CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2867 |
1.2815 |
-0.0052 |
-0.4% |
1.2955 |
| High |
1.2896 |
1.2916 |
0.0020 |
0.2% |
1.2981 |
| Low |
1.2791 |
1.2803 |
0.0012 |
0.1% |
1.2791 |
| Close |
1.2819 |
1.2905 |
0.0086 |
0.7% |
1.2905 |
| Range |
0.0105 |
0.0113 |
0.0008 |
7.6% |
0.0190 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.5% |
0.0000 |
| Volume |
105,114 |
112,340 |
7,226 |
6.9% |
524,685 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3214 |
1.3172 |
1.2967 |
|
| R3 |
1.3101 |
1.3059 |
1.2936 |
|
| R2 |
1.2988 |
1.2988 |
1.2926 |
|
| R1 |
1.2946 |
1.2946 |
1.2915 |
1.2967 |
| PP |
1.2875 |
1.2875 |
1.2875 |
1.2885 |
| S1 |
1.2833 |
1.2833 |
1.2895 |
1.2854 |
| S2 |
1.2762 |
1.2762 |
1.2884 |
|
| S3 |
1.2649 |
1.2720 |
1.2874 |
|
| S4 |
1.2536 |
1.2607 |
1.2843 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3462 |
1.3374 |
1.3010 |
|
| R3 |
1.3272 |
1.3184 |
1.2957 |
|
| R2 |
1.3082 |
1.3082 |
1.2940 |
|
| R1 |
1.2994 |
1.2994 |
1.2922 |
1.2943 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2867 |
| S1 |
1.2804 |
1.2804 |
1.2888 |
1.2753 |
| S2 |
1.2702 |
1.2702 |
1.2870 |
|
| S3 |
1.2512 |
1.2614 |
1.2853 |
|
| S4 |
1.2322 |
1.2424 |
1.2801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2981 |
1.2791 |
0.0190 |
1.5% |
0.0101 |
0.8% |
60% |
False |
False |
104,937 |
| 10 |
1.3132 |
1.2791 |
0.0341 |
2.6% |
0.0097 |
0.7% |
33% |
False |
False |
91,704 |
| 20 |
1.3252 |
1.2791 |
0.0461 |
3.6% |
0.0104 |
0.8% |
25% |
False |
False |
103,295 |
| 40 |
1.3252 |
1.2512 |
0.0740 |
5.7% |
0.0110 |
0.8% |
53% |
False |
False |
97,069 |
| 60 |
1.3252 |
1.2512 |
0.0740 |
5.7% |
0.0111 |
0.9% |
53% |
False |
False |
75,227 |
| 80 |
1.3257 |
1.2512 |
0.0745 |
5.8% |
0.0112 |
0.9% |
53% |
False |
False |
56,643 |
| 100 |
1.3356 |
1.2512 |
0.0844 |
6.5% |
0.0104 |
0.8% |
47% |
False |
False |
45,352 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0097 |
0.8% |
45% |
False |
False |
37,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3212 |
|
1.618 |
1.3099 |
|
1.000 |
1.3029 |
|
0.618 |
1.2986 |
|
HIGH |
1.2916 |
|
0.618 |
1.2873 |
|
0.500 |
1.2860 |
|
0.382 |
1.2846 |
|
LOW |
1.2803 |
|
0.618 |
1.2733 |
|
1.000 |
1.2690 |
|
1.618 |
1.2620 |
|
2.618 |
1.2507 |
|
4.250 |
1.2323 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2890 |
1.2899 |
| PP |
1.2875 |
1.2892 |
| S1 |
1.2860 |
1.2886 |
|