| 80 |
1.3451 |
1.2735 |
0.0716 |
5.6% |
0.0096 |
0.7% |
17% |
False |
False |
45,066 |
| 100 |
1.3586 |
1.2735 |
0.0851 |
6.6% |
0.0090 |
0.7% |
15% |
False |
False |
36,062 |
| 120 |
1.3756 |
1.2735 |
0.1021 |
7.9% |
0.0082 |
0.6% |
12% |
False |
False |
30,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3146 |
|
2.618 |
1.3040 |
|
1.618 |
1.2975 |
|
1.000 |
1.2935 |
|
0.618 |
1.2910 |
|
HIGH |
1.2870 |
|
0.618 |
1.2845 |
|
0.500 |
1.2838 |
|
0.382 |
1.2830 |
|
LOW |
1.2805 |
|
0.618 |
1.2765 |
|
1.000 |
1.2740 |
|
1.618 |
1.2700 |
|
2.618 |
1.2635 |
|
4.250 |
1.2529 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2852 |
1.2913 |
| PP |
1.2845 |
1.2895 |
| S1 |
1.2838 |
1.2877 |
|