CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2672 |
1.2701 |
0.0029 |
0.2% |
1.2777 |
| High |
1.2763 |
1.2737 |
-0.0026 |
-0.2% |
1.2824 |
| Low |
1.2669 |
1.2665 |
-0.0004 |
0.0% |
1.2540 |
| Close |
1.2696 |
1.2683 |
-0.0013 |
-0.1% |
1.2640 |
| Range |
0.0094 |
0.0072 |
-0.0022 |
-23.4% |
0.0284 |
| ATR |
0.0119 |
0.0115 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
82,036 |
86,683 |
4,647 |
5.7% |
417,012 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2911 |
1.2869 |
1.2723 |
|
| R3 |
1.2839 |
1.2797 |
1.2703 |
|
| R2 |
1.2767 |
1.2767 |
1.2696 |
|
| R1 |
1.2725 |
1.2725 |
1.2690 |
1.2710 |
| PP |
1.2695 |
1.2695 |
1.2695 |
1.2688 |
| S1 |
1.2653 |
1.2653 |
1.2676 |
1.2638 |
| S2 |
1.2623 |
1.2623 |
1.2670 |
|
| S3 |
1.2551 |
1.2581 |
1.2663 |
|
| S4 |
1.2479 |
1.2509 |
1.2643 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3520 |
1.3364 |
1.2796 |
|
| R3 |
1.3236 |
1.3080 |
1.2718 |
|
| R2 |
1.2952 |
1.2952 |
1.2692 |
|
| R1 |
1.2796 |
1.2796 |
1.2666 |
1.2732 |
| PP |
1.2668 |
1.2668 |
1.2668 |
1.2636 |
| S1 |
1.2512 |
1.2512 |
1.2614 |
1.2448 |
| S2 |
1.2384 |
1.2384 |
1.2588 |
|
| S3 |
1.2100 |
1.2228 |
1.2562 |
|
| S4 |
1.1816 |
1.1944 |
1.2484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2763 |
1.2589 |
0.0174 |
1.4% |
0.0089 |
0.7% |
54% |
False |
False |
87,057 |
| 10 |
1.2877 |
1.2540 |
0.0337 |
2.7% |
0.0124 |
1.0% |
42% |
False |
False |
69,795 |
| 20 |
1.3000 |
1.2540 |
0.0460 |
3.6% |
0.0113 |
0.9% |
31% |
False |
False |
35,819 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.7% |
0.0114 |
0.9% |
20% |
False |
False |
18,376 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0100 |
0.8% |
18% |
False |
False |
12,318 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.7% |
0.0091 |
0.7% |
17% |
False |
False |
9,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3043 |
|
2.618 |
1.2925 |
|
1.618 |
1.2853 |
|
1.000 |
1.2809 |
|
0.618 |
1.2781 |
|
HIGH |
1.2737 |
|
0.618 |
1.2709 |
|
0.500 |
1.2701 |
|
0.382 |
1.2693 |
|
LOW |
1.2665 |
|
0.618 |
1.2621 |
|
1.000 |
1.2593 |
|
1.618 |
1.2549 |
|
2.618 |
1.2477 |
|
4.250 |
1.2359 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2701 |
1.2699 |
| PP |
1.2695 |
1.2694 |
| S1 |
1.2689 |
1.2688 |
|