CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3270 |
1.3243 |
-0.0027 |
-0.2% |
1.3071 |
| High |
1.3297 |
1.3264 |
-0.0033 |
-0.2% |
1.3364 |
| Low |
1.3182 |
1.3176 |
-0.0006 |
0.0% |
1.3064 |
| Close |
1.3201 |
1.3180 |
-0.0021 |
-0.2% |
1.3201 |
| Range |
0.0115 |
0.0088 |
-0.0027 |
-23.5% |
0.0300 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
124,707 |
80,836 |
-43,871 |
-35.2% |
692,966 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3471 |
1.3413 |
1.3228 |
|
| R3 |
1.3383 |
1.3325 |
1.3204 |
|
| R2 |
1.3295 |
1.3295 |
1.3196 |
|
| R1 |
1.3237 |
1.3237 |
1.3188 |
1.3222 |
| PP |
1.3207 |
1.3207 |
1.3207 |
1.3199 |
| S1 |
1.3149 |
1.3149 |
1.3172 |
1.3134 |
| S2 |
1.3119 |
1.3119 |
1.3164 |
|
| S3 |
1.3031 |
1.3061 |
1.3156 |
|
| S4 |
1.2943 |
1.2973 |
1.3132 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4110 |
1.3955 |
1.3366 |
|
| R3 |
1.3810 |
1.3655 |
1.3284 |
|
| R2 |
1.3510 |
1.3510 |
1.3256 |
|
| R1 |
1.3355 |
1.3355 |
1.3229 |
1.3433 |
| PP |
1.3210 |
1.3210 |
1.3210 |
1.3248 |
| S1 |
1.3055 |
1.3055 |
1.3174 |
1.3133 |
| S2 |
1.2910 |
1.2910 |
1.3146 |
|
| S3 |
1.2610 |
1.2755 |
1.3119 |
|
| S4 |
1.2310 |
1.2455 |
1.3036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3364 |
1.3130 |
0.0234 |
1.8% |
0.0112 |
0.8% |
21% |
False |
False |
136,420 |
| 10 |
1.3364 |
1.2909 |
0.0455 |
3.5% |
0.0109 |
0.8% |
60% |
False |
False |
131,941 |
| 20 |
1.3364 |
1.2791 |
0.0573 |
4.3% |
0.0103 |
0.8% |
68% |
False |
False |
111,822 |
| 40 |
1.3364 |
1.2659 |
0.0705 |
5.3% |
0.0110 |
0.8% |
74% |
False |
False |
111,599 |
| 60 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0113 |
0.9% |
78% |
False |
False |
96,939 |
| 80 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0113 |
0.9% |
78% |
False |
False |
73,042 |
| 100 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0108 |
0.8% |
78% |
False |
False |
58,536 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.6% |
0.0101 |
0.8% |
77% |
False |
False |
48,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3638 |
|
2.618 |
1.3494 |
|
1.618 |
1.3406 |
|
1.000 |
1.3352 |
|
0.618 |
1.3318 |
|
HIGH |
1.3264 |
|
0.618 |
1.3230 |
|
0.500 |
1.3220 |
|
0.382 |
1.3210 |
|
LOW |
1.3176 |
|
0.618 |
1.3122 |
|
1.000 |
1.3088 |
|
1.618 |
1.3034 |
|
2.618 |
1.2946 |
|
4.250 |
1.2802 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3220 |
1.3254 |
| PP |
1.3207 |
1.3229 |
| S1 |
1.3193 |
1.3205 |
|