CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 05-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3185 |
-0.0058 |
-0.4% |
1.3071 |
| High |
1.3264 |
1.3207 |
-0.0057 |
-0.4% |
1.3364 |
| Low |
1.3176 |
1.3105 |
-0.0071 |
-0.5% |
1.3064 |
| Close |
1.3180 |
1.3178 |
-0.0002 |
0.0% |
1.3201 |
| Range |
0.0088 |
0.0102 |
0.0014 |
15.9% |
0.0300 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
80,836 |
132,452 |
51,616 |
63.9% |
692,966 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3469 |
1.3426 |
1.3234 |
|
| R3 |
1.3367 |
1.3324 |
1.3206 |
|
| R2 |
1.3265 |
1.3265 |
1.3197 |
|
| R1 |
1.3222 |
1.3222 |
1.3187 |
1.3193 |
| PP |
1.3163 |
1.3163 |
1.3163 |
1.3149 |
| S1 |
1.3120 |
1.3120 |
1.3169 |
1.3091 |
| S2 |
1.3061 |
1.3061 |
1.3159 |
|
| S3 |
1.2959 |
1.3018 |
1.3150 |
|
| S4 |
1.2857 |
1.2916 |
1.3122 |
|
|
| 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 |
1.3105 |
0.0259 |
2.0% |
0.0098 |
0.7% |
28% |
False |
True |
122,431 |
| 10 |
1.3364 |
1.2983 |
0.0381 |
2.9% |
0.0101 |
0.8% |
51% |
False |
False |
126,171 |
| 20 |
1.3364 |
1.2791 |
0.0573 |
4.3% |
0.0104 |
0.8% |
68% |
False |
False |
114,990 |
| 40 |
1.3364 |
1.2707 |
0.0657 |
5.0% |
0.0109 |
0.8% |
72% |
False |
False |
112,473 |
| 60 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0112 |
0.9% |
78% |
False |
False |
99,098 |
| 80 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0114 |
0.9% |
78% |
False |
False |
74,690 |
| 100 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0108 |
0.8% |
78% |
False |
False |
59,860 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.6% |
0.0102 |
0.8% |
76% |
False |
False |
49,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3641 |
|
2.618 |
1.3474 |
|
1.618 |
1.3372 |
|
1.000 |
1.3309 |
|
0.618 |
1.3270 |
|
HIGH |
1.3207 |
|
0.618 |
1.3168 |
|
0.500 |
1.3156 |
|
0.382 |
1.3144 |
|
LOW |
1.3105 |
|
0.618 |
1.3042 |
|
1.000 |
1.3003 |
|
1.618 |
1.2940 |
|
2.618 |
1.2838 |
|
4.250 |
1.2672 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3171 |
1.3201 |
| PP |
1.3163 |
1.3193 |
| S1 |
1.3156 |
1.3186 |
|