CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2829 |
1.2760 |
-0.0069 |
-0.5% |
1.2751 |
| High |
1.2841 |
1.2848 |
0.0007 |
0.1% |
1.2862 |
| Low |
1.2750 |
1.2757 |
0.0007 |
0.1% |
1.2512 |
| Close |
1.2761 |
1.2839 |
0.0078 |
0.6% |
1.2784 |
| Range |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0350 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
72,381 |
102,840 |
30,459 |
42.1% |
367,228 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3088 |
1.3054 |
1.2889 |
|
| R3 |
1.2997 |
1.2963 |
1.2864 |
|
| R2 |
1.2906 |
1.2906 |
1.2856 |
|
| R1 |
1.2872 |
1.2872 |
1.2847 |
1.2889 |
| PP |
1.2815 |
1.2815 |
1.2815 |
1.2823 |
| S1 |
1.2781 |
1.2781 |
1.2831 |
1.2798 |
| S2 |
1.2724 |
1.2724 |
1.2822 |
|
| S3 |
1.2633 |
1.2690 |
1.2814 |
|
| S4 |
1.2542 |
1.2599 |
1.2789 |
|
|
| 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 |
1.2848 |
1.2512 |
0.0336 |
2.6% |
0.0112 |
0.9% |
97% |
True |
False |
88,200 |
| 10 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0111 |
0.9% |
93% |
False |
False |
77,348 |
| 20 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0110 |
0.9% |
93% |
False |
False |
79,129 |
| 40 |
1.3150 |
1.2512 |
0.0638 |
5.0% |
0.0118 |
0.9% |
51% |
False |
False |
43,023 |
| 60 |
1.3320 |
1.2512 |
0.0808 |
6.3% |
0.0108 |
0.8% |
40% |
False |
False |
28,864 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0099 |
0.8% |
38% |
False |
False |
21,669 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0089 |
0.7% |
38% |
False |
False |
17,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3235 |
|
2.618 |
1.3086 |
|
1.618 |
1.2995 |
|
1.000 |
1.2939 |
|
0.618 |
1.2904 |
|
HIGH |
1.2848 |
|
0.618 |
1.2813 |
|
0.500 |
1.2803 |
|
0.382 |
1.2792 |
|
LOW |
1.2757 |
|
0.618 |
1.2701 |
|
1.000 |
1.2666 |
|
1.618 |
1.2610 |
|
2.618 |
1.2519 |
|
4.250 |
1.2370 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2827 |
1.2826 |
| PP |
1.2815 |
1.2812 |
| S1 |
1.2803 |
1.2799 |
|