CME British Pound Future March 2019
Trading Metrics calculated at close of trading on 24-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
1.2714 |
1.2701 |
-0.0013 |
-0.1% |
1.2647 |
High |
1.2752 |
1.2791 |
0.0039 |
0.3% |
1.2766 |
Low |
1.2670 |
1.2687 |
0.0017 |
0.1% |
1.2635 |
Close |
1.2688 |
1.2771 |
0.0083 |
0.7% |
1.2688 |
Range |
0.0082 |
0.0104 |
0.0022 |
26.8% |
0.0131 |
ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
82,092 |
44,100 |
-37,992 |
-46.3% |
430,835 |
|
Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3062 |
1.3020 |
1.2828 |
|
R3 |
1.2958 |
1.2916 |
1.2800 |
|
R2 |
1.2854 |
1.2854 |
1.2790 |
|
R1 |
1.2812 |
1.2812 |
1.2781 |
1.2833 |
PP |
1.2750 |
1.2750 |
1.2750 |
1.2760 |
S1 |
1.2708 |
1.2708 |
1.2761 |
1.2729 |
S2 |
1.2646 |
1.2646 |
1.2752 |
|
S3 |
1.2542 |
1.2604 |
1.2742 |
|
S4 |
1.2438 |
1.2500 |
1.2714 |
|
|
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 |
1.2791 |
1.2665 |
0.0126 |
1.0% |
0.0089 |
0.7% |
84% |
True |
False |
77,877 |
10 |
1.2791 |
1.2540 |
0.0251 |
2.0% |
0.0108 |
0.8% |
92% |
True |
False |
80,911 |
20 |
1.2914 |
1.2540 |
0.0374 |
2.9% |
0.0114 |
0.9% |
62% |
False |
False |
46,789 |
40 |
1.3257 |
1.2540 |
0.0717 |
5.6% |
0.0114 |
0.9% |
32% |
False |
False |
23,848 |
60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0101 |
0.8% |
28% |
False |
False |
15,992 |
80 |
1.3384 |
1.2540 |
0.0844 |
6.6% |
0.0092 |
0.7% |
27% |
False |
False |
12,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3233 |
2.618 |
1.3063 |
1.618 |
1.2959 |
1.000 |
1.2895 |
0.618 |
1.2855 |
HIGH |
1.2791 |
0.618 |
1.2751 |
0.500 |
1.2739 |
0.382 |
1.2727 |
LOW |
1.2687 |
0.618 |
1.2623 |
1.000 |
1.2583 |
1.618 |
1.2519 |
2.618 |
1.2415 |
4.250 |
1.2245 |
|
|
Fisher Pivots for day following 24-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2760 |
1.2758 |
PP |
1.2750 |
1.2744 |
S1 |
1.2739 |
1.2731 |
|