CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2695 |
-0.0041 |
-0.3% |
1.2647 |
| High |
1.2773 |
1.2727 |
-0.0046 |
-0.4% |
1.2766 |
| Low |
1.2683 |
1.2666 |
-0.0017 |
-0.1% |
1.2635 |
| Close |
1.2699 |
1.2696 |
-0.0003 |
0.0% |
1.2688 |
| Range |
0.0090 |
0.0061 |
-0.0029 |
-32.2% |
0.0131 |
| ATR |
0.0110 |
0.0106 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
31,716 |
71,803 |
40,087 |
126.4% |
430,835 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2849 |
1.2730 |
|
| R3 |
1.2818 |
1.2788 |
1.2713 |
|
| R2 |
1.2757 |
1.2757 |
1.2707 |
|
| R1 |
1.2727 |
1.2727 |
1.2702 |
1.2742 |
| PP |
1.2696 |
1.2696 |
1.2696 |
1.2704 |
| S1 |
1.2666 |
1.2666 |
1.2690 |
1.2681 |
| S2 |
1.2635 |
1.2635 |
1.2685 |
|
| S3 |
1.2574 |
1.2605 |
1.2679 |
|
| S4 |
1.2513 |
1.2544 |
1.2662 |
|
|
| 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 |
1.2666 |
0.0125 |
1.0% |
0.0086 |
0.7% |
24% |
False |
True |
64,837 |
| 10 |
1.2791 |
1.2589 |
0.0202 |
1.6% |
0.0088 |
0.7% |
53% |
False |
False |
75,947 |
| 20 |
1.2912 |
1.2540 |
0.0372 |
2.9% |
0.0112 |
0.9% |
42% |
False |
False |
51,906 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.6% |
0.0115 |
0.9% |
22% |
False |
False |
26,423 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0101 |
0.8% |
19% |
False |
False |
17,716 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.6% |
0.0094 |
0.7% |
18% |
False |
False |
13,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2986 |
|
2.618 |
1.2887 |
|
1.618 |
1.2826 |
|
1.000 |
1.2788 |
|
0.618 |
1.2765 |
|
HIGH |
1.2727 |
|
0.618 |
1.2704 |
|
0.500 |
1.2697 |
|
0.382 |
1.2689 |
|
LOW |
1.2666 |
|
0.618 |
1.2628 |
|
1.000 |
1.2605 |
|
1.618 |
1.2567 |
|
2.618 |
1.2506 |
|
4.250 |
1.2407 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2697 |
1.2729 |
| PP |
1.2696 |
1.2718 |
| S1 |
1.2696 |
1.2707 |
|