CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3136 |
1.3377 |
0.0241 |
1.8% |
1.3300 |
| High |
1.3442 |
1.3391 |
-0.0051 |
-0.4% |
1.3320 |
| Low |
1.3125 |
1.3267 |
0.0142 |
1.1% |
1.3055 |
| Close |
1.3282 |
1.3296 |
0.0014 |
0.1% |
1.3078 |
| Range |
0.0317 |
0.0124 |
-0.0193 |
-60.9% |
0.0265 |
| ATR |
0.0130 |
0.0129 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
81,662 |
76,124 |
-5,538 |
-6.8% |
43,911 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3690 |
1.3617 |
1.3364 |
|
| R3 |
1.3566 |
1.3493 |
1.3330 |
|
| R2 |
1.3442 |
1.3442 |
1.3319 |
|
| R1 |
1.3369 |
1.3369 |
1.3307 |
1.3344 |
| PP |
1.3318 |
1.3318 |
1.3318 |
1.3305 |
| S1 |
1.3245 |
1.3245 |
1.3285 |
1.3220 |
| S2 |
1.3194 |
1.3194 |
1.3273 |
|
| S3 |
1.3070 |
1.3121 |
1.3262 |
|
| S4 |
1.2946 |
1.2997 |
1.3228 |
|
|
| 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 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0210 |
1.6% |
65% |
False |
False |
59,095 |
| 10 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0151 |
1.1% |
65% |
False |
False |
31,661 |
| 20 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0126 |
0.9% |
75% |
False |
False |
16,306 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0104 |
0.8% |
75% |
False |
False |
8,216 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0096 |
0.7% |
83% |
False |
False |
5,511 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0082 |
0.6% |
83% |
False |
False |
4,137 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0070 |
0.5% |
83% |
False |
False |
3,310 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0059 |
0.4% |
83% |
False |
False |
2,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3918 |
|
2.618 |
1.3716 |
|
1.618 |
1.3592 |
|
1.000 |
1.3515 |
|
0.618 |
1.3468 |
|
HIGH |
1.3391 |
|
0.618 |
1.3344 |
|
0.500 |
1.3329 |
|
0.382 |
1.3314 |
|
LOW |
1.3267 |
|
0.618 |
1.3190 |
|
1.000 |
1.3143 |
|
1.618 |
1.3066 |
|
2.618 |
1.2942 |
|
4.250 |
1.2740 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3329 |
1.3283 |
| PP |
1.3318 |
1.3269 |
| S1 |
1.3307 |
1.3256 |
|