CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2752 |
1.2836 |
0.0084 |
0.7% |
1.2847 |
| High |
1.2858 |
1.2859 |
0.0001 |
0.0% |
1.2941 |
| Low |
1.2743 |
1.2764 |
0.0021 |
0.2% |
1.2778 |
| Close |
1.2846 |
1.2792 |
-0.0054 |
-0.4% |
1.2821 |
| Range |
0.0115 |
0.0095 |
-0.0020 |
-17.4% |
0.0163 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
96,949 |
89,999 |
-6,950 |
-7.2% |
422,708 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.3036 |
1.2844 |
|
| R3 |
1.2995 |
1.2941 |
1.2818 |
|
| R2 |
1.2900 |
1.2900 |
1.2809 |
|
| R1 |
1.2846 |
1.2846 |
1.2801 |
1.2826 |
| PP |
1.2805 |
1.2805 |
1.2805 |
1.2795 |
| S1 |
1.2751 |
1.2751 |
1.2783 |
1.2731 |
| S2 |
1.2710 |
1.2710 |
1.2775 |
|
| S3 |
1.2615 |
1.2656 |
1.2766 |
|
| S4 |
1.2520 |
1.2561 |
1.2740 |
|
|
| 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% |
0.0106 |
0.8% |
28% |
False |
False |
97,025 |
| 10 |
1.3047 |
1.2735 |
0.0312 |
2.4% |
0.0121 |
0.9% |
18% |
False |
False |
118,074 |
| 20 |
1.3198 |
1.2735 |
0.0463 |
3.6% |
0.0129 |
1.0% |
12% |
False |
False |
135,756 |
| 40 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0117 |
0.9% |
12% |
False |
False |
120,269 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0115 |
0.9% |
11% |
False |
False |
110,591 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0108 |
0.8% |
11% |
False |
False |
83,202 |
| 100 |
1.3375 |
1.2722 |
0.0653 |
5.1% |
0.0103 |
0.8% |
11% |
False |
False |
66,675 |
| 120 |
1.3539 |
1.2722 |
0.0817 |
6.4% |
0.0098 |
0.8% |
9% |
False |
False |
55,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3263 |
|
2.618 |
1.3108 |
|
1.618 |
1.3013 |
|
1.000 |
1.2954 |
|
0.618 |
1.2918 |
|
HIGH |
1.2859 |
|
0.618 |
1.2823 |
|
0.500 |
1.2812 |
|
0.382 |
1.2800 |
|
LOW |
1.2764 |
|
0.618 |
1.2705 |
|
1.000 |
1.2669 |
|
1.618 |
1.2610 |
|
2.618 |
1.2515 |
|
4.250 |
1.2360 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2812 |
1.2797 |
| PP |
1.2805 |
1.2795 |
| S1 |
1.2799 |
1.2794 |
|