CME British Pound Future March 2019


Trading Metrics calculated at close of trading on 11-Dec-2018
Day Change Summary
Previous Current
10-Dec-2018 11-Dec-2018 Change Change % Previous Week
Open 1.2777 1.2628 -0.0149 -1.2% 1.2812
High 1.2824 1.2700 -0.0124 -1.0% 1.2912
Low 1.2572 1.2543 -0.0029 -0.2% 1.2730
Close 1.2622 1.2592 -0.0030 -0.2% 1.2817
Range 0.0252 0.0157 -0.0095 -37.7% 0.0182
ATR 0.0120 0.0122 0.0003 2.2% 0.0000
Volume 82,836 67,612 -15,224 -18.4% 35,590
Daily Pivots for day following 11-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.3083 1.2994 1.2678
R3 1.2926 1.2837 1.2635
R2 1.2769 1.2769 1.2621
R1 1.2680 1.2680 1.2606 1.2646
PP 1.2612 1.2612 1.2612 1.2595
S1 1.2523 1.2523 1.2578 1.2489
S2 1.2455 1.2455 1.2563
S3 1.2298 1.2366 1.2549
S4 1.2141 1.2209 1.2506
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.3366 1.3273 1.2917
R3 1.3184 1.3091 1.2867
R2 1.3002 1.3002 1.2850
R1 1.2909 1.2909 1.2834 1.2956
PP 1.2820 1.2820 1.2820 1.2843
S1 1.2727 1.2727 1.2800 1.2774
S2 1.2638 1.2638 1.2784
S3 1.2456 1.2545 1.2767
S4 1.2274 1.2363 1.2717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2877 1.2543 0.0334 2.7% 0.0144 1.1% 15% False True 36,014
10 1.2914 1.2543 0.0371 2.9% 0.0128 1.0% 13% False True 19,371
20 1.3150 1.2543 0.0607 4.8% 0.0128 1.0% 8% False True 10,251
40 1.3320 1.2543 0.0777 6.2% 0.0110 0.9% 6% False True 5,421
60 1.3384 1.2543 0.0841 6.7% 0.0098 0.8% 6% False True 3,642
80 1.3384 1.2543 0.0841 6.7% 0.0085 0.7% 6% False True 2,743
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3367
2.618 1.3111
1.618 1.2954
1.000 1.2857
0.618 1.2797
HIGH 1.2700
0.618 1.2640
0.500 1.2622
0.382 1.2603
LOW 1.2543
0.618 1.2446
1.000 1.2386
1.618 1.2289
2.618 1.2132
4.250 1.1876
Fisher Pivots for day following 11-Dec-2018
Pivot 1 day 3 day
R1 1.2622 1.2699
PP 1.2612 1.2663
S1 1.2602 1.2628

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

View Archives - Comment on this page... - Back to Index of Symbols