CME British Pound Future March 2019


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 1.2910 1.2931 0.0021 0.2% 1.3012
High 1.2956 1.2954 -0.0002 0.0% 1.3150
Low 1.2880 1.2854 -0.0026 -0.2% 1.2803
Close 1.2933 1.2862 -0.0071 -0.5% 1.2911
Range 0.0076 0.0100 0.0024 31.6% 0.0347
ATR 0.0119 0.0118 -0.0001 -1.2% 0.0000
Volume 451 1,212 761 168.7% 8,723
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.3190 1.3126 1.2917
R3 1.3090 1.3026 1.2890
R2 1.2990 1.2990 1.2880
R1 1.2926 1.2926 1.2871 1.2908
PP 1.2890 1.2890 1.2890 1.2881
S1 1.2826 1.2826 1.2853 1.2808
S2 1.2790 1.2790 1.2844
S3 1.2690 1.2726 1.2835
S4 1.2590 1.2626 1.2807
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% 0.0153 1.2% 17% False False 1,821
10 1.3257 1.2803 0.0454 3.5% 0.0136 1.1% 13% False False 1,091
20 1.3257 1.2789 0.0468 3.6% 0.0115 0.9% 16% False False 933
40 1.3356 1.2789 0.0567 4.4% 0.0094 0.7% 13% False False 567
60 1.3384 1.2789 0.0595 4.6% 0.0084 0.7% 12% False False 386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3379
2.618 1.3216
1.618 1.3116
1.000 1.3054
0.618 1.3016
HIGH 1.2954
0.618 1.2916
0.500 1.2904
0.382 1.2892
LOW 1.2854
0.618 1.2792
1.000 1.2754
1.618 1.2692
2.618 1.2592
4.250 1.2429
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 1.2904 1.2902
PP 1.2890 1.2889
S1 1.2876 1.2875

These figures are updated between 7pm and 10pm EST after a trading day.

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