CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3007 |
1.2781 |
-0.0226 |
-1.7% |
1.2947 |
| High |
1.3047 |
1.2895 |
-0.0152 |
-1.2% |
1.3092 |
| Low |
1.2739 |
1.2777 |
0.0038 |
0.3% |
1.2739 |
| Close |
1.2812 |
1.2847 |
0.0035 |
0.3% |
1.2847 |
| Range |
0.0308 |
0.0118 |
-0.0190 |
-61.7% |
0.0353 |
| ATR |
0.0138 |
0.0137 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
273,286 |
147,948 |
-125,338 |
-45.9% |
1,047,562 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3194 |
1.3138 |
1.2912 |
|
| R3 |
1.3076 |
1.3020 |
1.2879 |
|
| R2 |
1.2958 |
1.2958 |
1.2869 |
|
| R1 |
1.2902 |
1.2902 |
1.2858 |
1.2930 |
| PP |
1.2840 |
1.2840 |
1.2840 |
1.2854 |
| S1 |
1.2784 |
1.2784 |
1.2836 |
1.2812 |
| S2 |
1.2722 |
1.2722 |
1.2825 |
|
| S3 |
1.2604 |
1.2666 |
1.2815 |
|
| S4 |
1.2486 |
1.2548 |
1.2782 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3952 |
1.3752 |
1.3041 |
|
| R3 |
1.3599 |
1.3399 |
1.2944 |
|
| R2 |
1.3246 |
1.3246 |
1.2912 |
|
| R1 |
1.3046 |
1.3046 |
1.2879 |
1.2970 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2854 |
| S1 |
1.2693 |
1.2693 |
1.2815 |
1.2617 |
| S2 |
1.2540 |
1.2540 |
1.2782 |
|
| S3 |
1.2187 |
1.2340 |
1.2750 |
|
| S4 |
1.1834 |
1.1987 |
1.2653 |
|
|
| 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 |
2.7% |
0.0188 |
1.5% |
31% |
False |
False |
209,512 |
| 10 |
1.3198 |
1.2739 |
0.0459 |
3.6% |
0.0143 |
1.1% |
24% |
False |
False |
161,768 |
| 20 |
1.3198 |
1.2722 |
0.0476 |
3.7% |
0.0133 |
1.0% |
26% |
False |
False |
139,757 |
| 40 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0117 |
0.9% |
22% |
False |
False |
119,666 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0115 |
0.9% |
20% |
False |
False |
98,200 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0105 |
0.8% |
20% |
False |
False |
73,721 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.7% |
0.0101 |
0.8% |
17% |
False |
False |
59,087 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.7% |
0.0095 |
0.7% |
14% |
False |
False |
49,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3397 |
|
2.618 |
1.3204 |
|
1.618 |
1.3086 |
|
1.000 |
1.3013 |
|
0.618 |
1.2968 |
|
HIGH |
1.2895 |
|
0.618 |
1.2850 |
|
0.500 |
1.2836 |
|
0.382 |
1.2822 |
|
LOW |
1.2777 |
|
0.618 |
1.2704 |
|
1.000 |
1.2659 |
|
1.618 |
1.2586 |
|
2.618 |
1.2468 |
|
4.250 |
1.2276 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2843 |
1.2916 |
| PP |
1.2840 |
1.2893 |
| S1 |
1.2836 |
1.2870 |
|