CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2910 |
1.2931 |
0.0021 |
0.2% |
1.3012 |
| High |
1.2956 |
1.2954 |
-0.0002 |
0.0% |
1.3150 |
| Low |
1.2880 |
1.2854 |
-0.0026 |
-0.2% |
1.2803 |
| Close |
1.2933 |
1.2862 |
-0.0071 |
-0.5% |
1.2911 |
| Range |
0.0076 |
0.0100 |
0.0024 |
31.6% |
0.0347 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
451 |
1,212 |
761 |
168.7% |
8,723 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3126 |
1.2917 |
|
| R3 |
1.3090 |
1.3026 |
1.2890 |
|
| R2 |
1.2990 |
1.2990 |
1.2880 |
|
| R1 |
1.2926 |
1.2926 |
1.2871 |
1.2908 |
| PP |
1.2890 |
1.2890 |
1.2890 |
1.2881 |
| S1 |
1.2826 |
1.2826 |
1.2853 |
1.2808 |
| S2 |
1.2790 |
1.2790 |
1.2844 |
|
| S3 |
1.2690 |
1.2726 |
1.2835 |
|
| S4 |
1.2590 |
1.2626 |
1.2807 |
|
|
| 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% |
0.0153 |
1.2% |
17% |
False |
False |
1,821 |
| 10 |
1.3257 |
1.2803 |
0.0454 |
3.5% |
0.0136 |
1.1% |
13% |
False |
False |
1,091 |
| 20 |
1.3257 |
1.2789 |
0.0468 |
3.6% |
0.0115 |
0.9% |
16% |
False |
False |
933 |
| 40 |
1.3356 |
1.2789 |
0.0567 |
4.4% |
0.0094 |
0.7% |
13% |
False |
False |
567 |
| 60 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0084 |
0.7% |
12% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3216 |
|
1.618 |
1.3116 |
|
1.000 |
1.3054 |
|
0.618 |
1.3016 |
|
HIGH |
1.2954 |
|
0.618 |
1.2916 |
|
0.500 |
1.2904 |
|
0.382 |
1.2892 |
|
LOW |
1.2854 |
|
0.618 |
1.2792 |
|
1.000 |
1.2754 |
|
1.618 |
1.2692 |
|
2.618 |
1.2592 |
|
4.250 |
1.2429 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2904 |
1.2902 |
| PP |
1.2890 |
1.2889 |
| S1 |
1.2876 |
1.2875 |
|