CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2905 |
1.2900 |
-0.0005 |
0.0% |
1.2780 |
| High |
1.2956 |
1.2938 |
-0.0018 |
-0.1% |
1.2907 |
| Low |
1.2707 |
1.2865 |
0.0158 |
1.2% |
1.2749 |
| Close |
1.2872 |
1.2911 |
0.0039 |
0.3% |
1.2887 |
| Range |
0.0249 |
0.0073 |
-0.0176 |
-70.7% |
0.0158 |
| ATR |
0.0122 |
0.0118 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
171,723 |
126,336 |
-45,387 |
-26.4% |
463,670 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.3090 |
1.2951 |
|
| R3 |
1.3051 |
1.3017 |
1.2931 |
|
| R2 |
1.2978 |
1.2978 |
1.2924 |
|
| R1 |
1.2944 |
1.2944 |
1.2918 |
1.2961 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2913 |
| S1 |
1.2871 |
1.2871 |
1.2904 |
1.2888 |
| S2 |
1.2832 |
1.2832 |
1.2898 |
|
| S3 |
1.2759 |
1.2798 |
1.2891 |
|
| S4 |
1.2686 |
1.2725 |
1.2871 |
|
|
| 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 |
2.0% |
0.0133 |
1.0% |
77% |
False |
False |
125,146 |
| 10 |
1.2971 |
1.2512 |
0.0459 |
3.6% |
0.0123 |
1.0% |
87% |
False |
False |
106,673 |
| 20 |
1.2971 |
1.2512 |
0.0459 |
3.6% |
0.0111 |
0.9% |
87% |
False |
False |
89,430 |
| 40 |
1.3000 |
1.2512 |
0.0488 |
3.8% |
0.0112 |
0.9% |
82% |
False |
False |
58,448 |
| 60 |
1.3257 |
1.2512 |
0.0745 |
5.8% |
0.0114 |
0.9% |
54% |
False |
False |
39,254 |
| 80 |
1.3356 |
1.2512 |
0.0844 |
6.5% |
0.0103 |
0.8% |
47% |
False |
False |
29,489 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0094 |
0.7% |
46% |
False |
False |
23,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3248 |
|
2.618 |
1.3129 |
|
1.618 |
1.3056 |
|
1.000 |
1.3011 |
|
0.618 |
1.2983 |
|
HIGH |
1.2938 |
|
0.618 |
1.2910 |
|
0.500 |
1.2902 |
|
0.382 |
1.2893 |
|
LOW |
1.2865 |
|
0.618 |
1.2820 |
|
1.000 |
1.2792 |
|
1.618 |
1.2747 |
|
2.618 |
1.2674 |
|
4.250 |
1.2555 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2908 |
1.2887 |
| PP |
1.2905 |
1.2863 |
| S1 |
1.2902 |
1.2839 |
|