CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2780 |
1.2829 |
0.0049 |
0.4% |
1.2751 |
| High |
1.2832 |
1.2841 |
0.0009 |
0.1% |
1.2862 |
| Low |
1.2764 |
1.2750 |
-0.0014 |
-0.1% |
1.2512 |
| Close |
1.2815 |
1.2761 |
-0.0054 |
-0.4% |
1.2784 |
| Range |
0.0068 |
0.0091 |
0.0023 |
33.8% |
0.0350 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
69,943 |
72,381 |
2,438 |
3.5% |
367,228 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3057 |
1.3000 |
1.2811 |
|
| R3 |
1.2966 |
1.2909 |
1.2786 |
|
| R2 |
1.2875 |
1.2875 |
1.2778 |
|
| R1 |
1.2818 |
1.2818 |
1.2769 |
1.2801 |
| PP |
1.2784 |
1.2784 |
1.2784 |
1.2776 |
| S1 |
1.2727 |
1.2727 |
1.2753 |
1.2710 |
| S2 |
1.2693 |
1.2693 |
1.2744 |
|
| S3 |
1.2602 |
1.2636 |
1.2736 |
|
| S4 |
1.2511 |
1.2545 |
1.2711 |
|
|
| 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 |
1.2841 |
1.2512 |
0.0329 |
2.6% |
0.0133 |
1.0% |
76% |
True |
False |
88,187 |
| 10 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0113 |
0.9% |
71% |
False |
False |
71,474 |
| 20 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0118 |
0.9% |
71% |
False |
False |
78,129 |
| 40 |
1.3150 |
1.2512 |
0.0638 |
5.0% |
0.0118 |
0.9% |
39% |
False |
False |
40,459 |
| 60 |
1.3356 |
1.2512 |
0.0844 |
6.6% |
0.0108 |
0.8% |
30% |
False |
False |
27,154 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0099 |
0.8% |
29% |
False |
False |
20,384 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0088 |
0.7% |
29% |
False |
False |
16,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3228 |
|
2.618 |
1.3079 |
|
1.618 |
1.2988 |
|
1.000 |
1.2932 |
|
0.618 |
1.2897 |
|
HIGH |
1.2841 |
|
0.618 |
1.2806 |
|
0.500 |
1.2796 |
|
0.382 |
1.2785 |
|
LOW |
1.2750 |
|
0.618 |
1.2694 |
|
1.000 |
1.2659 |
|
1.618 |
1.2603 |
|
2.618 |
1.2512 |
|
4.250 |
1.2363 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2796 |
1.2757 |
| PP |
1.2784 |
1.2754 |
| S1 |
1.2773 |
1.2750 |
|