CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2825 |
-0.0031 |
-0.2% |
1.3095 |
| High |
1.2881 |
1.2839 |
-0.0042 |
-0.3% |
1.3123 |
| Low |
1.2819 |
1.2722 |
-0.0097 |
-0.8% |
1.2805 |
| Close |
1.2833 |
1.2728 |
-0.0105 |
-0.8% |
1.2859 |
| Range |
0.0062 |
0.0117 |
0.0055 |
88.7% |
0.0318 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.1% |
0.0000 |
| Volume |
84,244 |
98,052 |
13,808 |
16.4% |
492,125 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3114 |
1.3038 |
1.2792 |
|
| R3 |
1.2997 |
1.2921 |
1.2760 |
|
| R2 |
1.2880 |
1.2880 |
1.2749 |
|
| R1 |
1.2804 |
1.2804 |
1.2739 |
1.2784 |
| PP |
1.2763 |
1.2763 |
1.2763 |
1.2753 |
| S1 |
1.2687 |
1.2687 |
1.2717 |
1.2667 |
| S2 |
1.2646 |
1.2646 |
1.2707 |
|
| S3 |
1.2529 |
1.2570 |
1.2696 |
|
| S4 |
1.2412 |
1.2453 |
1.2664 |
|
|
| 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 |
1.3021 |
1.2722 |
0.0299 |
2.3% |
0.0098 |
0.8% |
2% |
False |
True |
94,534 |
| 10 |
1.3228 |
1.2722 |
0.0506 |
4.0% |
0.0104 |
0.8% |
1% |
False |
True |
98,692 |
| 20 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0103 |
0.8% |
1% |
False |
True |
100,633 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0109 |
0.9% |
1% |
False |
True |
94,102 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0100 |
0.8% |
1% |
False |
True |
62,933 |
| 80 |
1.3384 |
1.2722 |
0.0662 |
5.2% |
0.0095 |
0.7% |
1% |
False |
True |
47,341 |
| 100 |
1.3539 |
1.2722 |
0.0817 |
6.4% |
0.0091 |
0.7% |
1% |
False |
True |
37,885 |
| 120 |
1.3735 |
1.2722 |
0.1013 |
8.0% |
0.0082 |
0.6% |
1% |
False |
True |
31,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3336 |
|
2.618 |
1.3145 |
|
1.618 |
1.3028 |
|
1.000 |
1.2956 |
|
0.618 |
1.2911 |
|
HIGH |
1.2839 |
|
0.618 |
1.2794 |
|
0.500 |
1.2781 |
|
0.382 |
1.2767 |
|
LOW |
1.2722 |
|
0.618 |
1.2650 |
|
1.000 |
1.2605 |
|
1.618 |
1.2533 |
|
2.618 |
1.2416 |
|
4.250 |
1.2225 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2781 |
1.2802 |
| PP |
1.2763 |
1.2777 |
| S1 |
1.2746 |
1.2753 |
|