CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3051 |
1.3007 |
-0.0044 |
-0.3% |
1.3029 |
| High |
1.3092 |
1.3047 |
-0.0045 |
-0.3% |
1.3198 |
| Low |
1.2898 |
1.2739 |
-0.0159 |
-1.2% |
1.2979 |
| Close |
1.3052 |
1.2812 |
-0.0240 |
-1.8% |
1.2996 |
| Range |
0.0194 |
0.0308 |
0.0114 |
58.8% |
0.0219 |
| ATR |
0.0125 |
0.0138 |
0.0013 |
10.8% |
0.0000 |
| Volume |
270,534 |
273,286 |
2,752 |
1.0% |
570,127 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3790 |
1.3609 |
1.2981 |
|
| R3 |
1.3482 |
1.3301 |
1.2897 |
|
| R2 |
1.3174 |
1.3174 |
1.2868 |
|
| R1 |
1.2993 |
1.2993 |
1.2840 |
1.2930 |
| PP |
1.2866 |
1.2866 |
1.2866 |
1.2834 |
| S1 |
1.2685 |
1.2685 |
1.2784 |
1.2622 |
| S2 |
1.2558 |
1.2558 |
1.2756 |
|
| S3 |
1.2250 |
1.2377 |
1.2727 |
|
| S4 |
1.1942 |
1.2069 |
1.2643 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3574 |
1.3116 |
|
| R3 |
1.3496 |
1.3355 |
1.3056 |
|
| R2 |
1.3277 |
1.3277 |
1.3036 |
|
| R1 |
1.3136 |
1.3136 |
1.3016 |
1.3097 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3038 |
| S1 |
1.2917 |
1.2917 |
1.2976 |
1.2878 |
| S2 |
1.2839 |
1.2839 |
1.2956 |
|
| S3 |
1.2620 |
1.2698 |
1.2936 |
|
| S4 |
1.2401 |
1.2479 |
1.2876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3092 |
1.2739 |
0.0353 |
2.8% |
0.0186 |
1.5% |
21% |
False |
True |
203,063 |
| 10 |
1.3198 |
1.2739 |
0.0459 |
3.6% |
0.0141 |
1.1% |
16% |
False |
True |
158,825 |
| 20 |
1.3198 |
1.2722 |
0.0476 |
3.7% |
0.0132 |
1.0% |
19% |
False |
False |
137,433 |
| 40 |
1.3327 |
1.2722 |
0.0605 |
4.7% |
0.0120 |
0.9% |
15% |
False |
False |
120,346 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0115 |
0.9% |
14% |
False |
False |
95,757 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0104 |
0.8% |
14% |
False |
False |
71,872 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.7% |
0.0101 |
0.8% |
12% |
False |
False |
57,608 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.7% |
0.0094 |
0.7% |
10% |
False |
False |
48,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4356 |
|
2.618 |
1.3853 |
|
1.618 |
1.3545 |
|
1.000 |
1.3355 |
|
0.618 |
1.3237 |
|
HIGH |
1.3047 |
|
0.618 |
1.2929 |
|
0.500 |
1.2893 |
|
0.382 |
1.2857 |
|
LOW |
1.2739 |
|
0.618 |
1.2549 |
|
1.000 |
1.2431 |
|
1.618 |
1.2241 |
|
2.618 |
1.1933 |
|
4.250 |
1.1430 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2893 |
1.2916 |
| PP |
1.2866 |
1.2881 |
| S1 |
1.2839 |
1.2847 |
|