CME British Pound Future March 2019


Trading Metrics calculated at close of trading on 21-Dec-2018
Day Change Summary
Previous Current
20-Dec-2018 21-Dec-2018 Change Change % Previous Week
Open 1.2679 1.2714 0.0035 0.3% 1.2647
High 1.2766 1.2752 -0.0014 -0.1% 1.2766
Low 1.2671 1.2670 -0.0001 0.0% 1.2635
Close 1.2729 1.2688 -0.0041 -0.3% 1.2688
Range 0.0095 0.0082 -0.0013 -13.7% 0.0131
ATR 0.0114 0.0112 -0.0002 -2.0% 0.0000
Volume 94,477 82,092 -12,385 -13.1% 430,835
Daily Pivots for day following 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.2949 1.2901 1.2733
R3 1.2867 1.2819 1.2711
R2 1.2785 1.2785 1.2703
R1 1.2737 1.2737 1.2696 1.2720
PP 1.2703 1.2703 1.2703 1.2695
S1 1.2655 1.2655 1.2680 1.2638
S2 1.2621 1.2621 1.2673
S3 1.2539 1.2573 1.2665
S4 1.2457 1.2491 1.2643
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.3089 1.3020 1.2760
R3 1.2958 1.2889 1.2724
R2 1.2827 1.2827 1.2712
R1 1.2758 1.2758 1.2700 1.2793
PP 1.2696 1.2696 1.2696 1.2714
S1 1.2627 1.2627 1.2676 1.2662
S2 1.2565 1.2565 1.2664
S3 1.2434 1.2496 1.2652
S4 1.2303 1.2365 1.2616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2766 1.2635 0.0131 1.0% 0.0083 0.7% 40% False False 86,167
10 1.2824 1.2540 0.0284 2.2% 0.0123 1.0% 52% False False 84,784
20 1.2932 1.2540 0.0392 3.1% 0.0112 0.9% 38% False False 44,610
40 1.3257 1.2540 0.0717 5.7% 0.0113 0.9% 21% False False 22,764
60 1.3356 1.2540 0.0816 6.4% 0.0101 0.8% 18% False False 15,259
80 1.3384 1.2540 0.0844 6.7% 0.0091 0.7% 18% False False 11,451
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3101
2.618 1.2967
1.618 1.2885
1.000 1.2834
0.618 1.2803
HIGH 1.2752
0.618 1.2721
0.500 1.2711
0.382 1.2701
LOW 1.2670
0.618 1.2619
1.000 1.2588
1.618 1.2537
2.618 1.2455
4.250 1.2322
Fisher Pivots for day following 21-Dec-2018
Pivot 1 day 3 day
R1 1.2711 1.2716
PP 1.2703 1.2706
S1 1.2696 1.2697

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

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