CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2825 |
1.2735 |
-0.0090 |
-0.7% |
1.3095 |
| High |
1.2839 |
1.2857 |
0.0018 |
0.1% |
1.3123 |
| Low |
1.2722 |
1.2726 |
0.0004 |
0.0% |
1.2805 |
| Close |
1.2728 |
1.2796 |
0.0068 |
0.5% |
1.2859 |
| Range |
0.0117 |
0.0131 |
0.0014 |
12.0% |
0.0318 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.9% |
0.0000 |
| Volume |
98,052 |
165,117 |
67,065 |
68.4% |
492,125 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3122 |
1.2868 |
|
| R3 |
1.3055 |
1.2991 |
1.2832 |
|
| R2 |
1.2924 |
1.2924 |
1.2820 |
|
| R1 |
1.2860 |
1.2860 |
1.2808 |
1.2892 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2809 |
| S1 |
1.2729 |
1.2729 |
1.2784 |
1.2761 |
| S2 |
1.2662 |
1.2662 |
1.2772 |
|
| S3 |
1.2531 |
1.2598 |
1.2760 |
|
| S4 |
1.2400 |
1.2467 |
1.2724 |
|
|
| 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 |
1.2949 |
1.2722 |
0.0227 |
1.8% |
0.0100 |
0.8% |
33% |
False |
False |
108,477 |
| 10 |
1.3166 |
1.2722 |
0.0444 |
3.5% |
0.0108 |
0.8% |
17% |
False |
False |
105,499 |
| 20 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0104 |
0.8% |
13% |
False |
False |
104,781 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0108 |
0.8% |
12% |
False |
False |
98,009 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0102 |
0.8% |
12% |
False |
False |
65,684 |
| 80 |
1.3375 |
1.2722 |
0.0653 |
5.1% |
0.0096 |
0.7% |
11% |
False |
False |
49,404 |
| 100 |
1.3539 |
1.2722 |
0.0817 |
6.4% |
0.0092 |
0.7% |
9% |
False |
False |
39,536 |
| 120 |
1.3708 |
1.2722 |
0.0986 |
7.7% |
0.0082 |
0.6% |
8% |
False |
False |
32,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3414 |
|
2.618 |
1.3200 |
|
1.618 |
1.3069 |
|
1.000 |
1.2988 |
|
0.618 |
1.2938 |
|
HIGH |
1.2857 |
|
0.618 |
1.2807 |
|
0.500 |
1.2792 |
|
0.382 |
1.2776 |
|
LOW |
1.2726 |
|
0.618 |
1.2645 |
|
1.000 |
1.2595 |
|
1.618 |
1.2514 |
|
2.618 |
1.2383 |
|
4.250 |
1.2169 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2802 |
| PP |
1.2793 |
1.2800 |
| S1 |
1.2792 |
1.2798 |
|