CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2793 |
1.2787 |
-0.0006 |
0.0% |
1.2893 |
| High |
1.2912 |
1.2867 |
-0.0045 |
-0.3% |
1.2932 |
| Low |
1.2730 |
1.2744 |
0.0014 |
0.1% |
1.2797 |
| Close |
1.2786 |
1.2804 |
0.0018 |
0.1% |
1.2814 |
| Range |
0.0182 |
0.0123 |
-0.0059 |
-32.4% |
0.0135 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2,940 |
2,951 |
11 |
0.4% |
8,775 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3174 |
1.3112 |
1.2872 |
|
| R3 |
1.3051 |
1.2989 |
1.2838 |
|
| R2 |
1.2928 |
1.2928 |
1.2827 |
|
| R1 |
1.2866 |
1.2866 |
1.2815 |
1.2897 |
| PP |
1.2805 |
1.2805 |
1.2805 |
1.2821 |
| S1 |
1.2743 |
1.2743 |
1.2793 |
1.2774 |
| S2 |
1.2682 |
1.2682 |
1.2781 |
|
| S3 |
1.2559 |
1.2620 |
1.2770 |
|
| S4 |
1.2436 |
1.2497 |
1.2736 |
|
|
| 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 |
1.2912 |
1.2730 |
0.0182 |
1.4% |
0.0115 |
0.9% |
41% |
False |
False |
3,198 |
| 10 |
1.3000 |
1.2730 |
0.0270 |
2.1% |
0.0102 |
0.8% |
27% |
False |
False |
1,843 |
| 20 |
1.3257 |
1.2730 |
0.0527 |
4.1% |
0.0119 |
0.9% |
14% |
False |
False |
1,467 |
| 40 |
1.3356 |
1.2730 |
0.0626 |
4.9% |
0.0101 |
0.8% |
12% |
False |
False |
1,004 |
| 60 |
1.3384 |
1.2730 |
0.0654 |
5.1% |
0.0092 |
0.7% |
11% |
False |
False |
692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3189 |
|
1.618 |
1.3066 |
|
1.000 |
1.2990 |
|
0.618 |
1.2943 |
|
HIGH |
1.2867 |
|
0.618 |
1.2820 |
|
0.500 |
1.2806 |
|
0.382 |
1.2791 |
|
LOW |
1.2744 |
|
0.618 |
1.2668 |
|
1.000 |
1.2621 |
|
1.618 |
1.2545 |
|
2.618 |
1.2422 |
|
4.250 |
1.2221 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2806 |
1.2821 |
| PP |
1.2805 |
1.2815 |
| S1 |
1.2805 |
1.2810 |
|