CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3320 |
1.3262 |
-0.0058 |
-0.4% |
1.2992 |
| High |
1.3333 |
1.3301 |
-0.0032 |
-0.2% |
1.3385 |
| Low |
1.3208 |
1.3205 |
-0.0003 |
0.0% |
1.2965 |
| Close |
1.3237 |
1.3285 |
0.0048 |
0.4% |
1.3285 |
| Range |
0.0125 |
0.0096 |
-0.0029 |
-23.2% |
0.0420 |
| ATR |
0.0138 |
0.0135 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
172,082 |
23,923 |
-148,159 |
-86.1% |
881,757 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3552 |
1.3514 |
1.3338 |
|
| R3 |
1.3456 |
1.3418 |
1.3311 |
|
| R2 |
1.3360 |
1.3360 |
1.3303 |
|
| R1 |
1.3322 |
1.3322 |
1.3294 |
1.3341 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3273 |
| S1 |
1.3226 |
1.3226 |
1.3276 |
1.3245 |
| S2 |
1.3168 |
1.3168 |
1.3267 |
|
| S3 |
1.3072 |
1.3130 |
1.3259 |
|
| S4 |
1.2976 |
1.3034 |
1.3232 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4472 |
1.4298 |
1.3516 |
|
| R3 |
1.4052 |
1.3878 |
1.3401 |
|
| R2 |
1.3632 |
1.3632 |
1.3362 |
|
| R1 |
1.3458 |
1.3458 |
1.3324 |
1.3545 |
| PP |
1.3212 |
1.3212 |
1.3212 |
1.3255 |
| S1 |
1.3038 |
1.3038 |
1.3247 |
1.3125 |
| S2 |
1.2792 |
1.2792 |
1.3208 |
|
| S3 |
1.2372 |
1.2618 |
1.3170 |
|
| S4 |
1.1952 |
1.2198 |
1.3054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3385 |
1.2965 |
0.0420 |
3.2% |
0.0208 |
1.6% |
76% |
False |
False |
176,351 |
| 10 |
1.3385 |
1.2965 |
0.0420 |
3.2% |
0.0152 |
1.1% |
76% |
False |
False |
147,805 |
| 20 |
1.3385 |
1.2803 |
0.0582 |
4.4% |
0.0132 |
1.0% |
83% |
False |
False |
141,448 |
| 40 |
1.3385 |
1.2791 |
0.0594 |
4.5% |
0.0119 |
0.9% |
83% |
False |
False |
122,320 |
| 60 |
1.3385 |
1.2512 |
0.0873 |
6.6% |
0.0117 |
0.9% |
89% |
False |
False |
111,357 |
| 80 |
1.3385 |
1.2512 |
0.0873 |
6.6% |
0.0116 |
0.9% |
89% |
False |
False |
90,384 |
| 100 |
1.3385 |
1.2512 |
0.0873 |
6.6% |
0.0116 |
0.9% |
89% |
False |
False |
72,481 |
| 120 |
1.3385 |
1.2512 |
0.0873 |
6.6% |
0.0108 |
0.8% |
89% |
False |
False |
60,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3709 |
|
2.618 |
1.3552 |
|
1.618 |
1.3456 |
|
1.000 |
1.3397 |
|
0.618 |
1.3360 |
|
HIGH |
1.3301 |
|
0.618 |
1.3264 |
|
0.500 |
1.3253 |
|
0.382 |
1.3242 |
|
LOW |
1.3205 |
|
0.618 |
1.3146 |
|
1.000 |
1.3109 |
|
1.618 |
1.3050 |
|
2.618 |
1.2954 |
|
4.250 |
1.2797 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3274 |
1.3265 |
| PP |
1.3264 |
1.3245 |
| S1 |
1.3253 |
1.3225 |
|