CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3326 |
1.3251 |
-0.0075 |
-0.6% |
1.3050 |
| High |
1.3331 |
1.3284 |
-0.0047 |
-0.4% |
1.3442 |
| Low |
1.3203 |
1.3060 |
-0.0143 |
-1.1% |
1.3025 |
| Close |
1.3304 |
1.3130 |
-0.0174 |
-1.3% |
1.3344 |
| Range |
0.0128 |
0.0224 |
0.0096 |
75.0% |
0.0417 |
| ATR |
0.0123 |
0.0131 |
0.0009 |
7.1% |
0.0000 |
| Volume |
137,186 |
175,764 |
38,578 |
28.1% |
364,172 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3830 |
1.3704 |
1.3253 |
|
| R3 |
1.3606 |
1.3480 |
1.3192 |
|
| R2 |
1.3382 |
1.3382 |
1.3171 |
|
| R1 |
1.3256 |
1.3256 |
1.3151 |
1.3207 |
| PP |
1.3158 |
1.3158 |
1.3158 |
1.3134 |
| S1 |
1.3032 |
1.3032 |
1.3109 |
1.2983 |
| S2 |
1.2934 |
1.2934 |
1.3089 |
|
| S3 |
1.2710 |
1.2808 |
1.3068 |
|
| S4 |
1.2486 |
1.2584 |
1.3007 |
|
|
| 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 |
1.3371 |
1.3060 |
0.0311 |
2.4% |
0.0128 |
1.0% |
23% |
False |
True |
119,018 |
| 10 |
1.3442 |
1.3025 |
0.0417 |
3.2% |
0.0169 |
1.3% |
25% |
False |
False |
89,056 |
| 20 |
1.3442 |
1.3025 |
0.0417 |
3.2% |
0.0132 |
1.0% |
25% |
False |
False |
45,872 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.5% |
0.0107 |
0.8% |
47% |
False |
False |
23,077 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0103 |
0.8% |
63% |
False |
False |
15,423 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0089 |
0.7% |
63% |
False |
False |
11,576 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0076 |
0.6% |
63% |
False |
False |
9,261 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0064 |
0.5% |
63% |
False |
False |
7,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4236 |
|
2.618 |
1.3870 |
|
1.618 |
1.3646 |
|
1.000 |
1.3508 |
|
0.618 |
1.3422 |
|
HIGH |
1.3284 |
|
0.618 |
1.3198 |
|
0.500 |
1.3172 |
|
0.382 |
1.3146 |
|
LOW |
1.3060 |
|
0.618 |
1.2922 |
|
1.000 |
1.2836 |
|
1.618 |
1.2698 |
|
2.618 |
1.2474 |
|
4.250 |
1.2108 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3172 |
1.3216 |
| PP |
1.3158 |
1.3187 |
| S1 |
1.3144 |
1.3159 |
|