CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2719 |
-0.0017 |
-0.1% |
1.2830 |
| High |
1.2848 |
1.2805 |
-0.0043 |
-0.3% |
1.2876 |
| Low |
1.2665 |
1.2679 |
0.0014 |
0.1% |
1.2735 |
| Close |
1.2723 |
1.2742 |
0.0019 |
0.1% |
1.2751 |
| Range |
0.0183 |
0.0126 |
-0.0057 |
-31.1% |
0.0141 |
| ATR |
0.0122 |
0.0122 |
0.0000 |
0.2% |
0.0000 |
| Volume |
158,299 |
80,433 |
-77,866 |
-49.2% |
430,011 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3120 |
1.3057 |
1.2811 |
|
| R3 |
1.2994 |
1.2931 |
1.2777 |
|
| R2 |
1.2868 |
1.2868 |
1.2765 |
|
| R1 |
1.2805 |
1.2805 |
1.2754 |
1.2837 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2758 |
| S1 |
1.2679 |
1.2679 |
1.2730 |
1.2711 |
| S2 |
1.2616 |
1.2616 |
1.2719 |
|
| S3 |
1.2490 |
1.2553 |
1.2707 |
|
| S4 |
1.2364 |
1.2427 |
1.2673 |
|
|
| 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% |
0.0121 |
1.0% |
40% |
False |
False |
106,254 |
| 10 |
1.2941 |
1.2665 |
0.0276 |
2.2% |
0.0110 |
0.9% |
28% |
False |
False |
100,713 |
| 20 |
1.3198 |
1.2665 |
0.0533 |
4.2% |
0.0128 |
1.0% |
14% |
False |
False |
129,932 |
| 40 |
1.3297 |
1.2665 |
0.0632 |
5.0% |
0.0118 |
0.9% |
12% |
False |
False |
120,722 |
| 60 |
1.3350 |
1.2665 |
0.0685 |
5.4% |
0.0116 |
0.9% |
11% |
False |
False |
115,765 |
| 80 |
1.3350 |
1.2665 |
0.0685 |
5.4% |
0.0111 |
0.9% |
11% |
False |
False |
88,710 |
| 100 |
1.3350 |
1.2665 |
0.0685 |
5.4% |
0.0105 |
0.8% |
11% |
False |
False |
71,083 |
| 120 |
1.3451 |
1.2665 |
0.0786 |
6.2% |
0.0100 |
0.8% |
10% |
False |
False |
59,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3341 |
|
2.618 |
1.3135 |
|
1.618 |
1.3009 |
|
1.000 |
1.2931 |
|
0.618 |
1.2883 |
|
HIGH |
1.2805 |
|
0.618 |
1.2757 |
|
0.500 |
1.2742 |
|
0.382 |
1.2727 |
|
LOW |
1.2679 |
|
0.618 |
1.2601 |
|
1.000 |
1.2553 |
|
1.618 |
1.2475 |
|
2.618 |
1.2349 |
|
4.250 |
1.2144 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2742 |
1.2757 |
| PP |
1.2742 |
1.2752 |
| S1 |
1.2742 |
1.2747 |
|