CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2799 |
1.2628 |
-0.0171 |
-1.3% |
1.2701 |
| High |
1.2820 |
1.2692 |
-0.0128 |
-1.0% |
1.2791 |
| Low |
1.2627 |
1.2512 |
-0.0115 |
-0.9% |
1.2666 |
| Close |
1.2656 |
1.2676 |
0.0020 |
0.2% |
1.2740 |
| Range |
0.0193 |
0.0180 |
-0.0013 |
-6.7% |
0.0125 |
| ATR |
0.0112 |
0.0117 |
0.0005 |
4.3% |
0.0000 |
| Volume |
102,778 |
98,348 |
-4,430 |
-4.3% |
205,194 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3167 |
1.3101 |
1.2775 |
|
| R3 |
1.2987 |
1.2921 |
1.2726 |
|
| R2 |
1.2807 |
1.2807 |
1.2709 |
|
| R1 |
1.2741 |
1.2741 |
1.2693 |
1.2774 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2643 |
| S1 |
1.2561 |
1.2561 |
1.2660 |
1.2594 |
| S2 |
1.2447 |
1.2447 |
1.2643 |
|
| S3 |
1.2267 |
1.2381 |
1.2627 |
|
| S4 |
1.2087 |
1.2201 |
1.2577 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.3049 |
1.2809 |
|
| R3 |
1.2982 |
1.2924 |
1.2774 |
|
| R2 |
1.2857 |
1.2857 |
1.2763 |
|
| R1 |
1.2799 |
1.2799 |
1.2751 |
1.2828 |
| PP |
1.2732 |
1.2732 |
1.2732 |
1.2747 |
| S1 |
1.2674 |
1.2674 |
1.2729 |
1.2703 |
| S2 |
1.2607 |
1.2607 |
1.2717 |
|
| S3 |
1.2482 |
1.2549 |
1.2706 |
|
| S4 |
1.2357 |
1.2424 |
1.2671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2862 |
1.2512 |
0.0350 |
2.8% |
0.0128 |
1.0% |
47% |
False |
True |
79,823 |
| 10 |
1.2862 |
1.2512 |
0.0350 |
2.8% |
0.0109 |
0.9% |
47% |
False |
True |
73,818 |
| 20 |
1.2877 |
1.2512 |
0.0365 |
2.9% |
0.0119 |
0.9% |
45% |
False |
True |
67,620 |
| 40 |
1.3257 |
1.2512 |
0.0745 |
5.9% |
0.0117 |
0.9% |
22% |
False |
True |
34,484 |
| 60 |
1.3356 |
1.2512 |
0.0844 |
6.7% |
0.0107 |
0.8% |
19% |
False |
True |
23,160 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.9% |
0.0097 |
0.8% |
19% |
False |
True |
17,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3457 |
|
2.618 |
1.3163 |
|
1.618 |
1.2983 |
|
1.000 |
1.2872 |
|
0.618 |
1.2803 |
|
HIGH |
1.2692 |
|
0.618 |
1.2623 |
|
0.500 |
1.2602 |
|
0.382 |
1.2581 |
|
LOW |
1.2512 |
|
0.618 |
1.2401 |
|
1.000 |
1.2332 |
|
1.618 |
1.2221 |
|
2.618 |
1.2041 |
|
4.250 |
1.1747 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2651 |
1.2687 |
| PP |
1.2627 |
1.2683 |
| S1 |
1.2602 |
1.2680 |
|