CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2893 |
1.2878 |
-0.0015 |
-0.1% |
1.2910 |
| High |
1.2932 |
1.2885 |
-0.0047 |
-0.4% |
1.3000 |
| Low |
1.2882 |
1.2797 |
-0.0085 |
-0.7% |
1.2842 |
| Close |
1.2884 |
1.2806 |
-0.0078 |
-0.6% |
1.2884 |
| Range |
0.0050 |
0.0088 |
0.0038 |
76.0% |
0.0158 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
527 |
573 |
46 |
8.7% |
2,401 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3093 |
1.3038 |
1.2854 |
|
| R3 |
1.3005 |
1.2950 |
1.2830 |
|
| R2 |
1.2917 |
1.2917 |
1.2822 |
|
| R1 |
1.2862 |
1.2862 |
1.2814 |
1.2846 |
| PP |
1.2829 |
1.2829 |
1.2829 |
1.2821 |
| S1 |
1.2774 |
1.2774 |
1.2798 |
1.2758 |
| S2 |
1.2741 |
1.2741 |
1.2790 |
|
| S3 |
1.2653 |
1.2686 |
1.2782 |
|
| S4 |
1.2565 |
1.2598 |
1.2758 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3383 |
1.3291 |
1.2971 |
|
| R3 |
1.3225 |
1.3133 |
1.2927 |
|
| R2 |
1.3067 |
1.3067 |
1.2913 |
|
| R1 |
1.2975 |
1.2975 |
1.2898 |
1.2942 |
| PP |
1.2909 |
1.2909 |
1.2909 |
1.2892 |
| S1 |
1.2817 |
1.2817 |
1.2870 |
1.2784 |
| S2 |
1.2751 |
1.2751 |
1.2855 |
|
| S3 |
1.2593 |
1.2659 |
1.2841 |
|
| S4 |
1.2435 |
1.2501 |
1.2797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3000 |
1.2797 |
0.0203 |
1.6% |
0.0087 |
0.7% |
4% |
False |
True |
610 |
| 10 |
1.3150 |
1.2797 |
0.0353 |
2.8% |
0.0128 |
1.0% |
3% |
False |
True |
1,131 |
| 20 |
1.3257 |
1.2789 |
0.0468 |
3.7% |
0.0117 |
0.9% |
4% |
False |
False |
933 |
| 40 |
1.3356 |
1.2789 |
0.0567 |
4.4% |
0.0096 |
0.7% |
3% |
False |
False |
607 |
| 60 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0086 |
0.7% |
3% |
False |
False |
416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3259 |
|
2.618 |
1.3115 |
|
1.618 |
1.3027 |
|
1.000 |
1.2973 |
|
0.618 |
1.2939 |
|
HIGH |
1.2885 |
|
0.618 |
1.2851 |
|
0.500 |
1.2841 |
|
0.382 |
1.2831 |
|
LOW |
1.2797 |
|
0.618 |
1.2743 |
|
1.000 |
1.2709 |
|
1.618 |
1.2655 |
|
2.618 |
1.2567 |
|
4.250 |
1.2423 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2841 |
1.2899 |
| PP |
1.2829 |
1.2868 |
| S1 |
1.2818 |
1.2837 |
|