CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2701 |
1.2679 |
-0.0022 |
-0.2% |
1.2777 |
| High |
1.2737 |
1.2766 |
0.0029 |
0.2% |
1.2824 |
| Low |
1.2665 |
1.2671 |
0.0006 |
0.0% |
1.2540 |
| Close |
1.2683 |
1.2729 |
0.0046 |
0.4% |
1.2640 |
| Range |
0.0072 |
0.0095 |
0.0023 |
31.9% |
0.0284 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
86,683 |
94,477 |
7,794 |
9.0% |
417,012 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3007 |
1.2963 |
1.2781 |
|
| R3 |
1.2912 |
1.2868 |
1.2755 |
|
| R2 |
1.2817 |
1.2817 |
1.2746 |
|
| R1 |
1.2773 |
1.2773 |
1.2738 |
1.2795 |
| PP |
1.2722 |
1.2722 |
1.2722 |
1.2733 |
| S1 |
1.2678 |
1.2678 |
1.2720 |
1.2700 |
| S2 |
1.2627 |
1.2627 |
1.2712 |
|
| S3 |
1.2532 |
1.2583 |
1.2703 |
|
| S4 |
1.2437 |
1.2488 |
1.2677 |
|
|
| 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 |
1.2766 |
1.2589 |
0.0177 |
1.4% |
0.0093 |
0.7% |
79% |
True |
False |
90,045 |
| 10 |
1.2855 |
1.2540 |
0.0315 |
2.5% |
0.0123 |
1.0% |
60% |
False |
False |
77,021 |
| 20 |
1.3000 |
1.2540 |
0.0460 |
3.6% |
0.0115 |
0.9% |
41% |
False |
False |
40,528 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.6% |
0.0114 |
0.9% |
26% |
False |
False |
20,734 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0101 |
0.8% |
23% |
False |
False |
13,892 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.6% |
0.0092 |
0.7% |
22% |
False |
False |
10,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3170 |
|
2.618 |
1.3015 |
|
1.618 |
1.2920 |
|
1.000 |
1.2861 |
|
0.618 |
1.2825 |
|
HIGH |
1.2766 |
|
0.618 |
1.2730 |
|
0.500 |
1.2719 |
|
0.382 |
1.2707 |
|
LOW |
1.2671 |
|
0.618 |
1.2612 |
|
1.000 |
1.2576 |
|
1.618 |
1.2517 |
|
2.618 |
1.2422 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2726 |
1.2725 |
| PP |
1.2722 |
1.2720 |
| S1 |
1.2719 |
1.2716 |
|