CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2992 |
1.3197 |
0.0205 |
1.6% |
1.3243 |
| High |
1.3175 |
1.3296 |
0.0121 |
0.9% |
1.3264 |
| Low |
1.2965 |
1.3009 |
0.0044 |
0.3% |
1.2995 |
| Close |
1.3156 |
1.3085 |
-0.0071 |
-0.5% |
1.3019 |
| Range |
0.0210 |
0.0287 |
0.0077 |
36.7% |
0.0269 |
| ATR |
0.0113 |
0.0125 |
0.0012 |
11.1% |
0.0000 |
| Volume |
222,016 |
291,510 |
69,494 |
31.3% |
596,302 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3991 |
1.3825 |
1.3243 |
|
| R3 |
1.3704 |
1.3538 |
1.3164 |
|
| R2 |
1.3417 |
1.3417 |
1.3138 |
|
| R1 |
1.3251 |
1.3251 |
1.3111 |
1.3191 |
| PP |
1.3130 |
1.3130 |
1.3130 |
1.3100 |
| S1 |
1.2964 |
1.2964 |
1.3059 |
1.2904 |
| S2 |
1.2843 |
1.2843 |
1.3032 |
|
| S3 |
1.2556 |
1.2677 |
1.3006 |
|
| S4 |
1.2269 |
1.2390 |
1.2927 |
|
|
| 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 |
1.3296 |
1.2965 |
0.0331 |
2.5% |
0.0158 |
1.2% |
36% |
True |
False |
179,308 |
| 10 |
1.3364 |
1.2965 |
0.0399 |
3.0% |
0.0128 |
1.0% |
30% |
False |
False |
150,869 |
| 20 |
1.3364 |
1.2791 |
0.0573 |
4.4% |
0.0119 |
0.9% |
51% |
False |
False |
138,680 |
| 40 |
1.3364 |
1.2707 |
0.0657 |
5.0% |
0.0117 |
0.9% |
58% |
False |
False |
123,295 |
| 60 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0112 |
0.9% |
67% |
False |
False |
109,662 |
| 80 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0116 |
0.9% |
67% |
False |
False |
85,874 |
| 100 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0113 |
0.9% |
67% |
False |
False |
68,821 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.7% |
0.0107 |
0.8% |
66% |
False |
False |
57,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4516 |
|
2.618 |
1.4047 |
|
1.618 |
1.3760 |
|
1.000 |
1.3583 |
|
0.618 |
1.3473 |
|
HIGH |
1.3296 |
|
0.618 |
1.3186 |
|
0.500 |
1.3153 |
|
0.382 |
1.3119 |
|
LOW |
1.3009 |
|
0.618 |
1.2832 |
|
1.000 |
1.2722 |
|
1.618 |
1.2545 |
|
2.618 |
1.2258 |
|
4.250 |
1.1789 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3153 |
1.3131 |
| PP |
1.3130 |
1.3115 |
| S1 |
1.3108 |
1.3100 |
|