CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2628 |
1.2553 |
-0.0075 |
-0.6% |
1.2812 |
| High |
1.2700 |
1.2735 |
0.0035 |
0.3% |
1.2912 |
| Low |
1.2543 |
1.2540 |
-0.0003 |
0.0% |
1.2730 |
| Close |
1.2592 |
1.2698 |
0.0106 |
0.8% |
1.2817 |
| Range |
0.0157 |
0.0195 |
0.0038 |
24.2% |
0.0182 |
| ATR |
0.0122 |
0.0127 |
0.0005 |
4.2% |
0.0000 |
| Volume |
67,612 |
85,542 |
17,930 |
26.5% |
35,590 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3243 |
1.3165 |
1.2805 |
|
| R3 |
1.3048 |
1.2970 |
1.2752 |
|
| R2 |
1.2853 |
1.2853 |
1.2734 |
|
| R1 |
1.2775 |
1.2775 |
1.2716 |
1.2814 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2677 |
| S1 |
1.2580 |
1.2580 |
1.2680 |
1.2619 |
| S2 |
1.2463 |
1.2463 |
1.2662 |
|
| S3 |
1.2268 |
1.2385 |
1.2644 |
|
| S4 |
1.2073 |
1.2190 |
1.2591 |
|
|
| 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 |
1.2540 |
0.0337 |
2.7% |
0.0159 |
1.2% |
47% |
False |
True |
52,532 |
| 10 |
1.2912 |
1.2540 |
0.0372 |
2.9% |
0.0137 |
1.1% |
42% |
False |
True |
27,865 |
| 20 |
1.3150 |
1.2540 |
0.0610 |
4.8% |
0.0129 |
1.0% |
26% |
False |
True |
14,509 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.6% |
0.0113 |
0.9% |
22% |
False |
True |
7,559 |
| 60 |
1.3384 |
1.2540 |
0.0844 |
6.6% |
0.0102 |
0.8% |
19% |
False |
True |
5,067 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.6% |
0.0088 |
0.7% |
19% |
False |
True |
3,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3564 |
|
2.618 |
1.3246 |
|
1.618 |
1.3051 |
|
1.000 |
1.2930 |
|
0.618 |
1.2856 |
|
HIGH |
1.2735 |
|
0.618 |
1.2661 |
|
0.500 |
1.2638 |
|
0.382 |
1.2614 |
|
LOW |
1.2540 |
|
0.618 |
1.2419 |
|
1.000 |
1.2345 |
|
1.618 |
1.2224 |
|
2.618 |
1.2029 |
|
4.250 |
1.1711 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2678 |
1.2693 |
| PP |
1.2658 |
1.2687 |
| S1 |
1.2638 |
1.2682 |
|