CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2714 |
0.0035 |
0.3% |
1.2647 |
| High |
1.2766 |
1.2752 |
-0.0014 |
-0.1% |
1.2766 |
| Low |
1.2671 |
1.2670 |
-0.0001 |
0.0% |
1.2635 |
| Close |
1.2729 |
1.2688 |
-0.0041 |
-0.3% |
1.2688 |
| Range |
0.0095 |
0.0082 |
-0.0013 |
-13.7% |
0.0131 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
94,477 |
82,092 |
-12,385 |
-13.1% |
430,835 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2901 |
1.2733 |
|
| R3 |
1.2867 |
1.2819 |
1.2711 |
|
| R2 |
1.2785 |
1.2785 |
1.2703 |
|
| R1 |
1.2737 |
1.2737 |
1.2696 |
1.2720 |
| PP |
1.2703 |
1.2703 |
1.2703 |
1.2695 |
| S1 |
1.2655 |
1.2655 |
1.2680 |
1.2638 |
| S2 |
1.2621 |
1.2621 |
1.2673 |
|
| S3 |
1.2539 |
1.2573 |
1.2665 |
|
| S4 |
1.2457 |
1.2491 |
1.2643 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3089 |
1.3020 |
1.2760 |
|
| R3 |
1.2958 |
1.2889 |
1.2724 |
|
| R2 |
1.2827 |
1.2827 |
1.2712 |
|
| R1 |
1.2758 |
1.2758 |
1.2700 |
1.2793 |
| PP |
1.2696 |
1.2696 |
1.2696 |
1.2714 |
| S1 |
1.2627 |
1.2627 |
1.2676 |
1.2662 |
| S2 |
1.2565 |
1.2565 |
1.2664 |
|
| S3 |
1.2434 |
1.2496 |
1.2652 |
|
| S4 |
1.2303 |
1.2365 |
1.2616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2766 |
1.2635 |
0.0131 |
1.0% |
0.0083 |
0.7% |
40% |
False |
False |
86,167 |
| 10 |
1.2824 |
1.2540 |
0.0284 |
2.2% |
0.0123 |
1.0% |
52% |
False |
False |
84,784 |
| 20 |
1.2932 |
1.2540 |
0.0392 |
3.1% |
0.0112 |
0.9% |
38% |
False |
False |
44,610 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.7% |
0.0113 |
0.9% |
21% |
False |
False |
22,764 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0101 |
0.8% |
18% |
False |
False |
15,259 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.7% |
0.0091 |
0.7% |
18% |
False |
False |
11,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3101 |
|
2.618 |
1.2967 |
|
1.618 |
1.2885 |
|
1.000 |
1.2834 |
|
0.618 |
1.2803 |
|
HIGH |
1.2752 |
|
0.618 |
1.2721 |
|
0.500 |
1.2711 |
|
0.382 |
1.2701 |
|
LOW |
1.2670 |
|
0.618 |
1.2619 |
|
1.000 |
1.2588 |
|
1.618 |
1.2537 |
|
2.618 |
1.2455 |
|
4.250 |
1.2322 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2711 |
1.2716 |
| PP |
1.2703 |
1.2706 |
| S1 |
1.2696 |
1.2697 |
|