CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2830 |
1.2823 |
-0.0007 |
-0.1% |
1.2847 |
| High |
1.2876 |
1.2830 |
-0.0046 |
-0.4% |
1.2941 |
| Low |
1.2808 |
1.2735 |
-0.0073 |
-0.6% |
1.2778 |
| Close |
1.2822 |
1.2745 |
-0.0077 |
-0.6% |
1.2821 |
| Range |
0.0068 |
0.0095 |
0.0027 |
39.7% |
0.0163 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
58,631 |
91,227 |
32,596 |
55.6% |
422,708 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2995 |
1.2797 |
|
| R3 |
1.2960 |
1.2900 |
1.2771 |
|
| R2 |
1.2865 |
1.2865 |
1.2762 |
|
| R1 |
1.2805 |
1.2805 |
1.2754 |
1.2788 |
| PP |
1.2770 |
1.2770 |
1.2770 |
1.2761 |
| S1 |
1.2710 |
1.2710 |
1.2736 |
1.2693 |
| S2 |
1.2675 |
1.2675 |
1.2728 |
|
| S3 |
1.2580 |
1.2615 |
1.2719 |
|
| S4 |
1.2485 |
1.2520 |
1.2693 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3336 |
1.3241 |
1.2911 |
|
| R3 |
1.3173 |
1.3078 |
1.2866 |
|
| R2 |
1.3010 |
1.3010 |
1.2851 |
|
| R1 |
1.2915 |
1.2915 |
1.2836 |
1.2881 |
| PP |
1.2847 |
1.2847 |
1.2847 |
1.2830 |
| S1 |
1.2752 |
1.2752 |
1.2806 |
1.2718 |
| S2 |
1.2684 |
1.2684 |
1.2791 |
|
| S3 |
1.2521 |
1.2589 |
1.2776 |
|
| S4 |
1.2358 |
1.2426 |
1.2731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2941 |
1.2735 |
0.0206 |
1.6% |
0.0097 |
0.8% |
5% |
False |
True |
94,540 |
| 10 |
1.3092 |
1.2735 |
0.0357 |
2.8% |
0.0139 |
1.1% |
3% |
False |
True |
147,522 |
| 20 |
1.3198 |
1.2722 |
0.0476 |
3.7% |
0.0131 |
1.0% |
5% |
False |
False |
139,567 |
| 40 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0117 |
0.9% |
4% |
False |
False |
119,846 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0116 |
0.9% |
4% |
False |
False |
107,658 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0107 |
0.8% |
4% |
False |
False |
80,867 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.7% |
0.0103 |
0.8% |
3% |
False |
False |
64,806 |
| 120 |
1.3539 |
1.2722 |
0.0817 |
6.4% |
0.0097 |
0.8% |
3% |
False |
False |
54,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3234 |
|
2.618 |
1.3079 |
|
1.618 |
1.2984 |
|
1.000 |
1.2925 |
|
0.618 |
1.2889 |
|
HIGH |
1.2830 |
|
0.618 |
1.2794 |
|
0.500 |
1.2783 |
|
0.382 |
1.2771 |
|
LOW |
1.2735 |
|
0.618 |
1.2676 |
|
1.000 |
1.2640 |
|
1.618 |
1.2581 |
|
2.618 |
1.2486 |
|
4.250 |
1.2331 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2783 |
1.2838 |
| PP |
1.2770 |
1.2807 |
| S1 |
1.2758 |
1.2776 |
|