CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2717 |
0.0017 |
0.1% |
1.2777 |
| High |
1.2747 |
1.2723 |
-0.0024 |
-0.2% |
1.2824 |
| Low |
1.2671 |
1.2589 |
-0.0082 |
-0.6% |
1.2540 |
| Close |
1.2720 |
1.2640 |
-0.0080 |
-0.6% |
1.2640 |
| Range |
0.0076 |
0.0134 |
0.0058 |
76.3% |
0.0284 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
0.6% |
0.0000 |
| Volume |
79,536 |
101,486 |
21,950 |
27.6% |
417,012 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3053 |
1.2980 |
1.2714 |
|
| R3 |
1.2919 |
1.2846 |
1.2677 |
|
| R2 |
1.2785 |
1.2785 |
1.2665 |
|
| R1 |
1.2712 |
1.2712 |
1.2652 |
1.2682 |
| PP |
1.2651 |
1.2651 |
1.2651 |
1.2635 |
| S1 |
1.2578 |
1.2578 |
1.2628 |
1.2548 |
| S2 |
1.2517 |
1.2517 |
1.2615 |
|
| S3 |
1.2383 |
1.2444 |
1.2603 |
|
| S4 |
1.2249 |
1.2310 |
1.2566 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3520 |
1.3364 |
1.2796 |
|
| R3 |
1.3236 |
1.3080 |
1.2718 |
|
| R2 |
1.2952 |
1.2952 |
1.2692 |
|
| R1 |
1.2796 |
1.2796 |
1.2666 |
1.2732 |
| PP |
1.2668 |
1.2668 |
1.2668 |
1.2636 |
| S1 |
1.2512 |
1.2512 |
1.2614 |
1.2448 |
| S2 |
1.2384 |
1.2384 |
1.2588 |
|
| S3 |
1.2100 |
1.2228 |
1.2562 |
|
| S4 |
1.1816 |
1.1944 |
1.2484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2824 |
1.2540 |
0.0284 |
2.2% |
0.0163 |
1.3% |
35% |
False |
False |
83,402 |
| 10 |
1.2912 |
1.2540 |
0.0372 |
2.9% |
0.0143 |
1.1% |
27% |
False |
False |
45,260 |
| 20 |
1.3000 |
1.2540 |
0.0460 |
3.6% |
0.0115 |
0.9% |
22% |
False |
False |
23,205 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.7% |
0.0115 |
0.9% |
14% |
False |
False |
12,034 |
| 60 |
1.3384 |
1.2540 |
0.0844 |
6.7% |
0.0102 |
0.8% |
12% |
False |
False |
8,084 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.7% |
0.0090 |
0.7% |
12% |
False |
False |
6,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3293 |
|
2.618 |
1.3074 |
|
1.618 |
1.2940 |
|
1.000 |
1.2857 |
|
0.618 |
1.2806 |
|
HIGH |
1.2723 |
|
0.618 |
1.2672 |
|
0.500 |
1.2656 |
|
0.382 |
1.2640 |
|
LOW |
1.2589 |
|
0.618 |
1.2506 |
|
1.000 |
1.2455 |
|
1.618 |
1.2372 |
|
2.618 |
1.2238 |
|
4.250 |
1.2020 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2656 |
1.2644 |
| PP |
1.2651 |
1.2642 |
| S1 |
1.2645 |
1.2641 |
|