CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2786 |
1.2903 |
0.0117 |
0.9% |
1.2780 |
| High |
1.2907 |
1.2971 |
0.0064 |
0.5% |
1.2907 |
| Low |
1.2749 |
1.2858 |
0.0109 |
0.9% |
1.2749 |
| Close |
1.2887 |
1.2907 |
0.0020 |
0.2% |
1.2887 |
| Range |
0.0158 |
0.0113 |
-0.0045 |
-28.5% |
0.0158 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.1% |
0.0000 |
| Volume |
133,715 |
109,167 |
-24,548 |
-18.4% |
463,670 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3251 |
1.3192 |
1.2969 |
|
| R3 |
1.3138 |
1.3079 |
1.2938 |
|
| R2 |
1.3025 |
1.3025 |
1.2928 |
|
| R1 |
1.2966 |
1.2966 |
1.2917 |
1.2996 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2927 |
| S1 |
1.2853 |
1.2853 |
1.2897 |
1.2883 |
| S2 |
1.2799 |
1.2799 |
1.2886 |
|
| S3 |
1.2686 |
1.2740 |
1.2876 |
|
| S4 |
1.2573 |
1.2627 |
1.2845 |
|
|
| 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 |
1.2971 |
1.2749 |
0.0222 |
1.7% |
0.0105 |
0.8% |
71% |
True |
False |
100,578 |
| 10 |
1.2971 |
1.2512 |
0.0459 |
3.6% |
0.0123 |
1.0% |
86% |
True |
False |
94,006 |
| 20 |
1.2971 |
1.2512 |
0.0459 |
3.6% |
0.0106 |
0.8% |
86% |
True |
False |
83,879 |
| 40 |
1.3106 |
1.2512 |
0.0594 |
4.6% |
0.0115 |
0.9% |
66% |
False |
False |
51,112 |
| 60 |
1.3257 |
1.2512 |
0.0745 |
5.8% |
0.0111 |
0.9% |
53% |
False |
False |
34,316 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0103 |
0.8% |
45% |
False |
False |
25,764 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0092 |
0.7% |
45% |
False |
False |
20,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3451 |
|
2.618 |
1.3267 |
|
1.618 |
1.3154 |
|
1.000 |
1.3084 |
|
0.618 |
1.3041 |
|
HIGH |
1.2971 |
|
0.618 |
1.2928 |
|
0.500 |
1.2915 |
|
0.382 |
1.2901 |
|
LOW |
1.2858 |
|
0.618 |
1.2788 |
|
1.000 |
1.2745 |
|
1.618 |
1.2675 |
|
2.618 |
1.2562 |
|
4.250 |
1.2378 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2915 |
1.2891 |
| PP |
1.2912 |
1.2876 |
| S1 |
1.2910 |
1.2860 |
|