CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2842 |
1.2786 |
-0.0056 |
-0.4% |
1.2780 |
| High |
1.2843 |
1.2907 |
0.0064 |
0.5% |
1.2907 |
| Low |
1.2769 |
1.2749 |
-0.0020 |
-0.2% |
1.2749 |
| Close |
1.2786 |
1.2887 |
0.0101 |
0.8% |
1.2887 |
| Range |
0.0074 |
0.0158 |
0.0084 |
113.5% |
0.0158 |
| ATR |
0.0109 |
0.0112 |
0.0004 |
3.2% |
0.0000 |
| Volume |
84,791 |
133,715 |
48,924 |
57.7% |
463,670 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3322 |
1.3262 |
1.2974 |
|
| R3 |
1.3164 |
1.3104 |
1.2930 |
|
| R2 |
1.3006 |
1.3006 |
1.2916 |
|
| R1 |
1.2946 |
1.2946 |
1.2901 |
1.2976 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2863 |
| S1 |
1.2788 |
1.2788 |
1.2873 |
1.2818 |
| S2 |
1.2690 |
1.2690 |
1.2858 |
|
| S3 |
1.2532 |
1.2630 |
1.2844 |
|
| S4 |
1.2374 |
1.2472 |
1.2800 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3322 |
1.3262 |
1.2974 |
|
| R3 |
1.3164 |
1.3104 |
1.2930 |
|
| R2 |
1.3006 |
1.3006 |
1.2916 |
|
| R1 |
1.2946 |
1.2946 |
1.2901 |
1.2976 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2863 |
| S1 |
1.2788 |
1.2788 |
1.2873 |
1.2818 |
| S2 |
1.2690 |
1.2690 |
1.2858 |
|
| S3 |
1.2532 |
1.2630 |
1.2844 |
|
| S4 |
1.2374 |
1.2472 |
1.2800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2907 |
1.2749 |
0.0158 |
1.2% |
0.0096 |
0.7% |
87% |
True |
True |
92,734 |
| 10 |
1.2907 |
1.2512 |
0.0395 |
3.1% |
0.0119 |
0.9% |
95% |
True |
False |
88,847 |
| 20 |
1.2907 |
1.2512 |
0.0395 |
3.1% |
0.0104 |
0.8% |
95% |
True |
False |
82,397 |
| 40 |
1.3150 |
1.2512 |
0.0638 |
5.0% |
0.0116 |
0.9% |
59% |
False |
False |
48,453 |
| 60 |
1.3257 |
1.2512 |
0.0745 |
5.8% |
0.0110 |
0.9% |
50% |
False |
False |
32,505 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0102 |
0.8% |
43% |
False |
False |
24,400 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0091 |
0.7% |
43% |
False |
False |
19,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3579 |
|
2.618 |
1.3321 |
|
1.618 |
1.3163 |
|
1.000 |
1.3065 |
|
0.618 |
1.3005 |
|
HIGH |
1.2907 |
|
0.618 |
1.2847 |
|
0.500 |
1.2828 |
|
0.382 |
1.2809 |
|
LOW |
1.2749 |
|
0.618 |
1.2651 |
|
1.000 |
1.2591 |
|
1.618 |
1.2493 |
|
2.618 |
1.2335 |
|
4.250 |
1.2078 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2867 |
1.2867 |
| PP |
1.2848 |
1.2848 |
| S1 |
1.2828 |
1.2828 |
|