CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3102 |
1.3072 |
-0.0030 |
-0.2% |
1.3098 |
| High |
1.3150 |
1.3106 |
-0.0044 |
-0.3% |
1.3257 |
| Low |
1.2970 |
1.2803 |
-0.0167 |
-1.3% |
1.3044 |
| Close |
1.3118 |
1.2877 |
-0.0241 |
-1.8% |
1.3061 |
| Range |
0.0180 |
0.0303 |
0.0123 |
68.3% |
0.0213 |
| ATR |
0.0109 |
0.0124 |
0.0015 |
13.5% |
0.0000 |
| Volume |
2,814 |
4,292 |
1,478 |
52.5% |
2,330 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3838 |
1.3660 |
1.3044 |
|
| R3 |
1.3535 |
1.3357 |
1.2960 |
|
| R2 |
1.3232 |
1.3232 |
1.2933 |
|
| R1 |
1.3054 |
1.3054 |
1.2905 |
1.2992 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2897 |
| S1 |
1.2751 |
1.2751 |
1.2849 |
1.2689 |
| S2 |
1.2626 |
1.2626 |
1.2821 |
|
| S3 |
1.2323 |
1.2448 |
1.2794 |
|
| S4 |
1.2020 |
1.2145 |
1.2710 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3760 |
1.3623 |
1.3178 |
|
| R3 |
1.3547 |
1.3410 |
1.3120 |
|
| R2 |
1.3334 |
1.3334 |
1.3100 |
|
| R1 |
1.3197 |
1.3197 |
1.3081 |
1.3159 |
| PP |
1.3121 |
1.3121 |
1.3121 |
1.3102 |
| S1 |
1.2984 |
1.2984 |
1.3041 |
1.2946 |
| S2 |
1.2908 |
1.2908 |
1.3022 |
|
| S3 |
1.2695 |
1.2771 |
1.3002 |
|
| S4 |
1.2482 |
1.2558 |
1.2944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3150 |
1.2803 |
0.0347 |
2.7% |
0.0177 |
1.4% |
21% |
False |
True |
1,734 |
| 10 |
1.3257 |
1.2803 |
0.0454 |
3.5% |
0.0126 |
1.0% |
16% |
False |
True |
1,234 |
| 20 |
1.3257 |
1.2789 |
0.0468 |
3.6% |
0.0115 |
0.9% |
19% |
False |
False |
862 |
| 40 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0096 |
0.7% |
15% |
False |
False |
524 |
| 60 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0082 |
0.6% |
15% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4394 |
|
2.618 |
1.3899 |
|
1.618 |
1.3596 |
|
1.000 |
1.3409 |
|
0.618 |
1.3293 |
|
HIGH |
1.3106 |
|
0.618 |
1.2990 |
|
0.500 |
1.2955 |
|
0.382 |
1.2919 |
|
LOW |
1.2803 |
|
0.618 |
1.2616 |
|
1.000 |
1.2500 |
|
1.618 |
1.2313 |
|
2.618 |
1.2010 |
|
4.250 |
1.1515 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2955 |
1.2977 |
| PP |
1.2929 |
1.2943 |
| S1 |
1.2903 |
1.2910 |
|