CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3262 |
1.3206 |
-0.0056 |
-0.4% |
1.3359 |
| High |
1.3323 |
1.3249 |
-0.0074 |
-0.6% |
1.3371 |
| Low |
1.3220 |
1.3085 |
-0.0135 |
-1.0% |
1.3060 |
| Close |
1.3318 |
1.3109 |
-0.0209 |
-1.6% |
1.3263 |
| Range |
0.0103 |
0.0164 |
0.0061 |
59.2% |
0.0311 |
| ATR |
0.0126 |
0.0134 |
0.0008 |
6.1% |
0.0000 |
| Volume |
147,011 |
135,940 |
-11,071 |
-7.5% |
633,367 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3640 |
1.3538 |
1.3199 |
|
| R3 |
1.3476 |
1.3374 |
1.3154 |
|
| R2 |
1.3312 |
1.3312 |
1.3139 |
|
| R1 |
1.3210 |
1.3210 |
1.3124 |
1.3179 |
| PP |
1.3148 |
1.3148 |
1.3148 |
1.3132 |
| S1 |
1.3046 |
1.3046 |
1.3094 |
1.3015 |
| S2 |
1.2984 |
1.2984 |
1.3079 |
|
| S3 |
1.2820 |
1.2882 |
1.3064 |
|
| S4 |
1.2656 |
1.2718 |
1.3019 |
|
|
| 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 |
1.3085 |
0.0238 |
1.8% |
0.0120 |
0.9% |
10% |
False |
True |
125,460 |
| 10 |
1.3371 |
1.3060 |
0.0311 |
2.4% |
0.0124 |
0.9% |
16% |
False |
False |
122,239 |
| 20 |
1.3442 |
1.3025 |
0.0417 |
3.2% |
0.0138 |
1.0% |
20% |
False |
False |
76,950 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.5% |
0.0110 |
0.8% |
43% |
False |
False |
38,740 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0108 |
0.8% |
61% |
False |
False |
25,876 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0095 |
0.7% |
61% |
False |
False |
19,416 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0082 |
0.6% |
61% |
False |
False |
15,534 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0069 |
0.5% |
61% |
False |
False |
12,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3946 |
|
2.618 |
1.3678 |
|
1.618 |
1.3514 |
|
1.000 |
1.3413 |
|
0.618 |
1.3350 |
|
HIGH |
1.3249 |
|
0.618 |
1.3186 |
|
0.500 |
1.3167 |
|
0.382 |
1.3148 |
|
LOW |
1.3085 |
|
0.618 |
1.2984 |
|
1.000 |
1.2921 |
|
1.618 |
1.2820 |
|
2.618 |
1.2656 |
|
4.250 |
1.2388 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3167 |
1.3204 |
| PP |
1.3148 |
1.3172 |
| S1 |
1.3128 |
1.3141 |
|