CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3249 |
1.3262 |
0.0013 |
0.1% |
1.3359 |
| High |
1.3317 |
1.3323 |
0.0006 |
0.0% |
1.3371 |
| Low |
1.3213 |
1.3220 |
0.0007 |
0.1% |
1.3060 |
| Close |
1.3275 |
1.3318 |
0.0043 |
0.3% |
1.3263 |
| Range |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0311 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
104,632 |
147,011 |
42,379 |
40.5% |
633,367 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3560 |
1.3375 |
|
| R3 |
1.3493 |
1.3457 |
1.3346 |
|
| R2 |
1.3390 |
1.3390 |
1.3337 |
|
| R1 |
1.3354 |
1.3354 |
1.3327 |
1.3372 |
| PP |
1.3287 |
1.3287 |
1.3287 |
1.3296 |
| S1 |
1.3251 |
1.3251 |
1.3309 |
1.3269 |
| S2 |
1.3184 |
1.3184 |
1.3299 |
|
| S3 |
1.3081 |
1.3148 |
1.3290 |
|
| S4 |
1.2978 |
1.3045 |
1.3261 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4164 |
1.4025 |
1.3434 |
|
| R3 |
1.3853 |
1.3714 |
1.3349 |
|
| R2 |
1.3542 |
1.3542 |
1.3320 |
|
| R1 |
1.3403 |
1.3403 |
1.3292 |
1.3317 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3189 |
| S1 |
1.3092 |
1.3092 |
1.3234 |
1.3006 |
| S2 |
1.2920 |
1.2920 |
1.3206 |
|
| S3 |
1.2609 |
1.2781 |
1.3177 |
|
| S4 |
1.2298 |
1.2470 |
1.3092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3323 |
1.3060 |
0.0263 |
2.0% |
0.0132 |
1.0% |
98% |
True |
False |
133,425 |
| 10 |
1.3391 |
1.3060 |
0.0331 |
2.5% |
0.0120 |
0.9% |
78% |
False |
False |
116,257 |
| 20 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0132 |
1.0% |
70% |
False |
False |
70,199 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0108 |
0.8% |
79% |
False |
False |
35,345 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0107 |
0.8% |
85% |
False |
False |
23,611 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0094 |
0.7% |
85% |
False |
False |
17,718 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0080 |
0.6% |
85% |
False |
False |
14,175 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0067 |
0.5% |
85% |
False |
False |
11,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3761 |
|
2.618 |
1.3593 |
|
1.618 |
1.3490 |
|
1.000 |
1.3426 |
|
0.618 |
1.3387 |
|
HIGH |
1.3323 |
|
0.618 |
1.3284 |
|
0.500 |
1.3272 |
|
0.382 |
1.3259 |
|
LOW |
1.3220 |
|
0.618 |
1.3156 |
|
1.000 |
1.3117 |
|
1.618 |
1.3053 |
|
2.618 |
1.2950 |
|
4.250 |
1.2782 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3303 |
1.3301 |
| PP |
1.3287 |
1.3285 |
| S1 |
1.3272 |
1.3268 |
|