CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2781 |
1.2847 |
0.0066 |
0.5% |
1.2947 |
| High |
1.2895 |
1.2900 |
0.0005 |
0.0% |
1.3092 |
| Low |
1.2777 |
1.2810 |
0.0033 |
0.3% |
1.2739 |
| Close |
1.2847 |
1.2871 |
0.0024 |
0.2% |
1.2847 |
| Range |
0.0118 |
0.0090 |
-0.0028 |
-23.7% |
0.0353 |
| ATR |
0.0137 |
0.0133 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
147,948 |
99,866 |
-48,082 |
-32.5% |
1,047,562 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3130 |
1.3091 |
1.2921 |
|
| R3 |
1.3040 |
1.3001 |
1.2896 |
|
| R2 |
1.2950 |
1.2950 |
1.2888 |
|
| R1 |
1.2911 |
1.2911 |
1.2879 |
1.2931 |
| PP |
1.2860 |
1.2860 |
1.2860 |
1.2870 |
| S1 |
1.2821 |
1.2821 |
1.2863 |
1.2841 |
| S2 |
1.2770 |
1.2770 |
1.2855 |
|
| S3 |
1.2680 |
1.2731 |
1.2846 |
|
| S4 |
1.2590 |
1.2641 |
1.2822 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3952 |
1.3752 |
1.3041 |
|
| R3 |
1.3599 |
1.3399 |
1.2944 |
|
| R2 |
1.3246 |
1.3246 |
1.2912 |
|
| R1 |
1.3046 |
1.3046 |
1.2879 |
1.2970 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2854 |
| S1 |
1.2693 |
1.2693 |
1.2815 |
1.2617 |
| S2 |
1.2540 |
1.2540 |
1.2782 |
|
| S3 |
1.2187 |
1.2340 |
1.2750 |
|
| S4 |
1.1834 |
1.1987 |
1.2653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3092 |
1.2739 |
0.0353 |
2.7% |
0.0182 |
1.4% |
37% |
False |
False |
200,504 |
| 10 |
1.3198 |
1.2739 |
0.0459 |
3.6% |
0.0143 |
1.1% |
29% |
False |
False |
160,790 |
| 20 |
1.3198 |
1.2722 |
0.0476 |
3.7% |
0.0131 |
1.0% |
31% |
False |
False |
139,860 |
| 40 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0117 |
0.9% |
26% |
False |
False |
119,921 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0116 |
0.9% |
24% |
False |
False |
99,846 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0105 |
0.8% |
24% |
False |
False |
74,969 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.7% |
0.0102 |
0.8% |
20% |
False |
False |
60,086 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.7% |
0.0095 |
0.7% |
17% |
False |
False |
50,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3283 |
|
2.618 |
1.3136 |
|
1.618 |
1.3046 |
|
1.000 |
1.2990 |
|
0.618 |
1.2956 |
|
HIGH |
1.2900 |
|
0.618 |
1.2866 |
|
0.500 |
1.2855 |
|
0.382 |
1.2844 |
|
LOW |
1.2810 |
|
0.618 |
1.2754 |
|
1.000 |
1.2720 |
|
1.618 |
1.2664 |
|
2.618 |
1.2574 |
|
4.250 |
1.2428 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2866 |
1.2893 |
| PP |
1.2860 |
1.2886 |
| S1 |
1.2855 |
1.2878 |
|