CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2911 |
1.2994 |
0.0083 |
0.6% |
1.2903 |
| High |
1.3012 |
1.3117 |
0.0105 |
0.8% |
1.3039 |
| Low |
1.2866 |
1.2976 |
0.0110 |
0.9% |
1.2707 |
| Close |
1.2994 |
1.3101 |
0.0107 |
0.8% |
1.2909 |
| Range |
0.0146 |
0.0141 |
-0.0005 |
-3.4% |
0.0332 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
0.9% |
0.0000 |
| Volume |
147,117 |
114,522 |
-32,595 |
-22.2% |
614,497 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3488 |
1.3435 |
1.3179 |
|
| R3 |
1.3347 |
1.3294 |
1.3140 |
|
| R2 |
1.3206 |
1.3206 |
1.3127 |
|
| R1 |
1.3153 |
1.3153 |
1.3114 |
1.3180 |
| PP |
1.3065 |
1.3065 |
1.3065 |
1.3078 |
| S1 |
1.3012 |
1.3012 |
1.3088 |
1.3039 |
| S2 |
1.2924 |
1.2924 |
1.3075 |
|
| S3 |
1.2783 |
1.2871 |
1.3062 |
|
| S4 |
1.2642 |
1.2730 |
1.3023 |
|
|
| 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 |
1.3117 |
1.2865 |
0.0252 |
1.9% |
0.0134 |
1.0% |
94% |
True |
False |
119,049 |
| 10 |
1.3117 |
1.2707 |
0.0410 |
3.1% |
0.0135 |
1.0% |
96% |
True |
False |
119,748 |
| 20 |
1.3117 |
1.2512 |
0.0605 |
4.6% |
0.0124 |
0.9% |
97% |
True |
False |
95,611 |
| 40 |
1.3117 |
1.2512 |
0.0605 |
4.6% |
0.0118 |
0.9% |
97% |
True |
False |
70,111 |
| 60 |
1.3257 |
1.2512 |
0.0745 |
5.7% |
0.0116 |
0.9% |
79% |
False |
False |
47,046 |
| 80 |
1.3356 |
1.2512 |
0.0844 |
6.4% |
0.0107 |
0.8% |
70% |
False |
False |
35,347 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.7% |
0.0098 |
0.7% |
68% |
False |
False |
28,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3716 |
|
2.618 |
1.3486 |
|
1.618 |
1.3345 |
|
1.000 |
1.3258 |
|
0.618 |
1.3204 |
|
HIGH |
1.3117 |
|
0.618 |
1.3063 |
|
0.500 |
1.3047 |
|
0.382 |
1.3030 |
|
LOW |
1.2976 |
|
0.618 |
1.2889 |
|
1.000 |
1.2835 |
|
1.618 |
1.2748 |
|
2.618 |
1.2607 |
|
4.250 |
1.2377 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3083 |
1.3065 |
| PP |
1.3065 |
1.3028 |
| S1 |
1.3047 |
1.2992 |
|