CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2869 |
1.2910 |
0.0041 |
0.3% |
1.3012 |
| High |
1.2954 |
1.2956 |
0.0002 |
0.0% |
1.3150 |
| Low |
1.2848 |
1.2880 |
0.0032 |
0.2% |
1.2803 |
| Close |
1.2911 |
1.2933 |
0.0022 |
0.2% |
1.2911 |
| Range |
0.0106 |
0.0076 |
-0.0030 |
-28.3% |
0.0347 |
| ATR |
0.0123 |
0.0119 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
336 |
451 |
115 |
34.2% |
8,723 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3118 |
1.2975 |
|
| R3 |
1.3075 |
1.3042 |
1.2954 |
|
| R2 |
1.2999 |
1.2999 |
1.2947 |
|
| R1 |
1.2966 |
1.2966 |
1.2940 |
1.2983 |
| PP |
1.2923 |
1.2923 |
1.2923 |
1.2931 |
| S1 |
1.2890 |
1.2890 |
1.2926 |
1.2907 |
| S2 |
1.2847 |
1.2847 |
1.2919 |
|
| S3 |
1.2771 |
1.2814 |
1.2912 |
|
| S4 |
1.2695 |
1.2738 |
1.2891 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3996 |
1.3800 |
1.3102 |
|
| R3 |
1.3649 |
1.3453 |
1.3006 |
|
| R2 |
1.3302 |
1.3302 |
1.2975 |
|
| R1 |
1.3106 |
1.3106 |
1.2943 |
1.3031 |
| PP |
1.2955 |
1.2955 |
1.2955 |
1.2917 |
| S1 |
1.2759 |
1.2759 |
1.2879 |
1.2684 |
| S2 |
1.2608 |
1.2608 |
1.2847 |
|
| S3 |
1.2261 |
1.2412 |
1.2816 |
|
| S4 |
1.1914 |
1.2065 |
1.2720 |
|
|
| 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% |
0.0169 |
1.3% |
37% |
False |
False |
1,653 |
| 10 |
1.3257 |
1.2803 |
0.0454 |
3.5% |
0.0132 |
1.0% |
29% |
False |
False |
1,027 |
| 20 |
1.3257 |
1.2789 |
0.0468 |
3.6% |
0.0114 |
0.9% |
31% |
False |
False |
889 |
| 40 |
1.3356 |
1.2789 |
0.0567 |
4.4% |
0.0093 |
0.7% |
25% |
False |
False |
538 |
| 60 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0083 |
0.6% |
24% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3155 |
|
1.618 |
1.3079 |
|
1.000 |
1.3032 |
|
0.618 |
1.3003 |
|
HIGH |
1.2956 |
|
0.618 |
1.2927 |
|
0.500 |
1.2918 |
|
0.382 |
1.2909 |
|
LOW |
1.2880 |
|
0.618 |
1.2833 |
|
1.000 |
1.2804 |
|
1.618 |
1.2757 |
|
2.618 |
1.2681 |
|
4.250 |
1.2557 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2928 |
1.2955 |
| PP |
1.2923 |
1.2947 |
| S1 |
1.2918 |
1.2940 |
|