CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2931 |
1.2860 |
-0.0071 |
-0.5% |
1.3012 |
| High |
1.2954 |
1.2892 |
-0.0062 |
-0.5% |
1.3150 |
| Low |
1.2854 |
1.2842 |
-0.0012 |
-0.1% |
1.2803 |
| Close |
1.2862 |
1.2857 |
-0.0005 |
0.0% |
1.2911 |
| Range |
0.0100 |
0.0050 |
-0.0050 |
-50.0% |
0.0347 |
| ATR |
0.0118 |
0.0113 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
1,212 |
281 |
-931 |
-76.8% |
8,723 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3014 |
1.2985 |
1.2885 |
|
| R3 |
1.2964 |
1.2935 |
1.2871 |
|
| R2 |
1.2914 |
1.2914 |
1.2866 |
|
| R1 |
1.2885 |
1.2885 |
1.2862 |
1.2875 |
| PP |
1.2864 |
1.2864 |
1.2864 |
1.2858 |
| S1 |
1.2835 |
1.2835 |
1.2852 |
1.2825 |
| S2 |
1.2814 |
1.2814 |
1.2848 |
|
| S3 |
1.2764 |
1.2785 |
1.2843 |
|
| S4 |
1.2714 |
1.2735 |
1.2830 |
|
|
| 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 |
1.3106 |
1.2803 |
0.0303 |
2.4% |
0.0127 |
1.0% |
18% |
False |
False |
1,314 |
| 10 |
1.3228 |
1.2803 |
0.0425 |
3.3% |
0.0131 |
1.0% |
13% |
False |
False |
1,099 |
| 20 |
1.3257 |
1.2789 |
0.0468 |
3.6% |
0.0112 |
0.9% |
15% |
False |
False |
941 |
| 40 |
1.3356 |
1.2789 |
0.0567 |
4.4% |
0.0094 |
0.7% |
12% |
False |
False |
574 |
| 60 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0084 |
0.7% |
11% |
False |
False |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3105 |
|
2.618 |
1.3023 |
|
1.618 |
1.2973 |
|
1.000 |
1.2942 |
|
0.618 |
1.2923 |
|
HIGH |
1.2892 |
|
0.618 |
1.2873 |
|
0.500 |
1.2867 |
|
0.382 |
1.2861 |
|
LOW |
1.2842 |
|
0.618 |
1.2811 |
|
1.000 |
1.2792 |
|
1.618 |
1.2761 |
|
2.618 |
1.2711 |
|
4.250 |
1.2630 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2867 |
1.2899 |
| PP |
1.2864 |
1.2885 |
| S1 |
1.2860 |
1.2871 |
|