CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2872 |
1.3051 |
0.0179 |
1.4% |
1.3029 |
| High |
1.3067 |
1.3092 |
0.0025 |
0.2% |
1.3198 |
| Low |
1.2869 |
1.2898 |
0.0029 |
0.2% |
1.2979 |
| Close |
1.2973 |
1.3052 |
0.0079 |
0.6% |
1.2996 |
| Range |
0.0198 |
0.0194 |
-0.0004 |
-2.0% |
0.0219 |
| ATR |
0.0119 |
0.0125 |
0.0005 |
4.5% |
0.0000 |
| Volume |
210,888 |
270,534 |
59,646 |
28.3% |
570,127 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3518 |
1.3159 |
|
| R3 |
1.3402 |
1.3324 |
1.3105 |
|
| R2 |
1.3208 |
1.3208 |
1.3088 |
|
| R1 |
1.3130 |
1.3130 |
1.3070 |
1.3169 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.3034 |
| S1 |
1.2936 |
1.2936 |
1.3034 |
1.2975 |
| S2 |
1.2820 |
1.2820 |
1.3016 |
|
| S3 |
1.2626 |
1.2742 |
1.2999 |
|
| S4 |
1.2432 |
1.2548 |
1.2945 |
|
|
| 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 |
1.3171 |
1.2846 |
0.0325 |
2.5% |
0.0145 |
1.1% |
63% |
False |
False |
171,338 |
| 10 |
1.3198 |
1.2789 |
0.0409 |
3.1% |
0.0137 |
1.1% |
64% |
False |
False |
153,437 |
| 20 |
1.3198 |
1.2722 |
0.0476 |
3.6% |
0.0122 |
0.9% |
69% |
False |
False |
129,468 |
| 40 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0116 |
0.9% |
53% |
False |
False |
117,121 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0111 |
0.8% |
53% |
False |
False |
91,223 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.8% |
0.0101 |
0.8% |
53% |
False |
False |
68,456 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.6% |
0.0098 |
0.8% |
45% |
False |
False |
54,875 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.6% |
0.0092 |
0.7% |
38% |
False |
False |
45,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3917 |
|
2.618 |
1.3600 |
|
1.618 |
1.3406 |
|
1.000 |
1.3286 |
|
0.618 |
1.3212 |
|
HIGH |
1.3092 |
|
0.618 |
1.3018 |
|
0.500 |
1.2995 |
|
0.382 |
1.2972 |
|
LOW |
1.2898 |
|
0.618 |
1.2778 |
|
1.000 |
1.2704 |
|
1.618 |
1.2584 |
|
2.618 |
1.2390 |
|
4.250 |
1.2074 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.3033 |
1.3024 |
| PP |
1.3014 |
1.2997 |
| S1 |
1.2995 |
1.2969 |
|