CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2903 |
1.2905 |
0.0002 |
0.0% |
1.2780 |
| High |
1.2971 |
1.2956 |
-0.0015 |
-0.1% |
1.2907 |
| Low |
1.2858 |
1.2707 |
-0.0151 |
-1.2% |
1.2749 |
| Close |
1.2907 |
1.2872 |
-0.0035 |
-0.3% |
1.2887 |
| Range |
0.0113 |
0.0249 |
0.0136 |
120.4% |
0.0158 |
| ATR |
0.0112 |
0.0122 |
0.0010 |
8.7% |
0.0000 |
| Volume |
109,167 |
171,723 |
62,556 |
57.3% |
463,670 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3592 |
1.3481 |
1.3009 |
|
| R3 |
1.3343 |
1.3232 |
1.2940 |
|
| R2 |
1.3094 |
1.3094 |
1.2918 |
|
| R1 |
1.2983 |
1.2983 |
1.2895 |
1.2914 |
| PP |
1.2845 |
1.2845 |
1.2845 |
1.2811 |
| S1 |
1.2734 |
1.2734 |
1.2849 |
1.2665 |
| S2 |
1.2596 |
1.2596 |
1.2826 |
|
| S3 |
1.2347 |
1.2485 |
1.2804 |
|
| S4 |
1.2098 |
1.2236 |
1.2735 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3322 |
1.3262 |
1.2974 |
|
| R3 |
1.3164 |
1.3104 |
1.2930 |
|
| R2 |
1.3006 |
1.3006 |
1.2916 |
|
| R1 |
1.2946 |
1.2946 |
1.2901 |
1.2976 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2863 |
| S1 |
1.2788 |
1.2788 |
1.2873 |
1.2818 |
| S2 |
1.2690 |
1.2690 |
1.2858 |
|
| S3 |
1.2532 |
1.2630 |
1.2844 |
|
| S4 |
1.2374 |
1.2472 |
1.2800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2971 |
1.2707 |
0.0264 |
2.1% |
0.0137 |
1.1% |
63% |
False |
True |
120,447 |
| 10 |
1.2971 |
1.2512 |
0.0459 |
3.6% |
0.0135 |
1.0% |
78% |
False |
False |
104,317 |
| 20 |
1.2971 |
1.2512 |
0.0459 |
3.6% |
0.0111 |
0.9% |
78% |
False |
False |
87,390 |
| 40 |
1.3000 |
1.2512 |
0.0488 |
3.8% |
0.0113 |
0.9% |
74% |
False |
False |
55,298 |
| 60 |
1.3257 |
1.2512 |
0.0745 |
5.8% |
0.0114 |
0.9% |
48% |
False |
False |
37,153 |
| 80 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0105 |
0.8% |
41% |
False |
False |
27,911 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0094 |
0.7% |
41% |
False |
False |
22,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4014 |
|
2.618 |
1.3608 |
|
1.618 |
1.3359 |
|
1.000 |
1.3205 |
|
0.618 |
1.3110 |
|
HIGH |
1.2956 |
|
0.618 |
1.2861 |
|
0.500 |
1.2832 |
|
0.382 |
1.2802 |
|
LOW |
1.2707 |
|
0.618 |
1.2553 |
|
1.000 |
1.2458 |
|
1.618 |
1.2304 |
|
2.618 |
1.2055 |
|
4.250 |
1.1649 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2859 |
1.2861 |
| PP |
1.2845 |
1.2850 |
| S1 |
1.2832 |
1.2839 |
|