CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2690 |
1.2751 |
0.0061 |
0.5% |
1.2701 |
| High |
1.2756 |
1.2862 |
0.0106 |
0.8% |
1.2791 |
| Low |
1.2683 |
1.2727 |
0.0044 |
0.3% |
1.2666 |
| Close |
1.2740 |
1.2790 |
0.0050 |
0.4% |
1.2740 |
| Range |
0.0073 |
0.0135 |
0.0062 |
84.9% |
0.0125 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.1% |
0.0000 |
| Volume |
57,575 |
68,614 |
11,039 |
19.2% |
205,194 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3198 |
1.3129 |
1.2864 |
|
| R3 |
1.3063 |
1.2994 |
1.2827 |
|
| R2 |
1.2928 |
1.2928 |
1.2815 |
|
| R1 |
1.2859 |
1.2859 |
1.2802 |
1.2894 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2810 |
| S1 |
1.2724 |
1.2724 |
1.2778 |
1.2759 |
| S2 |
1.2658 |
1.2658 |
1.2765 |
|
| S3 |
1.2523 |
1.2589 |
1.2753 |
|
| S4 |
1.2388 |
1.2454 |
1.2716 |
|
|
| 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 |
1.2862 |
1.2666 |
0.0196 |
1.5% |
0.0093 |
0.7% |
63% |
True |
False |
54,761 |
| 10 |
1.2862 |
1.2635 |
0.0227 |
1.8% |
0.0088 |
0.7% |
68% |
True |
False |
70,464 |
| 20 |
1.2912 |
1.2540 |
0.0372 |
2.9% |
0.0115 |
0.9% |
67% |
False |
False |
57,862 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.6% |
0.0111 |
0.9% |
35% |
False |
False |
29,527 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0102 |
0.8% |
31% |
False |
False |
19,809 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.6% |
0.0095 |
0.7% |
30% |
False |
False |
14,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3436 |
|
2.618 |
1.3215 |
|
1.618 |
1.3080 |
|
1.000 |
1.2997 |
|
0.618 |
1.2945 |
|
HIGH |
1.2862 |
|
0.618 |
1.2810 |
|
0.500 |
1.2795 |
|
0.382 |
1.2779 |
|
LOW |
1.2727 |
|
0.618 |
1.2644 |
|
1.000 |
1.2592 |
|
1.618 |
1.2509 |
|
2.618 |
1.2374 |
|
4.250 |
1.2153 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2781 |
| PP |
1.2793 |
1.2773 |
| S1 |
1.2792 |
1.2764 |
|