CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2878 |
1.2812 |
-0.0066 |
-0.5% |
1.2910 |
| High |
1.2885 |
1.2914 |
0.0029 |
0.2% |
1.3000 |
| Low |
1.2797 |
1.2810 |
0.0013 |
0.1% |
1.2842 |
| Close |
1.2806 |
1.2907 |
0.0101 |
0.8% |
1.2884 |
| Range |
0.0088 |
0.0104 |
0.0016 |
18.2% |
0.0158 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
573 |
598 |
25 |
4.4% |
2,401 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3189 |
1.3152 |
1.2964 |
|
| R3 |
1.3085 |
1.3048 |
1.2936 |
|
| R2 |
1.2981 |
1.2981 |
1.2926 |
|
| R1 |
1.2944 |
1.2944 |
1.2917 |
1.2963 |
| PP |
1.2877 |
1.2877 |
1.2877 |
1.2886 |
| S1 |
1.2840 |
1.2840 |
1.2897 |
1.2859 |
| S2 |
1.2773 |
1.2773 |
1.2888 |
|
| S3 |
1.2669 |
1.2736 |
1.2878 |
|
| S4 |
1.2565 |
1.2632 |
1.2850 |
|
|
| 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% |
0.0088 |
0.7% |
54% |
False |
False |
487 |
| 10 |
1.3150 |
1.2797 |
0.0353 |
2.7% |
0.0121 |
0.9% |
31% |
False |
False |
1,154 |
| 20 |
1.3257 |
1.2797 |
0.0460 |
3.6% |
0.0117 |
0.9% |
24% |
False |
False |
940 |
| 40 |
1.3356 |
1.2789 |
0.0567 |
4.4% |
0.0096 |
0.7% |
21% |
False |
False |
621 |
| 60 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0087 |
0.7% |
20% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3356 |
|
2.618 |
1.3186 |
|
1.618 |
1.3082 |
|
1.000 |
1.3018 |
|
0.618 |
1.2978 |
|
HIGH |
1.2914 |
|
0.618 |
1.2874 |
|
0.500 |
1.2862 |
|
0.382 |
1.2850 |
|
LOW |
1.2810 |
|
0.618 |
1.2746 |
|
1.000 |
1.2706 |
|
1.618 |
1.2642 |
|
2.618 |
1.2538 |
|
4.250 |
1.2368 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2892 |
1.2893 |
| PP |
1.2877 |
1.2879 |
| S1 |
1.2862 |
1.2865 |
|