CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2752 |
-0.0071 |
-0.6% |
1.2847 |
| High |
1.2830 |
1.2858 |
0.0028 |
0.2% |
1.2941 |
| Low |
1.2735 |
1.2743 |
0.0008 |
0.1% |
1.2778 |
| Close |
1.2745 |
1.2846 |
0.0101 |
0.8% |
1.2821 |
| Range |
0.0095 |
0.0115 |
0.0020 |
21.1% |
0.0163 |
| ATR |
0.0122 |
0.0122 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
91,227 |
96,949 |
5,722 |
6.3% |
422,708 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3118 |
1.2909 |
|
| R3 |
1.3046 |
1.3003 |
1.2878 |
|
| R2 |
1.2931 |
1.2931 |
1.2867 |
|
| R1 |
1.2888 |
1.2888 |
1.2857 |
1.2910 |
| PP |
1.2816 |
1.2816 |
1.2816 |
1.2826 |
| S1 |
1.2773 |
1.2773 |
1.2835 |
1.2795 |
| S2 |
1.2701 |
1.2701 |
1.2825 |
|
| S3 |
1.2586 |
1.2658 |
1.2814 |
|
| S4 |
1.2471 |
1.2543 |
1.2783 |
|
|
| 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 |
1.2735 |
0.0206 |
1.6% |
0.0099 |
0.8% |
54% |
False |
False |
95,172 |
| 10 |
1.3092 |
1.2735 |
0.0357 |
2.8% |
0.0131 |
1.0% |
31% |
False |
False |
136,128 |
| 20 |
1.3198 |
1.2726 |
0.0472 |
3.7% |
0.0131 |
1.0% |
25% |
False |
False |
139,512 |
| 40 |
1.3297 |
1.2722 |
0.0575 |
4.5% |
0.0117 |
0.9% |
22% |
False |
False |
120,072 |
| 60 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0116 |
0.9% |
20% |
False |
False |
109,239 |
| 80 |
1.3350 |
1.2722 |
0.0628 |
4.9% |
0.0108 |
0.8% |
20% |
False |
False |
82,077 |
| 100 |
1.3384 |
1.2722 |
0.0662 |
5.2% |
0.0102 |
0.8% |
19% |
False |
False |
65,775 |
| 120 |
1.3539 |
1.2722 |
0.0817 |
6.4% |
0.0098 |
0.8% |
15% |
False |
False |
54,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3347 |
|
2.618 |
1.3159 |
|
1.618 |
1.3044 |
|
1.000 |
1.2973 |
|
0.618 |
1.2929 |
|
HIGH |
1.2858 |
|
0.618 |
1.2814 |
|
0.500 |
1.2801 |
|
0.382 |
1.2787 |
|
LOW |
1.2743 |
|
0.618 |
1.2672 |
|
1.000 |
1.2628 |
|
1.618 |
1.2557 |
|
2.618 |
1.2442 |
|
4.250 |
1.2254 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2831 |
1.2833 |
| PP |
1.2816 |
1.2819 |
| S1 |
1.2801 |
1.2806 |
|