CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.2994 |
1.3110 |
0.0116 |
0.9% |
1.2903 |
| High |
1.3117 |
1.3128 |
0.0011 |
0.1% |
1.3039 |
| Low |
1.2976 |
1.3046 |
0.0070 |
0.5% |
1.2707 |
| Close |
1.3101 |
1.3087 |
-0.0014 |
-0.1% |
1.2909 |
| Range |
0.0141 |
0.0082 |
-0.0059 |
-41.8% |
0.0332 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
114,522 |
97,866 |
-16,656 |
-14.5% |
614,497 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3333 |
1.3292 |
1.3132 |
|
| R3 |
1.3251 |
1.3210 |
1.3110 |
|
| R2 |
1.3169 |
1.3169 |
1.3102 |
|
| R1 |
1.3128 |
1.3128 |
1.3095 |
1.3108 |
| PP |
1.3087 |
1.3087 |
1.3087 |
1.3077 |
| S1 |
1.3046 |
1.3046 |
1.3079 |
1.3026 |
| S2 |
1.3005 |
1.3005 |
1.3072 |
|
| S3 |
1.2923 |
1.2964 |
1.3064 |
|
| S4 |
1.2841 |
1.2882 |
1.3042 |
|
|
| 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 |
1.3128 |
1.2866 |
0.0262 |
2.0% |
0.0135 |
1.0% |
84% |
True |
False |
113,355 |
| 10 |
1.3128 |
1.2707 |
0.0421 |
3.2% |
0.0134 |
1.0% |
90% |
True |
False |
119,250 |
| 20 |
1.3128 |
1.2512 |
0.0616 |
4.7% |
0.0123 |
0.9% |
93% |
True |
False |
98,299 |
| 40 |
1.3128 |
1.2512 |
0.0616 |
4.7% |
0.0119 |
0.9% |
93% |
True |
False |
72,544 |
| 60 |
1.3257 |
1.2512 |
0.0745 |
5.7% |
0.0117 |
0.9% |
77% |
False |
False |
48,665 |
| 80 |
1.3356 |
1.2512 |
0.0844 |
6.4% |
0.0107 |
0.8% |
68% |
False |
False |
36,569 |
| 100 |
1.3384 |
1.2512 |
0.0872 |
6.7% |
0.0098 |
0.8% |
66% |
False |
False |
29,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3343 |
|
1.618 |
1.3261 |
|
1.000 |
1.3210 |
|
0.618 |
1.3179 |
|
HIGH |
1.3128 |
|
0.618 |
1.3097 |
|
0.500 |
1.3087 |
|
0.382 |
1.3077 |
|
LOW |
1.3046 |
|
0.618 |
1.2995 |
|
1.000 |
1.2964 |
|
1.618 |
1.2913 |
|
2.618 |
1.2831 |
|
4.250 |
1.2698 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3087 |
1.3057 |
| PP |
1.3087 |
1.3027 |
| S1 |
1.3087 |
1.2997 |
|