CME British Pound Future March 2019
Trading Metrics calculated at close of trading on 16-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1.3072 |
1.2869 |
-0.0203 |
-1.6% |
1.3012 |
High |
1.3106 |
1.2954 |
-0.0152 |
-1.2% |
1.3150 |
Low |
1.2803 |
1.2848 |
0.0045 |
0.4% |
1.2803 |
Close |
1.2877 |
1.2911 |
0.0034 |
0.3% |
1.2911 |
Range |
0.0303 |
0.0106 |
-0.0197 |
-65.0% |
0.0347 |
ATR |
0.0124 |
0.0123 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
4,292 |
336 |
-3,956 |
-92.2% |
8,723 |
|
Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3222 |
1.3173 |
1.2969 |
|
R3 |
1.3116 |
1.3067 |
1.2940 |
|
R2 |
1.3010 |
1.3010 |
1.2930 |
|
R1 |
1.2961 |
1.2961 |
1.2921 |
1.2986 |
PP |
1.2904 |
1.2904 |
1.2904 |
1.2917 |
S1 |
1.2855 |
1.2855 |
1.2901 |
1.2880 |
S2 |
1.2798 |
1.2798 |
1.2892 |
|
S3 |
1.2692 |
1.2749 |
1.2882 |
|
S4 |
1.2586 |
1.2643 |
1.2853 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3996 |
1.3800 |
1.3102 |
|
R3 |
1.3649 |
1.3453 |
1.3006 |
|
R2 |
1.3302 |
1.3302 |
1.2975 |
|
R1 |
1.3106 |
1.3106 |
1.2943 |
1.3031 |
PP |
1.2955 |
1.2955 |
1.2955 |
1.2917 |
S1 |
1.2759 |
1.2759 |
1.2879 |
1.2684 |
S2 |
1.2608 |
1.2608 |
1.2847 |
|
S3 |
1.2261 |
1.2412 |
1.2816 |
|
S4 |
1.1914 |
1.2065 |
1.2720 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3150 |
1.2803 |
0.0347 |
2.7% |
0.0177 |
1.4% |
31% |
False |
False |
1,744 |
10 |
1.3257 |
1.2803 |
0.0454 |
3.5% |
0.0130 |
1.0% |
24% |
False |
False |
1,105 |
20 |
1.3257 |
1.2789 |
0.0468 |
3.6% |
0.0117 |
0.9% |
26% |
False |
False |
868 |
40 |
1.3356 |
1.2789 |
0.0567 |
4.4% |
0.0093 |
0.7% |
22% |
False |
False |
530 |
60 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0082 |
0.6% |
21% |
False |
False |
358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3405 |
2.618 |
1.3232 |
1.618 |
1.3126 |
1.000 |
1.3060 |
0.618 |
1.3020 |
HIGH |
1.2954 |
0.618 |
1.2914 |
0.500 |
1.2901 |
0.382 |
1.2888 |
LOW |
1.2848 |
0.618 |
1.2782 |
1.000 |
1.2742 |
1.618 |
1.2676 |
2.618 |
1.2570 |
4.250 |
1.2398 |
|
|
Fisher Pivots for day following 16-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2908 |
1.2977 |
PP |
1.2904 |
1.2955 |
S1 |
1.2901 |
1.2933 |
|