CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2799 |
1.2789 |
-0.0010 |
-0.1% |
1.2847 |
| High |
1.2835 |
1.2941 |
0.0106 |
0.8% |
1.2941 |
| Low |
1.2778 |
1.2783 |
0.0005 |
0.0% |
1.2778 |
| Close |
1.2795 |
1.2821 |
0.0026 |
0.2% |
1.2821 |
| Range |
0.0057 |
0.0158 |
0.0101 |
177.2% |
0.0163 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.8% |
0.0000 |
| Volume |
80,732 |
148,323 |
67,591 |
83.7% |
422,708 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3322 |
1.3230 |
1.2908 |
|
| R3 |
1.3164 |
1.3072 |
1.2864 |
|
| R2 |
1.3006 |
1.3006 |
1.2850 |
|
| R1 |
1.2914 |
1.2914 |
1.2835 |
1.2960 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2872 |
| S1 |
1.2756 |
1.2756 |
1.2807 |
1.2802 |
| S2 |
1.2690 |
1.2690 |
1.2792 |
|
| S3 |
1.2532 |
1.2598 |
1.2778 |
|
| S4 |
1.2374 |
1.2440 |
1.2734 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3336 |
1.3241 |
1.2911 |
|
| R3 |
1.3173 |
1.3078 |
1.2866 |
|
| R2 |
1.3010 |
1.3010 |
1.2851 |
|
| R1 |
1.2915 |
1.2915 |
1.2836 |
1.2881 |
| PP |
1.2847 |
1.2847 |
1.2847 |
1.2830 |
| S1 |
1.2752 |
1.2752 |
1.2806 |
1.2718 |
| S2 |
1.2684 |
1.2684 |
1.2791 |
|
| S3 |
1.2521 |
1.2589 |
1.2776 |
|
| S4 |
1.2358 |
1.2426 |
1.2731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2941 |
1.2777 |
0.0164 |
1.3% |
0.0106 |
0.8% |
27% |
True |
False |
114,131 |
| 10 |
1.3092 |
1.2739 |
0.0353 |
2.8% |
0.0146 |
1.1% |
23% |
False |
False |
158,597 |
| 20 |
1.3198 |
1.2722 |
0.0476 |
3.7% |
0.0129 |
1.0% |
21% |
False |
False |
140,904 |
| 40 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0117 |
0.9% |
17% |
False |
False |
121,100 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0116 |
0.9% |
16% |
False |
False |
105,180 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0108 |
0.8% |
16% |
False |
False |
79,003 |
| 100 |
1.3451 |
1.2722 |
0.0729 |
5.7% |
0.0103 |
0.8% |
14% |
False |
False |
63,310 |
| 120 |
1.3586 |
1.2722 |
0.0864 |
6.7% |
0.0097 |
0.8% |
11% |
False |
False |
52,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3355 |
|
1.618 |
1.3197 |
|
1.000 |
1.3099 |
|
0.618 |
1.3039 |
|
HIGH |
1.2941 |
|
0.618 |
1.2881 |
|
0.500 |
1.2862 |
|
0.382 |
1.2843 |
|
LOW |
1.2783 |
|
0.618 |
1.2685 |
|
1.000 |
1.2625 |
|
1.618 |
1.2527 |
|
2.618 |
1.2369 |
|
4.250 |
1.2112 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2862 |
1.2860 |
| PP |
1.2848 |
1.2847 |
| S1 |
1.2835 |
1.2834 |
|