CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2695 |
1.2690 |
-0.0005 |
0.0% |
1.2701 |
| High |
1.2727 |
1.2756 |
0.0029 |
0.2% |
1.2791 |
| Low |
1.2666 |
1.2683 |
0.0017 |
0.1% |
1.2666 |
| Close |
1.2696 |
1.2740 |
0.0044 |
0.3% |
1.2740 |
| Range |
0.0061 |
0.0073 |
0.0012 |
19.7% |
0.0125 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
71,803 |
57,575 |
-14,228 |
-19.8% |
205,194 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2916 |
1.2780 |
|
| R3 |
1.2872 |
1.2843 |
1.2760 |
|
| R2 |
1.2799 |
1.2799 |
1.2753 |
|
| R1 |
1.2770 |
1.2770 |
1.2747 |
1.2785 |
| PP |
1.2726 |
1.2726 |
1.2726 |
1.2734 |
| S1 |
1.2697 |
1.2697 |
1.2733 |
1.2712 |
| S2 |
1.2653 |
1.2653 |
1.2727 |
|
| S3 |
1.2580 |
1.2624 |
1.2720 |
|
| S4 |
1.2507 |
1.2551 |
1.2700 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.3049 |
1.2809 |
|
| R3 |
1.2982 |
1.2924 |
1.2774 |
|
| R2 |
1.2857 |
1.2857 |
1.2763 |
|
| R1 |
1.2799 |
1.2799 |
1.2751 |
1.2828 |
| PP |
1.2732 |
1.2732 |
1.2732 |
1.2747 |
| S1 |
1.2674 |
1.2674 |
1.2729 |
1.2703 |
| S2 |
1.2607 |
1.2607 |
1.2717 |
|
| S3 |
1.2482 |
1.2549 |
1.2706 |
|
| S4 |
1.2357 |
1.2424 |
1.2671 |
|
|
| 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% |
0.0082 |
0.6% |
59% |
False |
False |
57,457 |
| 10 |
1.2791 |
1.2589 |
0.0202 |
1.6% |
0.0088 |
0.7% |
75% |
False |
False |
73,751 |
| 20 |
1.2912 |
1.2540 |
0.0372 |
2.9% |
0.0112 |
0.9% |
54% |
False |
False |
54,769 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.6% |
0.0114 |
0.9% |
28% |
False |
False |
27,832 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0102 |
0.8% |
25% |
False |
False |
18,676 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.6% |
0.0093 |
0.7% |
24% |
False |
False |
14,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3066 |
|
2.618 |
1.2947 |
|
1.618 |
1.2874 |
|
1.000 |
1.2829 |
|
0.618 |
1.2801 |
|
HIGH |
1.2756 |
|
0.618 |
1.2728 |
|
0.500 |
1.2720 |
|
0.382 |
1.2711 |
|
LOW |
1.2683 |
|
0.618 |
1.2638 |
|
1.000 |
1.2610 |
|
1.618 |
1.2565 |
|
2.618 |
1.2492 |
|
4.250 |
1.2373 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2733 |
1.2733 |
| PP |
1.2726 |
1.2726 |
| S1 |
1.2720 |
1.2720 |
|