CME British Pound Future March 2019


Trading Metrics calculated at close of trading on 07-Jan-2019
Day Change Summary
Previous Current
04-Jan-2019 07-Jan-2019 Change Change % Previous Week
Open 1.2679 1.2780 0.0101 0.8% 1.2751
High 1.2790 1.2832 0.0042 0.3% 1.2862
Low 1.2659 1.2764 0.0105 0.8% 1.2512
Close 1.2784 1.2815 0.0031 0.2% 1.2784
Range 0.0131 0.0068 -0.0063 -48.1% 0.0350
ATR 0.0118 0.0115 -0.0004 -3.0% 0.0000
Volume 97,488 69,943 -27,545 -28.3% 367,228
Daily Pivots for day following 07-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.3008 1.2979 1.2852
R3 1.2940 1.2911 1.2834
R2 1.2872 1.2872 1.2827
R1 1.2843 1.2843 1.2821 1.2858
PP 1.2804 1.2804 1.2804 1.2811
S1 1.2775 1.2775 1.2809 1.2790
S2 1.2736 1.2736 1.2803
S3 1.2668 1.2707 1.2796
S4 1.2600 1.2639 1.2778
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% 0.0141 1.1% 87% False False 87,434
10 1.2862 1.2512 0.0350 2.7% 0.0112 0.9% 87% False False 72,445
20 1.2862 1.2512 0.0350 2.7% 0.0117 0.9% 87% False False 74,733
40 1.3228 1.2512 0.0716 5.6% 0.0118 0.9% 42% False False 38,650
60 1.3356 1.2512 0.0844 6.6% 0.0108 0.8% 36% False False 25,949
80 1.3384 1.2512 0.0872 6.8% 0.0099 0.8% 35% False False 19,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3121
2.618 1.3010
1.618 1.2942
1.000 1.2900
0.618 1.2874
HIGH 1.2832
0.618 1.2806
0.500 1.2798
0.382 1.2790
LOW 1.2764
0.618 1.2722
1.000 1.2696
1.618 1.2654
2.618 1.2586
4.250 1.2475
Fisher Pivots for day following 07-Jan-2019
Pivot 1 day 3 day
R1 1.2809 1.2767
PP 1.2804 1.2720
S1 1.2798 1.2672

These figures are updated between 7pm and 10pm EST after a trading day.

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