CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2719 |
1.2737 |
0.0018 |
0.1% |
1.2830 |
| High |
1.2805 |
1.2817 |
0.0012 |
0.1% |
1.2876 |
| Low |
1.2679 |
1.2704 |
0.0025 |
0.2% |
1.2735 |
| Close |
1.2742 |
1.2780 |
0.0038 |
0.3% |
1.2751 |
| Range |
0.0126 |
0.0113 |
-0.0013 |
-10.3% |
0.0141 |
| ATR |
0.0122 |
0.0122 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
80,433 |
121,645 |
41,212 |
51.2% |
430,011 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3106 |
1.3056 |
1.2842 |
|
| R3 |
1.2993 |
1.2943 |
1.2811 |
|
| R2 |
1.2880 |
1.2880 |
1.2801 |
|
| R1 |
1.2830 |
1.2830 |
1.2790 |
1.2855 |
| PP |
1.2767 |
1.2767 |
1.2767 |
1.2780 |
| S1 |
1.2717 |
1.2717 |
1.2770 |
1.2742 |
| S2 |
1.2654 |
1.2654 |
1.2759 |
|
| S3 |
1.2541 |
1.2604 |
1.2749 |
|
| S4 |
1.2428 |
1.2491 |
1.2718 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3210 |
1.3122 |
1.2829 |
|
| R3 |
1.3069 |
1.2981 |
1.2790 |
|
| R2 |
1.2928 |
1.2928 |
1.2777 |
|
| R1 |
1.2840 |
1.2840 |
1.2764 |
1.2814 |
| PP |
1.2787 |
1.2787 |
1.2787 |
1.2774 |
| S1 |
1.2699 |
1.2699 |
1.2738 |
1.2673 |
| S2 |
1.2646 |
1.2646 |
1.2725 |
|
| S3 |
1.2505 |
1.2558 |
1.2712 |
|
| S4 |
1.2364 |
1.2417 |
1.2673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2848 |
1.2665 |
0.0183 |
1.4% |
0.0125 |
1.0% |
63% |
False |
False |
112,583 |
| 10 |
1.2941 |
1.2665 |
0.0276 |
2.2% |
0.0116 |
0.9% |
42% |
False |
False |
104,804 |
| 20 |
1.3171 |
1.2665 |
0.0506 |
4.0% |
0.0128 |
1.0% |
23% |
False |
False |
130,017 |
| 40 |
1.3297 |
1.2665 |
0.0632 |
4.9% |
0.0119 |
0.9% |
18% |
False |
False |
120,978 |
| 60 |
1.3350 |
1.2665 |
0.0685 |
5.4% |
0.0116 |
0.9% |
17% |
False |
False |
116,611 |
| 80 |
1.3350 |
1.2665 |
0.0685 |
5.4% |
0.0111 |
0.9% |
17% |
False |
False |
90,228 |
| 100 |
1.3350 |
1.2665 |
0.0685 |
5.4% |
0.0104 |
0.8% |
17% |
False |
False |
72,207 |
| 120 |
1.3451 |
1.2665 |
0.0786 |
6.2% |
0.0101 |
0.8% |
15% |
False |
False |
60,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3297 |
|
2.618 |
1.3113 |
|
1.618 |
1.3000 |
|
1.000 |
1.2930 |
|
0.618 |
1.2887 |
|
HIGH |
1.2817 |
|
0.618 |
1.2774 |
|
0.500 |
1.2761 |
|
0.382 |
1.2747 |
|
LOW |
1.2704 |
|
0.618 |
1.2634 |
|
1.000 |
1.2591 |
|
1.618 |
1.2521 |
|
2.618 |
1.2408 |
|
4.250 |
1.2224 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2774 |
1.2772 |
| PP |
1.2767 |
1.2764 |
| S1 |
1.2761 |
1.2757 |
|