CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2947 |
1.2872 |
-0.0075 |
-0.6% |
1.3029 |
| High |
1.2966 |
1.3067 |
0.0101 |
0.8% |
1.3198 |
| Low |
1.2846 |
1.2869 |
0.0023 |
0.2% |
1.2979 |
| Close |
1.2874 |
1.2973 |
0.0099 |
0.8% |
1.2996 |
| Range |
0.0120 |
0.0198 |
0.0078 |
65.0% |
0.0219 |
| ATR |
0.0113 |
0.0119 |
0.0006 |
5.3% |
0.0000 |
| Volume |
144,906 |
210,888 |
65,982 |
45.5% |
570,127 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3564 |
1.3466 |
1.3082 |
|
| R3 |
1.3366 |
1.3268 |
1.3027 |
|
| R2 |
1.3168 |
1.3168 |
1.3009 |
|
| R1 |
1.3070 |
1.3070 |
1.2991 |
1.3119 |
| PP |
1.2970 |
1.2970 |
1.2970 |
1.2994 |
| S1 |
1.2872 |
1.2872 |
1.2955 |
1.2921 |
| S2 |
1.2772 |
1.2772 |
1.2937 |
|
| S3 |
1.2574 |
1.2674 |
1.2919 |
|
| S4 |
1.2376 |
1.2476 |
1.2864 |
|
|
| 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% |
0.0127 |
1.0% |
36% |
False |
False |
141,218 |
| 10 |
1.3198 |
1.2726 |
0.0472 |
3.6% |
0.0131 |
1.0% |
52% |
False |
False |
142,895 |
| 20 |
1.3228 |
1.2722 |
0.0506 |
3.9% |
0.0117 |
0.9% |
50% |
False |
False |
120,794 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0114 |
0.9% |
40% |
False |
False |
113,512 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0110 |
0.8% |
40% |
False |
False |
86,725 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0099 |
0.8% |
40% |
False |
False |
65,074 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.6% |
0.0097 |
0.7% |
34% |
False |
False |
52,170 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.7% |
0.0090 |
0.7% |
29% |
False |
False |
43,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3909 |
|
2.618 |
1.3585 |
|
1.618 |
1.3387 |
|
1.000 |
1.3265 |
|
0.618 |
1.3189 |
|
HIGH |
1.3067 |
|
0.618 |
1.2991 |
|
0.500 |
1.2968 |
|
0.382 |
1.2945 |
|
LOW |
1.2869 |
|
0.618 |
1.2747 |
|
1.000 |
1.2671 |
|
1.618 |
1.2549 |
|
2.618 |
1.2351 |
|
4.250 |
1.2028 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2971 |
1.2971 |
| PP |
1.2970 |
1.2969 |
| S1 |
1.2968 |
1.2968 |
|