CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2787 |
1.2803 |
0.0016 |
0.1% |
1.2893 |
| High |
1.2867 |
1.2877 |
0.0010 |
0.1% |
1.2932 |
| Low |
1.2744 |
1.2767 |
0.0023 |
0.2% |
1.2797 |
| Close |
1.2804 |
1.2842 |
0.0038 |
0.3% |
1.2814 |
| Range |
0.0123 |
0.0110 |
-0.0013 |
-10.6% |
0.0135 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,951 |
22,211 |
19,260 |
652.7% |
8,775 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3159 |
1.3110 |
1.2903 |
|
| R3 |
1.3049 |
1.3000 |
1.2872 |
|
| R2 |
1.2939 |
1.2939 |
1.2862 |
|
| R1 |
1.2890 |
1.2890 |
1.2852 |
1.2915 |
| PP |
1.2829 |
1.2829 |
1.2829 |
1.2841 |
| S1 |
1.2780 |
1.2780 |
1.2832 |
1.2805 |
| S2 |
1.2719 |
1.2719 |
1.2822 |
|
| S3 |
1.2609 |
1.2670 |
1.2812 |
|
| S4 |
1.2499 |
1.2560 |
1.2782 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3168 |
1.2888 |
|
| R3 |
1.3118 |
1.3033 |
1.2851 |
|
| R2 |
1.2983 |
1.2983 |
1.2839 |
|
| R1 |
1.2898 |
1.2898 |
1.2826 |
1.2873 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2835 |
| S1 |
1.2763 |
1.2763 |
1.2802 |
1.2738 |
| S2 |
1.2713 |
1.2713 |
1.2789 |
|
| S3 |
1.2578 |
1.2628 |
1.2777 |
|
| S4 |
1.2443 |
1.2493 |
1.2740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2912 |
1.2730 |
0.0182 |
1.4% |
0.0121 |
0.9% |
62% |
False |
False |
7,578 |
| 10 |
1.3000 |
1.2730 |
0.0270 |
2.1% |
0.0108 |
0.8% |
41% |
False |
False |
4,036 |
| 20 |
1.3228 |
1.2730 |
0.0498 |
3.9% |
0.0119 |
0.9% |
22% |
False |
False |
2,567 |
| 40 |
1.3356 |
1.2730 |
0.0626 |
4.9% |
0.0103 |
0.8% |
18% |
False |
False |
1,558 |
| 60 |
1.3384 |
1.2730 |
0.0654 |
5.1% |
0.0093 |
0.7% |
17% |
False |
False |
1,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3345 |
|
2.618 |
1.3165 |
|
1.618 |
1.3055 |
|
1.000 |
1.2987 |
|
0.618 |
1.2945 |
|
HIGH |
1.2877 |
|
0.618 |
1.2835 |
|
0.500 |
1.2822 |
|
0.382 |
1.2809 |
|
LOW |
1.2767 |
|
0.618 |
1.2699 |
|
1.000 |
1.2657 |
|
1.618 |
1.2589 |
|
2.618 |
1.2479 |
|
4.250 |
1.2300 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2835 |
1.2835 |
| PP |
1.2829 |
1.2828 |
| S1 |
1.2822 |
1.2821 |
|