CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3308 |
1.3326 |
0.0018 |
0.1% |
1.3050 |
| High |
1.3371 |
1.3331 |
-0.0040 |
-0.3% |
1.3442 |
| Low |
1.3300 |
1.3203 |
-0.0097 |
-0.7% |
1.3025 |
| Close |
1.3328 |
1.3304 |
-0.0024 |
-0.2% |
1.3344 |
| Range |
0.0071 |
0.0128 |
0.0057 |
80.3% |
0.0417 |
| ATR |
0.0122 |
0.0123 |
0.0000 |
0.3% |
0.0000 |
| Volume |
80,650 |
137,186 |
56,536 |
70.1% |
364,172 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3663 |
1.3612 |
1.3374 |
|
| R3 |
1.3535 |
1.3484 |
1.3339 |
|
| R2 |
1.3407 |
1.3407 |
1.3327 |
|
| R1 |
1.3356 |
1.3356 |
1.3316 |
1.3318 |
| PP |
1.3279 |
1.3279 |
1.3279 |
1.3260 |
| S1 |
1.3228 |
1.3228 |
1.3292 |
1.3190 |
| S2 |
1.3151 |
1.3151 |
1.3281 |
|
| S3 |
1.3023 |
1.3100 |
1.3269 |
|
| S4 |
1.2895 |
1.2972 |
1.3234 |
|
|
| 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 |
1.3391 |
1.3203 |
0.0188 |
1.4% |
0.0108 |
0.8% |
54% |
False |
True |
99,090 |
| 10 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0158 |
1.2% |
67% |
False |
False |
71,835 |
| 20 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0123 |
0.9% |
67% |
False |
False |
37,106 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0104 |
0.8% |
77% |
False |
False |
18,691 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0100 |
0.8% |
84% |
False |
False |
12,493 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0086 |
0.6% |
84% |
False |
False |
9,378 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0074 |
0.6% |
84% |
False |
False |
7,504 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0062 |
0.5% |
84% |
False |
False |
6,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3666 |
|
1.618 |
1.3538 |
|
1.000 |
1.3459 |
|
0.618 |
1.3410 |
|
HIGH |
1.3331 |
|
0.618 |
1.3282 |
|
0.500 |
1.3267 |
|
0.382 |
1.3252 |
|
LOW |
1.3203 |
|
0.618 |
1.3124 |
|
1.000 |
1.3075 |
|
1.618 |
1.2996 |
|
2.618 |
1.2868 |
|
4.250 |
1.2659 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3292 |
1.3298 |
| PP |
1.3279 |
1.3293 |
| S1 |
1.3267 |
1.3287 |
|