CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2760 |
1.2842 |
0.0082 |
0.6% |
1.2751 |
| High |
1.2848 |
1.2843 |
-0.0005 |
0.0% |
1.2862 |
| Low |
1.2757 |
1.2769 |
0.0012 |
0.1% |
1.2512 |
| Close |
1.2839 |
1.2786 |
-0.0053 |
-0.4% |
1.2784 |
| Range |
0.0091 |
0.0074 |
-0.0017 |
-18.7% |
0.0350 |
| ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
102,840 |
84,791 |
-18,049 |
-17.6% |
367,228 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3021 |
1.2978 |
1.2827 |
|
| R3 |
1.2947 |
1.2904 |
1.2806 |
|
| R2 |
1.2873 |
1.2873 |
1.2800 |
|
| R1 |
1.2830 |
1.2830 |
1.2793 |
1.2815 |
| PP |
1.2799 |
1.2799 |
1.2799 |
1.2792 |
| S1 |
1.2756 |
1.2756 |
1.2779 |
1.2741 |
| S2 |
1.2725 |
1.2725 |
1.2772 |
|
| S3 |
1.2651 |
1.2682 |
1.2766 |
|
| S4 |
1.2577 |
1.2608 |
1.2745 |
|
|
| 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 |
1.2848 |
1.2659 |
0.0189 |
1.5% |
0.0091 |
0.7% |
67% |
False |
False |
85,488 |
| 10 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0110 |
0.9% |
78% |
False |
False |
82,656 |
| 20 |
1.2862 |
1.2512 |
0.0350 |
2.7% |
0.0106 |
0.8% |
78% |
False |
False |
79,988 |
| 40 |
1.3150 |
1.2512 |
0.0638 |
5.0% |
0.0117 |
0.9% |
43% |
False |
False |
45,120 |
| 60 |
1.3320 |
1.2512 |
0.0808 |
6.3% |
0.0108 |
0.8% |
34% |
False |
False |
30,277 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0100 |
0.8% |
31% |
False |
False |
22,728 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0089 |
0.7% |
31% |
False |
False |
18,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3158 |
|
2.618 |
1.3037 |
|
1.618 |
1.2963 |
|
1.000 |
1.2917 |
|
0.618 |
1.2889 |
|
HIGH |
1.2843 |
|
0.618 |
1.2815 |
|
0.500 |
1.2806 |
|
0.382 |
1.2797 |
|
LOW |
1.2769 |
|
0.618 |
1.2723 |
|
1.000 |
1.2695 |
|
1.618 |
1.2649 |
|
2.618 |
1.2575 |
|
4.250 |
1.2455 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2806 |
1.2799 |
| PP |
1.2799 |
1.2795 |
| S1 |
1.2793 |
1.2790 |
|