CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2900 |
1.2917 |
0.0017 |
0.1% |
1.2780 |
| High |
1.2938 |
1.3039 |
0.0101 |
0.8% |
1.2907 |
| Low |
1.2865 |
1.2869 |
0.0004 |
0.0% |
1.2749 |
| Close |
1.2911 |
1.3026 |
0.0115 |
0.9% |
1.2887 |
| Range |
0.0073 |
0.0170 |
0.0097 |
132.9% |
0.0158 |
| ATR |
0.0118 |
0.0122 |
0.0004 |
3.1% |
0.0000 |
| Volume |
126,336 |
110,283 |
-16,053 |
-12.7% |
463,670 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3488 |
1.3427 |
1.3120 |
|
| R3 |
1.3318 |
1.3257 |
1.3073 |
|
| R2 |
1.3148 |
1.3148 |
1.3057 |
|
| R1 |
1.3087 |
1.3087 |
1.3042 |
1.3118 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2993 |
| S1 |
1.2917 |
1.2917 |
1.3010 |
1.2948 |
| S2 |
1.2808 |
1.2808 |
1.2995 |
|
| S3 |
1.2638 |
1.2747 |
1.2979 |
|
| S4 |
1.2468 |
1.2577 |
1.2933 |
|
|
| 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 |
1.3039 |
1.2707 |
0.0332 |
2.5% |
0.0153 |
1.2% |
96% |
True |
False |
130,244 |
| 10 |
1.3039 |
1.2659 |
0.0380 |
2.9% |
0.0122 |
0.9% |
97% |
True |
False |
107,866 |
| 20 |
1.3039 |
1.2512 |
0.0527 |
4.0% |
0.0115 |
0.9% |
98% |
True |
False |
90,842 |
| 40 |
1.3039 |
1.2512 |
0.0527 |
4.0% |
0.0115 |
0.9% |
98% |
True |
False |
61,194 |
| 60 |
1.3257 |
1.2512 |
0.0745 |
5.7% |
0.0115 |
0.9% |
69% |
False |
False |
41,092 |
| 80 |
1.3356 |
1.2512 |
0.0844 |
6.5% |
0.0104 |
0.8% |
61% |
False |
False |
30,866 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.7% |
0.0096 |
0.7% |
59% |
False |
False |
24,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3484 |
|
1.618 |
1.3314 |
|
1.000 |
1.3209 |
|
0.618 |
1.3144 |
|
HIGH |
1.3039 |
|
0.618 |
1.2974 |
|
0.500 |
1.2954 |
|
0.382 |
1.2934 |
|
LOW |
1.2869 |
|
0.618 |
1.2764 |
|
1.000 |
1.2699 |
|
1.618 |
1.2594 |
|
2.618 |
1.2424 |
|
4.250 |
1.2147 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3002 |
1.2975 |
| PP |
1.2978 |
1.2924 |
| S1 |
1.2954 |
1.2873 |
|