CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2722 |
1.2567 |
-0.0155 |
-1.2% |
1.2748 |
| High |
1.2763 |
1.2642 |
-0.0121 |
-0.9% |
1.2848 |
| Low |
1.2511 |
1.2481 |
-0.0030 |
-0.2% |
1.2665 |
| Close |
1.2560 |
1.2531 |
-0.0029 |
-0.2% |
1.2756 |
| Range |
0.0252 |
0.0161 |
-0.0091 |
-36.1% |
0.0183 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.8% |
0.0000 |
| Volume |
232,655 |
172,603 |
-60,052 |
-25.8% |
569,359 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.2944 |
1.2620 |
|
| R3 |
1.2873 |
1.2783 |
1.2575 |
|
| R2 |
1.2712 |
1.2712 |
1.2561 |
|
| R1 |
1.2622 |
1.2622 |
1.2546 |
1.2587 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2534 |
| S1 |
1.2461 |
1.2461 |
1.2516 |
1.2426 |
| S2 |
1.2390 |
1.2390 |
1.2501 |
|
| S3 |
1.2229 |
1.2300 |
1.2487 |
|
| S4 |
1.2068 |
1.2139 |
1.2442 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3305 |
1.3214 |
1.2857 |
|
| R3 |
1.3122 |
1.3031 |
1.2806 |
|
| R2 |
1.2939 |
1.2939 |
1.2790 |
|
| R1 |
1.2848 |
1.2848 |
1.2773 |
1.2894 |
| PP |
1.2756 |
1.2756 |
1.2756 |
1.2779 |
| S1 |
1.2665 |
1.2665 |
1.2739 |
1.2711 |
| S2 |
1.2573 |
1.2573 |
1.2722 |
|
| S3 |
1.2390 |
1.2482 |
1.2706 |
|
| S4 |
1.2207 |
1.2299 |
1.2655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2817 |
1.2481 |
0.0336 |
2.7% |
0.0146 |
1.2% |
15% |
False |
True |
141,396 |
| 10 |
1.2859 |
1.2481 |
0.0378 |
3.0% |
0.0133 |
1.1% |
13% |
False |
True |
125,477 |
| 20 |
1.3092 |
1.2481 |
0.0611 |
4.9% |
0.0136 |
1.1% |
8% |
False |
True |
136,499 |
| 40 |
1.3274 |
1.2481 |
0.0793 |
6.3% |
0.0124 |
1.0% |
6% |
False |
True |
125,714 |
| 60 |
1.3350 |
1.2481 |
0.0869 |
6.9% |
0.0119 |
1.0% |
6% |
False |
True |
119,057 |
| 80 |
1.3350 |
1.2481 |
0.0869 |
6.9% |
0.0115 |
0.9% |
6% |
False |
True |
96,535 |
| 100 |
1.3350 |
1.2481 |
0.0869 |
6.9% |
0.0105 |
0.8% |
6% |
False |
True |
77,252 |
| 120 |
1.3451 |
1.2481 |
0.0970 |
7.7% |
0.0102 |
0.8% |
5% |
False |
True |
64,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3326 |
|
2.618 |
1.3063 |
|
1.618 |
1.2902 |
|
1.000 |
1.2803 |
|
0.618 |
1.2741 |
|
HIGH |
1.2642 |
|
0.618 |
1.2580 |
|
0.500 |
1.2562 |
|
0.382 |
1.2543 |
|
LOW |
1.2481 |
|
0.618 |
1.2382 |
|
1.000 |
1.2320 |
|
1.618 |
1.2221 |
|
2.618 |
1.2060 |
|
4.250 |
1.1797 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2562 |
1.2638 |
| PP |
1.2551 |
1.2602 |
| S1 |
1.2541 |
1.2567 |
|