CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2780 |
0.0101 |
0.8% |
1.2751 |
| High |
1.2790 |
1.2832 |
0.0042 |
0.3% |
1.2862 |
| Low |
1.2659 |
1.2764 |
0.0105 |
0.8% |
1.2512 |
| Close |
1.2784 |
1.2815 |
0.0031 |
0.2% |
1.2784 |
| Range |
0.0131 |
0.0068 |
-0.0063 |
-48.1% |
0.0350 |
| ATR |
0.0118 |
0.0115 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
97,488 |
69,943 |
-27,545 |
-28.3% |
367,228 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3008 |
1.2979 |
1.2852 |
|
| R3 |
1.2940 |
1.2911 |
1.2834 |
|
| R2 |
1.2872 |
1.2872 |
1.2827 |
|
| R1 |
1.2843 |
1.2843 |
1.2821 |
1.2858 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2811 |
| S1 |
1.2775 |
1.2775 |
1.2809 |
1.2790 |
| S2 |
1.2736 |
1.2736 |
1.2803 |
|
| S3 |
1.2668 |
1.2707 |
1.2796 |
|
| S4 |
1.2600 |
1.2639 |
1.2778 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3769 |
1.3627 |
1.2977 |
|
| R3 |
1.3419 |
1.3277 |
1.2880 |
|
| R2 |
1.3069 |
1.3069 |
1.2848 |
|
| R1 |
1.2927 |
1.2927 |
1.2816 |
1.2998 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2755 |
| S1 |
1.2577 |
1.2577 |
1.2752 |
1.2648 |
| S2 |
1.2369 |
1.2369 |
1.2720 |
|
| S3 |
1.2019 |
1.2227 |
1.2688 |
|
| S4 |
1.1669 |
1.1877 |
1.2592 |
|
|
| 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 |
2.7% |
0.0141 |
1.1% |
87% |
False |
False |
87,434 |
| 10 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0112 |
0.9% |
87% |
False |
False |
72,445 |
| 20 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0117 |
0.9% |
87% |
False |
False |
74,733 |
| 40 |
1.3228 |
1.2512 |
0.0716 |
5.6% |
0.0118 |
0.9% |
42% |
False |
False |
38,650 |
| 60 |
1.3356 |
1.2512 |
0.0844 |
6.6% |
0.0108 |
0.8% |
36% |
False |
False |
25,949 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0099 |
0.8% |
35% |
False |
False |
19,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3121 |
|
2.618 |
1.3010 |
|
1.618 |
1.2942 |
|
1.000 |
1.2900 |
|
0.618 |
1.2874 |
|
HIGH |
1.2832 |
|
0.618 |
1.2806 |
|
0.500 |
1.2798 |
|
0.382 |
1.2790 |
|
LOW |
1.2764 |
|
0.618 |
1.2722 |
|
1.000 |
1.2696 |
|
1.618 |
1.2654 |
|
2.618 |
1.2586 |
|
4.250 |
1.2475 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2809 |
1.2767 |
| PP |
1.2804 |
1.2720 |
| S1 |
1.2798 |
1.2672 |
|