CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2751 |
1.2799 |
0.0048 |
0.4% |
1.2701 |
| High |
1.2862 |
1.2820 |
-0.0042 |
-0.3% |
1.2791 |
| Low |
1.2727 |
1.2627 |
-0.0100 |
-0.8% |
1.2666 |
| Close |
1.2790 |
1.2656 |
-0.0134 |
-1.0% |
1.2740 |
| Range |
0.0135 |
0.0193 |
0.0058 |
43.0% |
0.0125 |
| ATR |
0.0106 |
0.0112 |
0.0006 |
5.9% |
0.0000 |
| Volume |
68,614 |
102,778 |
34,164 |
49.8% |
205,194 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3280 |
1.3161 |
1.2762 |
|
| R3 |
1.3087 |
1.2968 |
1.2709 |
|
| R2 |
1.2894 |
1.2894 |
1.2691 |
|
| R1 |
1.2775 |
1.2775 |
1.2674 |
1.2738 |
| PP |
1.2701 |
1.2701 |
1.2701 |
1.2683 |
| S1 |
1.2582 |
1.2582 |
1.2638 |
1.2545 |
| S2 |
1.2508 |
1.2508 |
1.2621 |
|
| S3 |
1.2315 |
1.2389 |
1.2603 |
|
| S4 |
1.2122 |
1.2196 |
1.2550 |
|
|
| 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 |
1.2627 |
0.0235 |
1.9% |
0.0110 |
0.9% |
12% |
False |
True |
66,497 |
| 10 |
1.2862 |
1.2627 |
0.0235 |
1.9% |
0.0100 |
0.8% |
12% |
False |
True |
72,187 |
| 20 |
1.2912 |
1.2540 |
0.0372 |
2.9% |
0.0119 |
0.9% |
31% |
False |
False |
62,849 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.7% |
0.0114 |
0.9% |
16% |
False |
False |
32,056 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0105 |
0.8% |
14% |
False |
False |
21,522 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.7% |
0.0096 |
0.8% |
14% |
False |
False |
16,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3640 |
|
2.618 |
1.3325 |
|
1.618 |
1.3132 |
|
1.000 |
1.3013 |
|
0.618 |
1.2939 |
|
HIGH |
1.2820 |
|
0.618 |
1.2746 |
|
0.500 |
1.2724 |
|
0.382 |
1.2701 |
|
LOW |
1.2627 |
|
0.618 |
1.2508 |
|
1.000 |
1.2434 |
|
1.618 |
1.2315 |
|
2.618 |
1.2122 |
|
4.250 |
1.1807 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2724 |
1.2745 |
| PP |
1.2701 |
1.2715 |
| S1 |
1.2679 |
1.2686 |
|