CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.3087 |
1.2947 |
-0.0140 |
-1.1% |
1.3029 |
| High |
1.3089 |
1.2966 |
-0.0123 |
-0.9% |
1.3198 |
| Low |
1.2979 |
1.2846 |
-0.0133 |
-1.0% |
1.2979 |
| Close |
1.2996 |
1.2874 |
-0.0122 |
-0.9% |
1.2996 |
| Range |
0.0110 |
0.0120 |
0.0010 |
9.1% |
0.0219 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.6% |
0.0000 |
| Volume |
115,704 |
144,906 |
29,202 |
25.2% |
570,127 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3255 |
1.3185 |
1.2940 |
|
| R3 |
1.3135 |
1.3065 |
1.2907 |
|
| R2 |
1.3015 |
1.3015 |
1.2896 |
|
| R1 |
1.2945 |
1.2945 |
1.2885 |
1.2920 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2883 |
| S1 |
1.2825 |
1.2825 |
1.2863 |
1.2800 |
| S2 |
1.2775 |
1.2775 |
1.2852 |
|
| S3 |
1.2655 |
1.2705 |
1.2841 |
|
| S4 |
1.2535 |
1.2585 |
1.2808 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3574 |
1.3116 |
|
| R3 |
1.3496 |
1.3355 |
1.3056 |
|
| R2 |
1.3277 |
1.3277 |
1.3036 |
|
| R1 |
1.3136 |
1.3136 |
1.3016 |
1.3097 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3038 |
| S1 |
1.2917 |
1.2917 |
1.2976 |
1.2878 |
| S2 |
1.2839 |
1.2839 |
1.2956 |
|
| S3 |
1.2620 |
1.2698 |
1.2936 |
|
| S4 |
1.2401 |
1.2479 |
1.2876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3198 |
1.2846 |
0.0352 |
2.7% |
0.0105 |
0.8% |
8% |
False |
True |
121,077 |
| 10 |
1.3198 |
1.2722 |
0.0476 |
3.7% |
0.0123 |
1.0% |
32% |
False |
False |
131,612 |
| 20 |
1.3274 |
1.2722 |
0.0552 |
4.3% |
0.0112 |
0.9% |
28% |
False |
False |
114,928 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0111 |
0.9% |
24% |
False |
False |
110,336 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0108 |
0.8% |
24% |
False |
False |
83,214 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0098 |
0.8% |
24% |
False |
False |
62,440 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.7% |
0.0096 |
0.7% |
21% |
False |
False |
50,061 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.7% |
0.0089 |
0.7% |
18% |
False |
False |
41,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3476 |
|
2.618 |
1.3280 |
|
1.618 |
1.3160 |
|
1.000 |
1.3086 |
|
0.618 |
1.3040 |
|
HIGH |
1.2966 |
|
0.618 |
1.2920 |
|
0.500 |
1.2906 |
|
0.382 |
1.2892 |
|
LOW |
1.2846 |
|
0.618 |
1.2772 |
|
1.000 |
1.2726 |
|
1.618 |
1.2652 |
|
2.618 |
1.2532 |
|
4.250 |
1.2336 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2906 |
1.3009 |
| PP |
1.2895 |
1.2964 |
| S1 |
1.2885 |
1.2919 |
|