CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2812 |
1.2793 |
-0.0019 |
-0.1% |
1.2893 |
| High |
1.2895 |
1.2912 |
0.0017 |
0.1% |
1.2932 |
| Low |
1.2772 |
1.2730 |
-0.0042 |
-0.3% |
1.2797 |
| Close |
1.2797 |
1.2786 |
-0.0011 |
-0.1% |
1.2814 |
| Range |
0.0123 |
0.0182 |
0.0059 |
48.0% |
0.0135 |
| ATR |
0.0106 |
0.0111 |
0.0005 |
5.2% |
0.0000 |
| Volume |
3,026 |
2,940 |
-86 |
-2.8% |
8,775 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3355 |
1.3253 |
1.2886 |
|
| R3 |
1.3173 |
1.3071 |
1.2836 |
|
| R2 |
1.2991 |
1.2991 |
1.2819 |
|
| R1 |
1.2889 |
1.2889 |
1.2803 |
1.2849 |
| PP |
1.2809 |
1.2809 |
1.2809 |
1.2790 |
| S1 |
1.2707 |
1.2707 |
1.2769 |
1.2667 |
| S2 |
1.2627 |
1.2627 |
1.2753 |
|
| S3 |
1.2445 |
1.2525 |
1.2736 |
|
| S4 |
1.2263 |
1.2343 |
1.2686 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3168 |
1.2888 |
|
| R3 |
1.3118 |
1.3033 |
1.2851 |
|
| R2 |
1.2983 |
1.2983 |
1.2839 |
|
| R1 |
1.2898 |
1.2898 |
1.2826 |
1.2873 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2835 |
| S1 |
1.2763 |
1.2763 |
1.2802 |
1.2738 |
| S2 |
1.2713 |
1.2713 |
1.2789 |
|
| S3 |
1.2578 |
1.2628 |
1.2777 |
|
| S4 |
1.2443 |
1.2493 |
1.2740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2914 |
1.2730 |
0.0184 |
1.4% |
0.0111 |
0.9% |
30% |
False |
True |
2,728 |
| 10 |
1.3000 |
1.2730 |
0.0270 |
2.1% |
0.0099 |
0.8% |
21% |
False |
True |
1,669 |
| 20 |
1.3257 |
1.2730 |
0.0527 |
4.1% |
0.0116 |
0.9% |
11% |
False |
True |
1,348 |
| 40 |
1.3356 |
1.2730 |
0.0626 |
4.9% |
0.0101 |
0.8% |
9% |
False |
True |
931 |
| 60 |
1.3384 |
1.2730 |
0.0654 |
5.1% |
0.0090 |
0.7% |
9% |
False |
True |
643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3686 |
|
2.618 |
1.3388 |
|
1.618 |
1.3206 |
|
1.000 |
1.3094 |
|
0.618 |
1.3024 |
|
HIGH |
1.2912 |
|
0.618 |
1.2842 |
|
0.500 |
1.2821 |
|
0.382 |
1.2800 |
|
LOW |
1.2730 |
|
0.618 |
1.2618 |
|
1.000 |
1.2548 |
|
1.618 |
1.2436 |
|
2.618 |
1.2254 |
|
4.250 |
1.1957 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2821 |
1.2821 |
| PP |
1.2809 |
1.2809 |
| S1 |
1.2798 |
1.2798 |
|