CME British Pound Future June 2019


Trading Metrics calculated at close of trading on 03-Jan-2019
Day Change Summary
Previous Current
02-Jan-2019 03-Jan-2019 Change Change % Previous Week
Open 1.2846 1.2591 -0.0255 -2.0% 1.2771
High 1.2851 1.2734 -0.0117 -0.9% 1.2827
Low 1.2690 1.2591 -0.0099 -0.8% 1.2730
Close 1.2711 1.2731 0.0020 0.2% 1.2795
Range 0.0161 0.0143 -0.0018 -11.2% 0.0097
ATR 0.0079 0.0083 0.0005 5.8% 0.0000
Volume 74 425 351 474.3% 87
Daily Pivots for day following 03-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.3114 1.3066 1.2810
R3 1.2971 1.2923 1.2770
R2 1.2828 1.2828 1.2757
R1 1.2780 1.2780 1.2744 1.2804
PP 1.2685 1.2685 1.2685 1.2698
S1 1.2637 1.2637 1.2718 1.2661
S2 1.2542 1.2542 1.2705
S3 1.2399 1.2494 1.2692
S4 1.2256 1.2351 1.2652
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.3075 1.3032 1.2848
R3 1.2978 1.2935 1.2822
R2 1.2881 1.2881 1.2813
R1 1.2838 1.2838 1.2804 1.2860
PP 1.2784 1.2784 1.2784 1.2795
S1 1.2741 1.2741 1.2786 1.2763
S2 1.2687 1.2687 1.2777
S3 1.2590 1.2644 1.2768
S4 1.2493 1.2547 1.2742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2909 1.2591 0.0318 2.5% 0.0102 0.8% 44% False True 106
10 1.2909 1.2591 0.0318 2.5% 0.0075 0.6% 44% False True 67
20 1.2909 1.2591 0.0318 2.5% 0.0067 0.5% 44% False True 59
40 1.3297 1.2591 0.0706 5.5% 0.0049 0.4% 20% False True 34
60 1.3399 1.2591 0.0808 6.3% 0.0034 0.3% 17% False True 23
80 1.3445 1.2591 0.0854 6.7% 0.0027 0.2% 16% False True 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3342
2.618 1.3108
1.618 1.2965
1.000 1.2877
0.618 1.2822
HIGH 1.2734
0.618 1.2679
0.500 1.2663
0.382 1.2646
LOW 1.2591
0.618 1.2503
1.000 1.2448
1.618 1.2360
2.618 1.2217
4.250 1.1983
Fisher Pivots for day following 03-Jan-2019
Pivot 1 day 3 day
R1 1.2708 1.2750
PP 1.2685 1.2744
S1 1.2663 1.2737

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols