CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2847 |
1.2874 |
0.0027 |
0.2% |
1.2947 |
| High |
1.2900 |
1.2898 |
-0.0002 |
0.0% |
1.3092 |
| Low |
1.2810 |
1.2791 |
-0.0019 |
-0.1% |
1.2739 |
| Close |
1.2871 |
1.2800 |
-0.0071 |
-0.6% |
1.2847 |
| Range |
0.0090 |
0.0107 |
0.0017 |
18.9% |
0.0353 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
99,866 |
93,787 |
-6,079 |
-6.1% |
1,047,562 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3082 |
1.2859 |
|
| R3 |
1.3044 |
1.2975 |
1.2829 |
|
| R2 |
1.2937 |
1.2937 |
1.2820 |
|
| R1 |
1.2868 |
1.2868 |
1.2810 |
1.2849 |
| PP |
1.2830 |
1.2830 |
1.2830 |
1.2820 |
| S1 |
1.2761 |
1.2761 |
1.2790 |
1.2742 |
| S2 |
1.2723 |
1.2723 |
1.2780 |
|
| S3 |
1.2616 |
1.2654 |
1.2771 |
|
| S4 |
1.2509 |
1.2547 |
1.2741 |
|
|
| 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 |
2.8% |
0.0163 |
1.3% |
17% |
False |
False |
177,084 |
| 10 |
1.3198 |
1.2739 |
0.0459 |
3.6% |
0.0145 |
1.1% |
13% |
False |
False |
159,151 |
| 20 |
1.3198 |
1.2722 |
0.0476 |
3.7% |
0.0131 |
1.0% |
16% |
False |
False |
139,352 |
| 40 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0117 |
0.9% |
14% |
False |
False |
120,013 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0116 |
0.9% |
12% |
False |
False |
101,404 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0106 |
0.8% |
12% |
False |
False |
76,140 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.7% |
0.0102 |
0.8% |
11% |
False |
False |
61,023 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.8% |
0.0096 |
0.7% |
9% |
False |
False |
50,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3353 |
|
2.618 |
1.3178 |
|
1.618 |
1.3071 |
|
1.000 |
1.3005 |
|
0.618 |
1.2964 |
|
HIGH |
1.2898 |
|
0.618 |
1.2857 |
|
0.500 |
1.2845 |
|
0.382 |
1.2832 |
|
LOW |
1.2791 |
|
0.618 |
1.2725 |
|
1.000 |
1.2684 |
|
1.618 |
1.2618 |
|
2.618 |
1.2511 |
|
4.250 |
1.2336 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2845 |
1.2839 |
| PP |
1.2830 |
1.2826 |
| S1 |
1.2815 |
1.2813 |
|