CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2628 |
1.2679 |
0.0051 |
0.4% |
1.2751 |
| High |
1.2692 |
1.2790 |
0.0098 |
0.8% |
1.2862 |
| Low |
1.2512 |
1.2659 |
0.0147 |
1.2% |
1.2512 |
| Close |
1.2676 |
1.2784 |
0.0108 |
0.9% |
1.2784 |
| Range |
0.0180 |
0.0131 |
-0.0049 |
-27.2% |
0.0350 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.8% |
0.0000 |
| Volume |
98,348 |
97,488 |
-860 |
-0.9% |
367,228 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3092 |
1.2856 |
|
| R3 |
1.3006 |
1.2961 |
1.2820 |
|
| R2 |
1.2875 |
1.2875 |
1.2808 |
|
| R1 |
1.2830 |
1.2830 |
1.2796 |
1.2853 |
| PP |
1.2744 |
1.2744 |
1.2744 |
1.2756 |
| S1 |
1.2699 |
1.2699 |
1.2772 |
1.2722 |
| S2 |
1.2613 |
1.2613 |
1.2760 |
|
| S3 |
1.2482 |
1.2568 |
1.2748 |
|
| S4 |
1.2351 |
1.2437 |
1.2712 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3769 |
1.3627 |
1.2977 |
|
| R3 |
1.3419 |
1.3277 |
1.2880 |
|
| R2 |
1.3069 |
1.3069 |
1.2848 |
|
| R1 |
1.2927 |
1.2927 |
1.2816 |
1.2998 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2755 |
| S1 |
1.2577 |
1.2577 |
1.2752 |
1.2648 |
| S2 |
1.2369 |
1.2369 |
1.2720 |
|
| S3 |
1.2019 |
1.2227 |
1.2688 |
|
| S4 |
1.1669 |
1.1877 |
1.2592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0142 |
1.1% |
78% |
False |
False |
84,960 |
| 10 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0114 |
0.9% |
78% |
False |
False |
74,899 |
| 20 |
1.2877 |
1.2512 |
0.0365 |
2.9% |
0.0119 |
0.9% |
75% |
False |
False |
72,347 |
| 40 |
1.3257 |
1.2512 |
0.0745 |
5.8% |
0.0119 |
0.9% |
37% |
False |
False |
36,907 |
| 60 |
1.3356 |
1.2512 |
0.0844 |
6.6% |
0.0107 |
0.8% |
32% |
False |
False |
24,785 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0099 |
0.8% |
31% |
False |
False |
18,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3347 |
|
2.618 |
1.3133 |
|
1.618 |
1.3002 |
|
1.000 |
1.2921 |
|
0.618 |
1.2871 |
|
HIGH |
1.2790 |
|
0.618 |
1.2740 |
|
0.500 |
1.2725 |
|
0.382 |
1.2709 |
|
LOW |
1.2659 |
|
0.618 |
1.2578 |
|
1.000 |
1.2528 |
|
1.618 |
1.2447 |
|
2.618 |
1.2316 |
|
4.250 |
1.2102 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2764 |
1.2745 |
| PP |
1.2744 |
1.2705 |
| S1 |
1.2725 |
1.2666 |
|