CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2748 |
1.2736 |
-0.0012 |
-0.1% |
1.2830 |
| High |
1.2833 |
1.2848 |
0.0015 |
0.1% |
1.2876 |
| Low |
1.2706 |
1.2665 |
-0.0041 |
-0.3% |
1.2735 |
| Close |
1.2733 |
1.2723 |
-0.0010 |
-0.1% |
1.2751 |
| Range |
0.0127 |
0.0183 |
0.0056 |
44.1% |
0.0141 |
| ATR |
0.0117 |
0.0122 |
0.0005 |
4.0% |
0.0000 |
| Volume |
109,336 |
158,299 |
48,963 |
44.8% |
430,011 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3294 |
1.3192 |
1.2824 |
|
| R3 |
1.3111 |
1.3009 |
1.2773 |
|
| R2 |
1.2928 |
1.2928 |
1.2757 |
|
| R1 |
1.2826 |
1.2826 |
1.2740 |
1.2786 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2725 |
| S1 |
1.2643 |
1.2643 |
1.2706 |
1.2603 |
| S2 |
1.2562 |
1.2562 |
1.2689 |
|
| S3 |
1.2379 |
1.2460 |
1.2673 |
|
| S4 |
1.2196 |
1.2277 |
1.2622 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3210 |
1.3122 |
1.2829 |
|
| R3 |
1.3069 |
1.2981 |
1.2790 |
|
| R2 |
1.2928 |
1.2928 |
1.2777 |
|
| R1 |
1.2840 |
1.2840 |
1.2764 |
1.2814 |
| PP |
1.2787 |
1.2787 |
1.2787 |
1.2774 |
| S1 |
1.2699 |
1.2699 |
1.2738 |
1.2673 |
| S2 |
1.2646 |
1.2646 |
1.2725 |
|
| S3 |
1.2505 |
1.2558 |
1.2712 |
|
| S4 |
1.2364 |
1.2417 |
1.2673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2859 |
1.2665 |
0.0194 |
1.5% |
0.0119 |
0.9% |
30% |
False |
True |
109,557 |
| 10 |
1.2941 |
1.2665 |
0.0276 |
2.2% |
0.0108 |
0.8% |
21% |
False |
True |
102,048 |
| 20 |
1.3198 |
1.2665 |
0.0533 |
4.2% |
0.0126 |
1.0% |
11% |
False |
True |
131,419 |
| 40 |
1.3297 |
1.2665 |
0.0632 |
5.0% |
0.0118 |
0.9% |
9% |
False |
True |
121,657 |
| 60 |
1.3350 |
1.2665 |
0.0685 |
5.4% |
0.0116 |
0.9% |
8% |
False |
True |
115,362 |
| 80 |
1.3350 |
1.2665 |
0.0685 |
5.4% |
0.0110 |
0.9% |
8% |
False |
True |
87,705 |
| 100 |
1.3375 |
1.2665 |
0.0710 |
5.6% |
0.0104 |
0.8% |
8% |
False |
True |
70,279 |
| 120 |
1.3451 |
1.2665 |
0.0786 |
6.2% |
0.0100 |
0.8% |
7% |
False |
True |
58,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3626 |
|
2.618 |
1.3327 |
|
1.618 |
1.3144 |
|
1.000 |
1.3031 |
|
0.618 |
1.2961 |
|
HIGH |
1.2848 |
|
0.618 |
1.2778 |
|
0.500 |
1.2757 |
|
0.382 |
1.2735 |
|
LOW |
1.2665 |
|
0.618 |
1.2552 |
|
1.000 |
1.2482 |
|
1.618 |
1.2369 |
|
2.618 |
1.2186 |
|
4.250 |
1.1887 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2757 |
1.2757 |
| PP |
1.2745 |
1.2745 |
| S1 |
1.2734 |
1.2734 |
|