CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2917 |
1.3025 |
0.0108 |
0.8% |
1.2903 |
| High |
1.3039 |
1.3031 |
-0.0008 |
-0.1% |
1.3039 |
| Low |
1.2869 |
1.2893 |
0.0024 |
0.2% |
1.2707 |
| Close |
1.3026 |
1.2909 |
-0.0117 |
-0.9% |
1.2909 |
| Range |
0.0170 |
0.0138 |
-0.0032 |
-18.8% |
0.0332 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
0.9% |
0.0000 |
| Volume |
110,283 |
96,988 |
-13,295 |
-12.1% |
614,497 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3358 |
1.3272 |
1.2985 |
|
| R3 |
1.3220 |
1.3134 |
1.2947 |
|
| R2 |
1.3082 |
1.3082 |
1.2934 |
|
| R1 |
1.2996 |
1.2996 |
1.2922 |
1.2970 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2932 |
| S1 |
1.2858 |
1.2858 |
1.2896 |
1.2832 |
| S2 |
1.2806 |
1.2806 |
1.2884 |
|
| S3 |
1.2668 |
1.2720 |
1.2871 |
|
| S4 |
1.2530 |
1.2582 |
1.2833 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3881 |
1.3727 |
1.3092 |
|
| R3 |
1.3549 |
1.3395 |
1.3000 |
|
| R2 |
1.3217 |
1.3217 |
1.2970 |
|
| R1 |
1.3063 |
1.3063 |
1.2939 |
1.3140 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2924 |
| S1 |
1.2731 |
1.2731 |
1.2879 |
1.2808 |
| S2 |
1.2553 |
1.2553 |
1.2848 |
|
| S3 |
1.2221 |
1.2399 |
1.2818 |
|
| S4 |
1.1889 |
1.2067 |
1.2726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3039 |
1.2707 |
0.0332 |
2.6% |
0.0149 |
1.2% |
61% |
False |
False |
122,899 |
| 10 |
1.3039 |
1.2707 |
0.0332 |
2.6% |
0.0123 |
0.9% |
61% |
False |
False |
107,816 |
| 20 |
1.3039 |
1.2512 |
0.0527 |
4.1% |
0.0118 |
0.9% |
75% |
False |
False |
91,357 |
| 40 |
1.3039 |
1.2512 |
0.0527 |
4.1% |
0.0116 |
0.9% |
75% |
False |
False |
63,588 |
| 60 |
1.3257 |
1.2512 |
0.0745 |
5.8% |
0.0115 |
0.9% |
53% |
False |
False |
42,703 |
| 80 |
1.3356 |
1.2512 |
0.0844 |
6.5% |
0.0105 |
0.8% |
47% |
False |
False |
32,078 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.8% |
0.0096 |
0.7% |
46% |
False |
False |
25,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3618 |
|
2.618 |
1.3392 |
|
1.618 |
1.3254 |
|
1.000 |
1.3169 |
|
0.618 |
1.3116 |
|
HIGH |
1.3031 |
|
0.618 |
1.2978 |
|
0.500 |
1.2962 |
|
0.382 |
1.2946 |
|
LOW |
1.2893 |
|
0.618 |
1.2808 |
|
1.000 |
1.2755 |
|
1.618 |
1.2670 |
|
2.618 |
1.2532 |
|
4.250 |
1.2307 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.2962 |
1.2952 |
| PP |
1.2944 |
1.2938 |
| S1 |
1.2927 |
1.2923 |
|