CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2701 |
1.2736 |
0.0035 |
0.3% |
1.2647 |
| High |
1.2791 |
1.2773 |
-0.0018 |
-0.1% |
1.2766 |
| Low |
1.2687 |
1.2683 |
-0.0004 |
0.0% |
1.2635 |
| Close |
1.2771 |
1.2699 |
-0.0072 |
-0.6% |
1.2688 |
| Range |
0.0104 |
0.0090 |
-0.0014 |
-13.5% |
0.0131 |
| ATR |
0.0111 |
0.0110 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
44,100 |
31,716 |
-12,384 |
-28.1% |
430,835 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2934 |
1.2749 |
|
| R3 |
1.2898 |
1.2844 |
1.2724 |
|
| R2 |
1.2808 |
1.2808 |
1.2716 |
|
| R1 |
1.2754 |
1.2754 |
1.2707 |
1.2736 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2710 |
| S1 |
1.2664 |
1.2664 |
1.2691 |
1.2646 |
| S2 |
1.2628 |
1.2628 |
1.2683 |
|
| S3 |
1.2538 |
1.2574 |
1.2674 |
|
| S4 |
1.2448 |
1.2484 |
1.2650 |
|
|
| 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 |
1.2791 |
1.2665 |
0.0126 |
1.0% |
0.0089 |
0.7% |
27% |
False |
False |
67,813 |
| 10 |
1.2791 |
1.2540 |
0.0251 |
2.0% |
0.0101 |
0.8% |
63% |
False |
False |
77,321 |
| 20 |
1.2914 |
1.2540 |
0.0374 |
2.9% |
0.0115 |
0.9% |
43% |
False |
False |
48,346 |
| 40 |
1.3257 |
1.2540 |
0.0717 |
5.6% |
0.0116 |
0.9% |
22% |
False |
False |
24,639 |
| 60 |
1.3356 |
1.2540 |
0.0816 |
6.4% |
0.0102 |
0.8% |
19% |
False |
False |
16,520 |
| 80 |
1.3384 |
1.2540 |
0.0844 |
6.6% |
0.0093 |
0.7% |
19% |
False |
False |
12,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3156 |
|
2.618 |
1.3009 |
|
1.618 |
1.2919 |
|
1.000 |
1.2863 |
|
0.618 |
1.2829 |
|
HIGH |
1.2773 |
|
0.618 |
1.2739 |
|
0.500 |
1.2728 |
|
0.382 |
1.2717 |
|
LOW |
1.2683 |
|
0.618 |
1.2627 |
|
1.000 |
1.2593 |
|
1.618 |
1.2537 |
|
2.618 |
1.2447 |
|
4.250 |
1.2301 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2728 |
1.2731 |
| PP |
1.2718 |
1.2720 |
| S1 |
1.2709 |
1.2710 |
|