CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2641 |
1.2659 |
0.0018 |
0.1% |
1.2722 |
| High |
1.2688 |
1.2664 |
-0.0024 |
-0.2% |
1.2763 |
| Low |
1.2610 |
1.2529 |
-0.0081 |
-0.6% |
1.2479 |
| Close |
1.2662 |
1.2581 |
-0.0081 |
-0.6% |
1.2581 |
| Range |
0.0078 |
0.0135 |
0.0057 |
73.1% |
0.0284 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
0.2% |
0.0000 |
| Volume |
131,891 |
41,935 |
-89,956 |
-68.2% |
785,883 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2996 |
1.2924 |
1.2655 |
|
| R3 |
1.2861 |
1.2789 |
1.2618 |
|
| R2 |
1.2726 |
1.2726 |
1.2606 |
|
| R1 |
1.2654 |
1.2654 |
1.2593 |
1.2623 |
| PP |
1.2591 |
1.2591 |
1.2591 |
1.2576 |
| S1 |
1.2519 |
1.2519 |
1.2569 |
1.2488 |
| S2 |
1.2456 |
1.2456 |
1.2556 |
|
| S3 |
1.2321 |
1.2384 |
1.2544 |
|
| S4 |
1.2186 |
1.2249 |
1.2507 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3304 |
1.2737 |
|
| R3 |
1.3176 |
1.3020 |
1.2659 |
|
| R2 |
1.2892 |
1.2892 |
1.2633 |
|
| R1 |
1.2736 |
1.2736 |
1.2607 |
1.2672 |
| PP |
1.2608 |
1.2608 |
1.2608 |
1.2576 |
| S1 |
1.2452 |
1.2452 |
1.2555 |
1.2388 |
| S2 |
1.2324 |
1.2324 |
1.2529 |
|
| S3 |
1.2040 |
1.2168 |
1.2503 |
|
| S4 |
1.1756 |
1.1884 |
1.2425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2763 |
1.2479 |
0.0284 |
2.3% |
0.0165 |
1.3% |
36% |
False |
False |
157,176 |
| 10 |
1.2848 |
1.2479 |
0.0369 |
2.9% |
0.0145 |
1.2% |
28% |
False |
False |
135,524 |
| 20 |
1.2941 |
1.2479 |
0.0462 |
3.7% |
0.0122 |
1.0% |
22% |
False |
False |
117,795 |
| 40 |
1.3198 |
1.2479 |
0.0719 |
5.7% |
0.0127 |
1.0% |
14% |
False |
False |
127,614 |
| 60 |
1.3327 |
1.2479 |
0.0848 |
6.7% |
0.0120 |
1.0% |
12% |
False |
False |
119,496 |
| 80 |
1.3350 |
1.2479 |
0.0871 |
6.9% |
0.0117 |
0.9% |
12% |
False |
False |
101,267 |
| 100 |
1.3350 |
1.2479 |
0.0871 |
6.9% |
0.0108 |
0.9% |
12% |
False |
False |
81,057 |
| 120 |
1.3451 |
1.2479 |
0.0972 |
7.7% |
0.0104 |
0.8% |
10% |
False |
False |
67,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3238 |
|
2.618 |
1.3017 |
|
1.618 |
1.2882 |
|
1.000 |
1.2799 |
|
0.618 |
1.2747 |
|
HIGH |
1.2664 |
|
0.618 |
1.2612 |
|
0.500 |
1.2597 |
|
0.382 |
1.2581 |
|
LOW |
1.2529 |
|
0.618 |
1.2446 |
|
1.000 |
1.2394 |
|
1.618 |
1.2311 |
|
2.618 |
1.2176 |
|
4.250 |
1.1955 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2597 |
1.2584 |
| PP |
1.2591 |
1.2583 |
| S1 |
1.2586 |
1.2582 |
|