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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 6 trading days
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

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

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