CME British Pound Future June 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 |
1.3377 |
1.3323 |
-0.0054 |
-0.4% |
1.3050 |
| High |
1.3391 |
1.3361 |
-0.0030 |
-0.2% |
1.3442 |
| Low |
1.3267 |
1.3263 |
-0.0004 |
0.0% |
1.3025 |
| Close |
1.3296 |
1.3344 |
0.0048 |
0.4% |
1.3344 |
| Range |
0.0124 |
0.0098 |
-0.0026 |
-21.0% |
0.0417 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
76,124 |
92,306 |
16,182 |
21.3% |
364,172 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3617 |
1.3578 |
1.3398 |
|
| R3 |
1.3519 |
1.3480 |
1.3371 |
|
| R2 |
1.3421 |
1.3421 |
1.3362 |
|
| R1 |
1.3382 |
1.3382 |
1.3353 |
1.3402 |
| PP |
1.3323 |
1.3323 |
1.3323 |
1.3332 |
| S1 |
1.3284 |
1.3284 |
1.3335 |
1.3304 |
| S2 |
1.3225 |
1.3225 |
1.3326 |
|
| S3 |
1.3127 |
1.3186 |
1.3317 |
|
| S4 |
1.3029 |
1.3088 |
1.3290 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4521 |
1.4350 |
1.3573 |
|
| R3 |
1.4104 |
1.3933 |
1.3459 |
|
| R2 |
1.3687 |
1.3687 |
1.3420 |
|
| R1 |
1.3516 |
1.3516 |
1.3382 |
1.3602 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3313 |
| S1 |
1.3099 |
1.3099 |
1.3306 |
1.3185 |
| S2 |
1.2853 |
1.2853 |
1.3268 |
|
| S3 |
1.2436 |
1.2682 |
1.3229 |
|
| S4 |
1.2019 |
1.2265 |
1.3115 |
|
|
| 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% |
0.0207 |
1.5% |
76% |
False |
False |
72,834 |
| 10 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0151 |
1.1% |
76% |
False |
False |
40,808 |
| 20 |
1.3442 |
1.2869 |
0.0573 |
4.3% |
0.0126 |
0.9% |
83% |
False |
False |
20,901 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0105 |
0.8% |
83% |
False |
False |
10,522 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0097 |
0.7% |
88% |
False |
False |
7,045 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0083 |
0.6% |
88% |
False |
False |
5,291 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0071 |
0.5% |
88% |
False |
False |
4,234 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0059 |
0.4% |
88% |
False |
False |
3,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3778 |
|
2.618 |
1.3618 |
|
1.618 |
1.3520 |
|
1.000 |
1.3459 |
|
0.618 |
1.3422 |
|
HIGH |
1.3361 |
|
0.618 |
1.3324 |
|
0.500 |
1.3312 |
|
0.382 |
1.3300 |
|
LOW |
1.3263 |
|
0.618 |
1.3202 |
|
1.000 |
1.3165 |
|
1.618 |
1.3104 |
|
2.618 |
1.3006 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3333 |
1.3324 |
| PP |
1.3323 |
1.3304 |
| S1 |
1.3312 |
1.3284 |
|