CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3064 |
1.3048 |
-0.0016 |
-0.1% |
1.2921 |
| High |
1.3111 |
1.3095 |
-0.0016 |
-0.1% |
1.3127 |
| Low |
1.3041 |
1.2983 |
-0.0058 |
-0.4% |
1.2909 |
| Close |
1.3054 |
1.3076 |
0.0022 |
0.2% |
1.3076 |
| Range |
0.0070 |
0.0112 |
0.0042 |
60.0% |
0.0218 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.3% |
0.0000 |
| Volume |
120,288 |
88,182 |
-32,106 |
-26.7% |
545,610 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3387 |
1.3344 |
1.3138 |
|
| R3 |
1.3275 |
1.3232 |
1.3107 |
|
| R2 |
1.3163 |
1.3163 |
1.3097 |
|
| R1 |
1.3120 |
1.3120 |
1.3086 |
1.3142 |
| PP |
1.3051 |
1.3051 |
1.3051 |
1.3062 |
| S1 |
1.3008 |
1.3008 |
1.3066 |
1.3030 |
| S2 |
1.2939 |
1.2939 |
1.3055 |
|
| S3 |
1.2827 |
1.2896 |
1.3045 |
|
| S4 |
1.2715 |
1.2784 |
1.3014 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3602 |
1.3196 |
|
| R3 |
1.3473 |
1.3384 |
1.3136 |
|
| R2 |
1.3255 |
1.3255 |
1.3116 |
|
| R1 |
1.3166 |
1.3166 |
1.3096 |
1.3211 |
| PP |
1.3037 |
1.3037 |
1.3037 |
1.3060 |
| S1 |
1.2948 |
1.2948 |
1.3056 |
1.2993 |
| S2 |
1.2819 |
1.2819 |
1.3036 |
|
| S3 |
1.2601 |
1.2730 |
1.3016 |
|
| S4 |
1.2383 |
1.2512 |
1.2956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3127 |
1.2803 |
0.0324 |
2.5% |
0.0115 |
0.9% |
84% |
False |
False |
131,590 |
| 10 |
1.3127 |
1.2791 |
0.0336 |
2.6% |
0.0102 |
0.8% |
85% |
False |
False |
113,376 |
| 20 |
1.3252 |
1.2791 |
0.0461 |
3.5% |
0.0102 |
0.8% |
62% |
False |
False |
107,751 |
| 40 |
1.3252 |
1.2512 |
0.0740 |
5.7% |
0.0112 |
0.9% |
76% |
False |
False |
103,025 |
| 60 |
1.3252 |
1.2512 |
0.0740 |
5.7% |
0.0113 |
0.9% |
76% |
False |
False |
84,280 |
| 80 |
1.3257 |
1.2512 |
0.0745 |
5.7% |
0.0113 |
0.9% |
76% |
False |
False |
63,436 |
| 100 |
1.3356 |
1.2512 |
0.0844 |
6.5% |
0.0106 |
0.8% |
67% |
False |
False |
50,805 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.7% |
0.0099 |
0.8% |
65% |
False |
False |
42,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3571 |
|
2.618 |
1.3388 |
|
1.618 |
1.3276 |
|
1.000 |
1.3207 |
|
0.618 |
1.3164 |
|
HIGH |
1.3095 |
|
0.618 |
1.3052 |
|
0.500 |
1.3039 |
|
0.382 |
1.3026 |
|
LOW |
1.2983 |
|
0.618 |
1.2914 |
|
1.000 |
1.2871 |
|
1.618 |
1.2802 |
|
2.618 |
1.2690 |
|
4.250 |
1.2507 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3064 |
1.3069 |
| PP |
1.3051 |
1.3062 |
| S1 |
1.3039 |
1.3055 |
|