CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2777 |
1.2628 |
-0.0149 |
-1.2% |
1.2812 |
| High |
1.2824 |
1.2700 |
-0.0124 |
-1.0% |
1.2912 |
| Low |
1.2572 |
1.2543 |
-0.0029 |
-0.2% |
1.2730 |
| Close |
1.2622 |
1.2592 |
-0.0030 |
-0.2% |
1.2817 |
| Range |
0.0252 |
0.0157 |
-0.0095 |
-37.7% |
0.0182 |
| ATR |
0.0120 |
0.0122 |
0.0003 |
2.2% |
0.0000 |
| Volume |
82,836 |
67,612 |
-15,224 |
-18.4% |
35,590 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3083 |
1.2994 |
1.2678 |
|
| R3 |
1.2926 |
1.2837 |
1.2635 |
|
| R2 |
1.2769 |
1.2769 |
1.2621 |
|
| R1 |
1.2680 |
1.2680 |
1.2606 |
1.2646 |
| PP |
1.2612 |
1.2612 |
1.2612 |
1.2595 |
| S1 |
1.2523 |
1.2523 |
1.2578 |
1.2489 |
| S2 |
1.2455 |
1.2455 |
1.2563 |
|
| S3 |
1.2298 |
1.2366 |
1.2549 |
|
| S4 |
1.2141 |
1.2209 |
1.2506 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3366 |
1.3273 |
1.2917 |
|
| R3 |
1.3184 |
1.3091 |
1.2867 |
|
| R2 |
1.3002 |
1.3002 |
1.2850 |
|
| R1 |
1.2909 |
1.2909 |
1.2834 |
1.2956 |
| PP |
1.2820 |
1.2820 |
1.2820 |
1.2843 |
| S1 |
1.2727 |
1.2727 |
1.2800 |
1.2774 |
| S2 |
1.2638 |
1.2638 |
1.2784 |
|
| S3 |
1.2456 |
1.2545 |
1.2767 |
|
| S4 |
1.2274 |
1.2363 |
1.2717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2877 |
1.2543 |
0.0334 |
2.7% |
0.0144 |
1.1% |
15% |
False |
True |
36,014 |
| 10 |
1.2914 |
1.2543 |
0.0371 |
2.9% |
0.0128 |
1.0% |
13% |
False |
True |
19,371 |
| 20 |
1.3150 |
1.2543 |
0.0607 |
4.8% |
0.0128 |
1.0% |
8% |
False |
True |
10,251 |
| 40 |
1.3320 |
1.2543 |
0.0777 |
6.2% |
0.0110 |
0.9% |
6% |
False |
True |
5,421 |
| 60 |
1.3384 |
1.2543 |
0.0841 |
6.7% |
0.0098 |
0.8% |
6% |
False |
True |
3,642 |
| 80 |
1.3384 |
1.2543 |
0.0841 |
6.7% |
0.0085 |
0.7% |
6% |
False |
True |
2,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3367 |
|
2.618 |
1.3111 |
|
1.618 |
1.2954 |
|
1.000 |
1.2857 |
|
0.618 |
1.2797 |
|
HIGH |
1.2700 |
|
0.618 |
1.2640 |
|
0.500 |
1.2622 |
|
0.382 |
1.2603 |
|
LOW |
1.2543 |
|
0.618 |
1.2446 |
|
1.000 |
1.2386 |
|
1.618 |
1.2289 |
|
2.618 |
1.2132 |
|
4.250 |
1.1876 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2622 |
1.2699 |
| PP |
1.2612 |
1.2663 |
| S1 |
1.2602 |
1.2628 |
|