CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3101 |
1.3085 |
-0.0016 |
-0.1% |
1.3271 |
| High |
1.3187 |
1.3200 |
0.0013 |
0.1% |
1.3323 |
| Low |
1.3027 |
1.3059 |
0.0032 |
0.2% |
1.3027 |
| Close |
1.3056 |
1.3177 |
0.0121 |
0.9% |
1.3056 |
| Range |
0.0160 |
0.0141 |
-0.0019 |
-11.9% |
0.0296 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.5% |
0.0000 |
| Volume |
187,612 |
107,349 |
-80,263 |
-42.8% |
684,334 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3568 |
1.3514 |
1.3255 |
|
| R3 |
1.3427 |
1.3373 |
1.3216 |
|
| R2 |
1.3286 |
1.3286 |
1.3203 |
|
| R1 |
1.3232 |
1.3232 |
1.3190 |
1.3259 |
| PP |
1.3145 |
1.3145 |
1.3145 |
1.3159 |
| S1 |
1.3091 |
1.3091 |
1.3164 |
1.3118 |
| S2 |
1.3004 |
1.3004 |
1.3151 |
|
| S3 |
1.2863 |
1.2950 |
1.3138 |
|
| S4 |
1.2722 |
1.2809 |
1.3099 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3836 |
1.3219 |
|
| R3 |
1.3727 |
1.3540 |
1.3137 |
|
| R2 |
1.3431 |
1.3431 |
1.3110 |
|
| R1 |
1.3244 |
1.3244 |
1.3083 |
1.3190 |
| PP |
1.3135 |
1.3135 |
1.3135 |
1.3108 |
| S1 |
1.2948 |
1.2948 |
1.3029 |
1.2894 |
| S2 |
1.2839 |
1.2839 |
1.3002 |
|
| S3 |
1.2543 |
1.2652 |
1.2975 |
|
| S4 |
1.2247 |
1.2356 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3323 |
1.3027 |
0.0296 |
2.2% |
0.0134 |
1.0% |
51% |
False |
False |
136,508 |
| 10 |
1.3371 |
1.3027 |
0.0344 |
2.6% |
0.0133 |
1.0% |
44% |
False |
False |
131,586 |
| 20 |
1.3442 |
1.3025 |
0.0417 |
3.2% |
0.0143 |
1.1% |
36% |
False |
False |
91,593 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.5% |
0.0116 |
0.9% |
55% |
False |
False |
46,108 |
| 60 |
1.3442 |
1.2723 |
0.0719 |
5.5% |
0.0108 |
0.8% |
63% |
False |
False |
30,784 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0098 |
0.7% |
69% |
False |
False |
23,103 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0084 |
0.6% |
69% |
False |
False |
18,484 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.5% |
0.0071 |
0.5% |
69% |
False |
False |
15,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3799 |
|
2.618 |
1.3569 |
|
1.618 |
1.3428 |
|
1.000 |
1.3341 |
|
0.618 |
1.3287 |
|
HIGH |
1.3200 |
|
0.618 |
1.3146 |
|
0.500 |
1.3130 |
|
0.382 |
1.3113 |
|
LOW |
1.3059 |
|
0.618 |
1.2972 |
|
1.000 |
1.2918 |
|
1.618 |
1.2831 |
|
2.618 |
1.2690 |
|
4.250 |
1.2460 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3161 |
1.3164 |
| PP |
1.3145 |
1.3151 |
| S1 |
1.3130 |
1.3138 |
|