CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2921 |
1.3081 |
0.0160 |
1.2% |
1.2955 |
| High |
1.3091 |
1.3127 |
0.0036 |
0.3% |
1.2981 |
| Low |
1.2909 |
1.3029 |
0.0120 |
0.9% |
1.2791 |
| Close |
1.3084 |
1.3078 |
-0.0006 |
0.0% |
1.2905 |
| Range |
0.0182 |
0.0098 |
-0.0084 |
-46.2% |
0.0190 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
190,147 |
146,993 |
-43,154 |
-22.7% |
524,685 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3372 |
1.3323 |
1.3132 |
|
| R3 |
1.3274 |
1.3225 |
1.3105 |
|
| R2 |
1.3176 |
1.3176 |
1.3096 |
|
| R1 |
1.3127 |
1.3127 |
1.3087 |
1.3103 |
| PP |
1.3078 |
1.3078 |
1.3078 |
1.3066 |
| S1 |
1.3029 |
1.3029 |
1.3069 |
1.3005 |
| S2 |
1.2980 |
1.2980 |
1.3060 |
|
| S3 |
1.2882 |
1.2931 |
1.3051 |
|
| S4 |
1.2784 |
1.2833 |
1.3024 |
|
|
| 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 |
1.3127 |
1.2791 |
0.0336 |
2.6% |
0.0123 |
0.9% |
85% |
True |
False |
135,367 |
| 10 |
1.3127 |
1.2791 |
0.0336 |
2.6% |
0.0104 |
0.8% |
85% |
True |
False |
110,115 |
| 20 |
1.3252 |
1.2791 |
0.0461 |
3.5% |
0.0104 |
0.8% |
62% |
False |
False |
107,947 |
| 40 |
1.3252 |
1.2512 |
0.0740 |
5.7% |
0.0112 |
0.9% |
76% |
False |
False |
100,968 |
| 60 |
1.3252 |
1.2512 |
0.0740 |
5.7% |
0.0113 |
0.9% |
76% |
False |
False |
80,822 |
| 80 |
1.3257 |
1.2512 |
0.0745 |
5.7% |
0.0113 |
0.9% |
76% |
False |
False |
60,851 |
| 100 |
1.3356 |
1.2512 |
0.0844 |
6.5% |
0.0105 |
0.8% |
67% |
False |
False |
48,723 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.7% |
0.0099 |
0.8% |
65% |
False |
False |
40,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3544 |
|
2.618 |
1.3384 |
|
1.618 |
1.3286 |
|
1.000 |
1.3225 |
|
0.618 |
1.3188 |
|
HIGH |
1.3127 |
|
0.618 |
1.3090 |
|
0.500 |
1.3078 |
|
0.382 |
1.3066 |
|
LOW |
1.3029 |
|
0.618 |
1.2968 |
|
1.000 |
1.2931 |
|
1.618 |
1.2870 |
|
2.618 |
1.2772 |
|
4.250 |
1.2613 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3078 |
1.3040 |
| PP |
1.3078 |
1.3003 |
| S1 |
1.3078 |
1.2965 |
|