CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2874 |
1.2799 |
-0.0075 |
-0.6% |
1.2947 |
| High |
1.2898 |
1.2835 |
-0.0063 |
-0.5% |
1.3092 |
| Low |
1.2791 |
1.2778 |
-0.0013 |
-0.1% |
1.2739 |
| Close |
1.2800 |
1.2795 |
-0.0005 |
0.0% |
1.2847 |
| Range |
0.0107 |
0.0057 |
-0.0050 |
-46.7% |
0.0353 |
| ATR |
0.0131 |
0.0126 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
93,787 |
80,732 |
-13,055 |
-13.9% |
1,047,562 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2974 |
1.2941 |
1.2826 |
|
| R3 |
1.2917 |
1.2884 |
1.2811 |
|
| R2 |
1.2860 |
1.2860 |
1.2805 |
|
| R1 |
1.2827 |
1.2827 |
1.2800 |
1.2815 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2797 |
| S1 |
1.2770 |
1.2770 |
1.2790 |
1.2758 |
| S2 |
1.2746 |
1.2746 |
1.2785 |
|
| S3 |
1.2689 |
1.2713 |
1.2779 |
|
| S4 |
1.2632 |
1.2656 |
1.2764 |
|
|
| 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 |
1.3047 |
1.2739 |
0.0308 |
2.4% |
0.0136 |
1.1% |
18% |
False |
False |
139,123 |
| 10 |
1.3171 |
1.2739 |
0.0432 |
3.4% |
0.0141 |
1.1% |
13% |
False |
False |
155,231 |
| 20 |
1.3198 |
1.2722 |
0.0476 |
3.7% |
0.0128 |
1.0% |
15% |
False |
False |
138,619 |
| 40 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0116 |
0.9% |
13% |
False |
False |
119,725 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0116 |
0.9% |
12% |
False |
False |
102,738 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0106 |
0.8% |
12% |
False |
False |
77,149 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.7% |
0.0101 |
0.8% |
10% |
False |
False |
61,830 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.8% |
0.0095 |
0.7% |
8% |
False |
False |
51,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3077 |
|
2.618 |
1.2984 |
|
1.618 |
1.2927 |
|
1.000 |
1.2892 |
|
0.618 |
1.2870 |
|
HIGH |
1.2835 |
|
0.618 |
1.2813 |
|
0.500 |
1.2807 |
|
0.382 |
1.2800 |
|
LOW |
1.2778 |
|
0.618 |
1.2743 |
|
1.000 |
1.2721 |
|
1.618 |
1.2686 |
|
2.618 |
1.2629 |
|
4.250 |
1.2536 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2807 |
1.2839 |
| PP |
1.2803 |
1.2824 |
| S1 |
1.2799 |
1.2810 |
|