CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3088 |
1.2992 |
-0.0096 |
-0.7% |
1.3243 |
| High |
1.3113 |
1.3175 |
0.0062 |
0.5% |
1.3264 |
| Low |
1.2995 |
1.2965 |
-0.0030 |
-0.2% |
1.2995 |
| Close |
1.3019 |
1.3156 |
0.0137 |
1.1% |
1.3019 |
| Range |
0.0118 |
0.0210 |
0.0092 |
78.0% |
0.0269 |
| ATR |
0.0105 |
0.0113 |
0.0007 |
7.1% |
0.0000 |
| Volume |
167,163 |
222,016 |
54,853 |
32.8% |
596,302 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3729 |
1.3652 |
1.3272 |
|
| R3 |
1.3519 |
1.3442 |
1.3214 |
|
| R2 |
1.3309 |
1.3309 |
1.3195 |
|
| R1 |
1.3232 |
1.3232 |
1.3175 |
1.3271 |
| PP |
1.3099 |
1.3099 |
1.3099 |
1.3118 |
| S1 |
1.3022 |
1.3022 |
1.3137 |
1.3061 |
| S2 |
1.2889 |
1.2889 |
1.3118 |
|
| S3 |
1.2679 |
1.2812 |
1.3098 |
|
| S4 |
1.2469 |
1.2602 |
1.3041 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3900 |
1.3728 |
1.3167 |
|
| R3 |
1.3631 |
1.3459 |
1.3093 |
|
| R2 |
1.3362 |
1.3362 |
1.3068 |
|
| R1 |
1.3190 |
1.3190 |
1.3044 |
1.3142 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3068 |
| S1 |
1.2921 |
1.2921 |
1.2994 |
1.2873 |
| S2 |
1.2824 |
1.2824 |
1.2970 |
|
| S3 |
1.2555 |
1.2652 |
1.2945 |
|
| S4 |
1.2286 |
1.2383 |
1.2871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3207 |
1.2965 |
0.0242 |
1.8% |
0.0121 |
0.9% |
79% |
False |
True |
147,496 |
| 10 |
1.3364 |
1.2965 |
0.0399 |
3.0% |
0.0117 |
0.9% |
48% |
False |
True |
141,958 |
| 20 |
1.3364 |
1.2791 |
0.0573 |
4.4% |
0.0110 |
0.8% |
64% |
False |
False |
129,078 |
| 40 |
1.3364 |
1.2707 |
0.0657 |
5.0% |
0.0113 |
0.9% |
68% |
False |
False |
119,350 |
| 60 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0111 |
0.8% |
76% |
False |
False |
106,230 |
| 80 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0115 |
0.9% |
76% |
False |
False |
82,235 |
| 100 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0110 |
0.8% |
76% |
False |
False |
65,906 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.6% |
0.0105 |
0.8% |
74% |
False |
False |
54,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4068 |
|
2.618 |
1.3725 |
|
1.618 |
1.3515 |
|
1.000 |
1.3385 |
|
0.618 |
1.3305 |
|
HIGH |
1.3175 |
|
0.618 |
1.3095 |
|
0.500 |
1.3070 |
|
0.382 |
1.3045 |
|
LOW |
1.2965 |
|
0.618 |
1.2835 |
|
1.000 |
1.2755 |
|
1.618 |
1.2625 |
|
2.618 |
1.2415 |
|
4.250 |
1.2073 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3127 |
1.3130 |
| PP |
1.3099 |
1.3104 |
| S1 |
1.3070 |
1.3078 |
|