CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3071 |
1.3133 |
0.0062 |
0.5% |
1.2921 |
| High |
1.3129 |
1.3302 |
0.0173 |
1.3% |
1.3127 |
| Low |
1.3064 |
1.3130 |
0.0066 |
0.5% |
1.2909 |
| Close |
1.3116 |
1.3287 |
0.0171 |
1.3% |
1.3076 |
| Range |
0.0065 |
0.0172 |
0.0107 |
164.6% |
0.0218 |
| ATR |
0.0105 |
0.0111 |
0.0006 |
5.5% |
0.0000 |
| Volume |
91,701 |
202,398 |
110,697 |
120.7% |
545,610 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3756 |
1.3693 |
1.3382 |
|
| R3 |
1.3584 |
1.3521 |
1.3334 |
|
| R2 |
1.3412 |
1.3412 |
1.3319 |
|
| R1 |
1.3349 |
1.3349 |
1.3303 |
1.3381 |
| PP |
1.3240 |
1.3240 |
1.3240 |
1.3255 |
| S1 |
1.3177 |
1.3177 |
1.3271 |
1.3209 |
| S2 |
1.3068 |
1.3068 |
1.3255 |
|
| S3 |
1.2896 |
1.3005 |
1.3240 |
|
| S4 |
1.2724 |
1.2833 |
1.3192 |
|
|
| 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 |
1.3302 |
1.2983 |
0.0319 |
2.4% |
0.0103 |
0.8% |
95% |
True |
False |
129,912 |
| 10 |
1.3302 |
1.2791 |
0.0511 |
3.8% |
0.0111 |
0.8% |
97% |
True |
False |
126,492 |
| 20 |
1.3302 |
1.2791 |
0.0511 |
3.8% |
0.0102 |
0.8% |
97% |
True |
False |
110,714 |
| 40 |
1.3302 |
1.2512 |
0.0790 |
5.9% |
0.0114 |
0.9% |
98% |
True |
False |
107,790 |
| 60 |
1.3302 |
1.2512 |
0.0790 |
5.9% |
0.0114 |
0.9% |
98% |
True |
False |
89,162 |
| 80 |
1.3302 |
1.2512 |
0.0790 |
5.9% |
0.0115 |
0.9% |
98% |
True |
False |
67,106 |
| 100 |
1.3356 |
1.2512 |
0.0844 |
6.4% |
0.0107 |
0.8% |
92% |
False |
False |
53,746 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.6% |
0.0101 |
0.8% |
89% |
False |
False |
44,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4033 |
|
2.618 |
1.3752 |
|
1.618 |
1.3580 |
|
1.000 |
1.3474 |
|
0.618 |
1.3408 |
|
HIGH |
1.3302 |
|
0.618 |
1.3236 |
|
0.500 |
1.3216 |
|
0.382 |
1.3196 |
|
LOW |
1.3130 |
|
0.618 |
1.3024 |
|
1.000 |
1.2958 |
|
1.618 |
1.2852 |
|
2.618 |
1.2680 |
|
4.250 |
1.2399 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3263 |
1.3239 |
| PP |
1.3240 |
1.3191 |
| S1 |
1.3216 |
1.3143 |
|