CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3323 |
1.3359 |
0.0036 |
0.3% |
1.3050 |
| High |
1.3361 |
1.3360 |
-0.0001 |
0.0% |
1.3442 |
| Low |
1.3263 |
1.3243 |
-0.0020 |
-0.2% |
1.3025 |
| Close |
1.3344 |
1.3313 |
-0.0031 |
-0.2% |
1.3344 |
| Range |
0.0098 |
0.0117 |
0.0019 |
19.4% |
0.0417 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
92,306 |
109,185 |
16,879 |
18.3% |
364,172 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3656 |
1.3602 |
1.3377 |
|
| R3 |
1.3539 |
1.3485 |
1.3345 |
|
| R2 |
1.3422 |
1.3422 |
1.3334 |
|
| R1 |
1.3368 |
1.3368 |
1.3324 |
1.3337 |
| PP |
1.3305 |
1.3305 |
1.3305 |
1.3290 |
| S1 |
1.3251 |
1.3251 |
1.3302 |
1.3220 |
| S2 |
1.3188 |
1.3188 |
1.3292 |
|
| S3 |
1.3071 |
1.3134 |
1.3281 |
|
| S4 |
1.2954 |
1.3017 |
1.3249 |
|
|
| 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 |
1.3069 |
0.0373 |
2.8% |
0.0188 |
1.4% |
65% |
False |
False |
83,938 |
| 10 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0154 |
1.2% |
69% |
False |
False |
51,599 |
| 20 |
1.3442 |
1.2976 |
0.0466 |
3.5% |
0.0127 |
1.0% |
72% |
False |
False |
26,350 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0105 |
0.8% |
78% |
False |
False |
13,251 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0098 |
0.7% |
85% |
False |
False |
8,864 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0084 |
0.6% |
85% |
False |
False |
6,656 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0072 |
0.5% |
85% |
False |
False |
5,325 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0060 |
0.5% |
85% |
False |
False |
4,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3857 |
|
2.618 |
1.3666 |
|
1.618 |
1.3549 |
|
1.000 |
1.3477 |
|
0.618 |
1.3432 |
|
HIGH |
1.3360 |
|
0.618 |
1.3315 |
|
0.500 |
1.3302 |
|
0.382 |
1.3288 |
|
LOW |
1.3243 |
|
0.618 |
1.3171 |
|
1.000 |
1.3126 |
|
1.618 |
1.3054 |
|
2.618 |
1.2937 |
|
4.250 |
1.2746 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3309 |
1.3317 |
| PP |
1.3305 |
1.3316 |
| S1 |
1.3302 |
1.3314 |
|