CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3081 |
1.3115 |
0.0034 |
0.3% |
1.2856 |
| High |
1.3131 |
1.3198 |
0.0067 |
0.5% |
1.3065 |
| Low |
1.3044 |
1.3097 |
0.0053 |
0.4% |
1.2722 |
| Close |
1.3115 |
1.3170 |
0.0055 |
0.4% |
1.2985 |
| Range |
0.0087 |
0.0101 |
0.0014 |
16.1% |
0.0343 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
110,183 |
119,933 |
9,750 |
8.8% |
685,334 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3458 |
1.3415 |
1.3226 |
|
| R3 |
1.3357 |
1.3314 |
1.3198 |
|
| R2 |
1.3256 |
1.3256 |
1.3189 |
|
| R1 |
1.3213 |
1.3213 |
1.3179 |
1.3235 |
| PP |
1.3155 |
1.3155 |
1.3155 |
1.3166 |
| S1 |
1.3112 |
1.3112 |
1.3161 |
1.3134 |
| S2 |
1.3054 |
1.3054 |
1.3151 |
|
| S3 |
1.2953 |
1.3011 |
1.3142 |
|
| S4 |
1.2852 |
1.2910 |
1.3114 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3953 |
1.3812 |
1.3174 |
|
| R3 |
1.3610 |
1.3469 |
1.3079 |
|
| R2 |
1.3267 |
1.3267 |
1.3048 |
|
| R1 |
1.3126 |
1.3126 |
1.3016 |
1.3197 |
| PP |
1.2924 |
1.2924 |
1.2924 |
1.2959 |
| S1 |
1.2783 |
1.2783 |
1.2954 |
1.2854 |
| S2 |
1.2581 |
1.2581 |
1.2922 |
|
| S3 |
1.2238 |
1.2440 |
1.2891 |
|
| S4 |
1.1895 |
1.2097 |
1.2796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3198 |
1.2789 |
0.0409 |
3.1% |
0.0129 |
1.0% |
93% |
True |
False |
135,536 |
| 10 |
1.3198 |
1.2722 |
0.0476 |
3.6% |
0.0114 |
0.9% |
94% |
True |
False |
122,007 |
| 20 |
1.3297 |
1.2722 |
0.0575 |
4.4% |
0.0109 |
0.8% |
78% |
False |
False |
111,939 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0109 |
0.8% |
71% |
False |
False |
109,908 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0105 |
0.8% |
71% |
False |
False |
76,965 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0098 |
0.7% |
71% |
False |
False |
57,754 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.5% |
0.0096 |
0.7% |
61% |
False |
False |
46,310 |
| 120 |
1.3587 |
1.2722 |
0.0865 |
6.6% |
0.0087 |
0.7% |
52% |
False |
False |
38,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3627 |
|
2.618 |
1.3462 |
|
1.618 |
1.3361 |
|
1.000 |
1.3299 |
|
0.618 |
1.3260 |
|
HIGH |
1.3198 |
|
0.618 |
1.3159 |
|
0.500 |
1.3148 |
|
0.382 |
1.3136 |
|
LOW |
1.3097 |
|
0.618 |
1.3035 |
|
1.000 |
1.2996 |
|
1.618 |
1.2934 |
|
2.618 |
1.2833 |
|
4.250 |
1.2668 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3163 |
1.3144 |
| PP |
1.3155 |
1.3118 |
| S1 |
1.3148 |
1.3093 |
|