CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2717 |
1.2647 |
-0.0070 |
-0.6% |
1.2777 |
| High |
1.2723 |
1.2706 |
-0.0017 |
-0.1% |
1.2824 |
| Low |
1.2589 |
1.2635 |
0.0046 |
0.4% |
1.2540 |
| Close |
1.2640 |
1.2689 |
0.0049 |
0.4% |
1.2640 |
| Range |
0.0134 |
0.0071 |
-0.0063 |
-47.0% |
0.0284 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
101,486 |
85,547 |
-15,939 |
-15.7% |
417,012 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2890 |
1.2860 |
1.2728 |
|
| R3 |
1.2819 |
1.2789 |
1.2709 |
|
| R2 |
1.2748 |
1.2748 |
1.2702 |
|
| R1 |
1.2718 |
1.2718 |
1.2696 |
1.2733 |
| PP |
1.2677 |
1.2677 |
1.2677 |
1.2684 |
| S1 |
1.2647 |
1.2647 |
1.2682 |
1.2662 |
| S2 |
1.2606 |
1.2606 |
1.2676 |
|
| S3 |
1.2535 |
1.2576 |
1.2669 |
|
| S4 |
1.2464 |
1.2505 |
1.2650 |
|
|
| 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 |
1.2747 |
1.2540 |
0.0207 |
1.6% |
0.0127 |
1.0% |
72% |
False |
False |
83,944 |
| 10 |
1.2912 |
1.2540 |
0.0372 |
2.9% |
0.0138 |
1.1% |
40% |
False |
False |
53,512 |
| 20 |
1.3000 |
1.2540 |
0.0460 |
3.6% |
0.0113 |
0.9% |
32% |
False |
False |
27,466 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.7% |
0.0115 |
0.9% |
21% |
False |
False |
14,167 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0100 |
0.8% |
18% |
False |
False |
9,508 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.7% |
0.0090 |
0.7% |
18% |
False |
False |
7,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3008 |
|
2.618 |
1.2892 |
|
1.618 |
1.2821 |
|
1.000 |
1.2777 |
|
0.618 |
1.2750 |
|
HIGH |
1.2706 |
|
0.618 |
1.2679 |
|
0.500 |
1.2671 |
|
0.382 |
1.2662 |
|
LOW |
1.2635 |
|
0.618 |
1.2591 |
|
1.000 |
1.2564 |
|
1.618 |
1.2520 |
|
2.618 |
1.2449 |
|
4.250 |
1.2333 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2683 |
1.2682 |
| PP |
1.2677 |
1.2675 |
| S1 |
1.2671 |
1.2668 |
|