CME British Pound Future June 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 |
1.3050 |
1.3250 |
0.0200 |
1.5% |
1.3300 |
| High |
1.3234 |
1.3354 |
0.0120 |
0.9% |
1.3320 |
| Low |
1.3025 |
1.3069 |
0.0044 |
0.3% |
1.3055 |
| Close |
1.3215 |
1.3144 |
-0.0071 |
-0.5% |
1.3078 |
| Range |
0.0209 |
0.0285 |
0.0076 |
36.4% |
0.0265 |
| ATR |
0.0102 |
0.0115 |
0.0013 |
12.8% |
0.0000 |
| Volume |
53,666 |
60,414 |
6,748 |
12.6% |
43,911 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4044 |
1.3879 |
1.3301 |
|
| R3 |
1.3759 |
1.3594 |
1.3222 |
|
| R2 |
1.3474 |
1.3474 |
1.3196 |
|
| R1 |
1.3309 |
1.3309 |
1.3170 |
1.3249 |
| PP |
1.3189 |
1.3189 |
1.3189 |
1.3159 |
| S1 |
1.3024 |
1.3024 |
1.3118 |
1.2964 |
| S2 |
1.2904 |
1.2904 |
1.3092 |
|
| S3 |
1.2619 |
1.2739 |
1.3066 |
|
| S4 |
1.2334 |
1.2454 |
1.2987 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3946 |
1.3777 |
1.3224 |
|
| R3 |
1.3681 |
1.3512 |
1.3151 |
|
| R2 |
1.3416 |
1.3416 |
1.3127 |
|
| R1 |
1.3247 |
1.3247 |
1.3102 |
1.3199 |
| PP |
1.3151 |
1.3151 |
1.3151 |
1.3127 |
| S1 |
1.2982 |
1.2982 |
1.3054 |
1.2934 |
| S2 |
1.2886 |
1.2886 |
1.3029 |
|
| S3 |
1.2621 |
1.2717 |
1.3005 |
|
| S4 |
1.2356 |
1.2452 |
1.2932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3354 |
1.3025 |
0.0329 |
2.5% |
0.0156 |
1.2% |
36% |
True |
False |
28,877 |
| 10 |
1.3422 |
1.3025 |
0.0397 |
3.0% |
0.0124 |
0.9% |
30% |
False |
False |
16,025 |
| 20 |
1.3422 |
1.2854 |
0.0568 |
4.3% |
0.0110 |
0.8% |
51% |
False |
False |
8,421 |
| 40 |
1.3422 |
1.2780 |
0.0642 |
4.9% |
0.0101 |
0.8% |
57% |
False |
False |
4,287 |
| 60 |
1.3422 |
1.2591 |
0.0831 |
6.3% |
0.0090 |
0.7% |
67% |
False |
False |
2,883 |
| 80 |
1.3422 |
1.2591 |
0.0831 |
6.3% |
0.0080 |
0.6% |
67% |
False |
False |
2,165 |
| 100 |
1.3422 |
1.2591 |
0.0831 |
6.3% |
0.0065 |
0.5% |
67% |
False |
False |
1,733 |
| 120 |
1.3445 |
1.2591 |
0.0854 |
6.5% |
0.0055 |
0.4% |
65% |
False |
False |
1,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4565 |
|
2.618 |
1.4100 |
|
1.618 |
1.3815 |
|
1.000 |
1.3639 |
|
0.618 |
1.3530 |
|
HIGH |
1.3354 |
|
0.618 |
1.3245 |
|
0.500 |
1.3212 |
|
0.382 |
1.3178 |
|
LOW |
1.3069 |
|
0.618 |
1.2893 |
|
1.000 |
1.2784 |
|
1.618 |
1.2608 |
|
2.618 |
1.2323 |
|
4.250 |
1.1858 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3212 |
1.3190 |
| PP |
1.3189 |
1.3174 |
| S1 |
1.3167 |
1.3159 |
|