CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3133 |
1.3272 |
0.0139 |
1.1% |
1.2921 |
| High |
1.3302 |
1.3364 |
0.0062 |
0.5% |
1.3127 |
| Low |
1.3130 |
1.3246 |
0.0116 |
0.9% |
1.2909 |
| Close |
1.3287 |
1.3322 |
0.0035 |
0.3% |
1.3076 |
| Range |
0.0172 |
0.0118 |
-0.0054 |
-31.4% |
0.0218 |
| ATR |
0.0111 |
0.0111 |
0.0001 |
0.5% |
0.0000 |
| Volume |
202,398 |
139,003 |
-63,395 |
-31.3% |
545,610 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3665 |
1.3611 |
1.3387 |
|
| R3 |
1.3547 |
1.3493 |
1.3354 |
|
| R2 |
1.3429 |
1.3429 |
1.3344 |
|
| R1 |
1.3375 |
1.3375 |
1.3333 |
1.3402 |
| PP |
1.3311 |
1.3311 |
1.3311 |
1.3324 |
| S1 |
1.3257 |
1.3257 |
1.3311 |
1.3284 |
| S2 |
1.3193 |
1.3193 |
1.3300 |
|
| S3 |
1.3075 |
1.3139 |
1.3290 |
|
| S4 |
1.2957 |
1.3021 |
1.3257 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3602 |
1.3196 |
|
| R3 |
1.3473 |
1.3384 |
1.3136 |
|
| R2 |
1.3255 |
1.3255 |
1.3116 |
|
| R1 |
1.3166 |
1.3166 |
1.3096 |
1.3211 |
| PP |
1.3037 |
1.3037 |
1.3037 |
1.3060 |
| S1 |
1.2948 |
1.2948 |
1.3056 |
1.2993 |
| S2 |
1.2819 |
1.2819 |
1.3036 |
|
| S3 |
1.2601 |
1.2730 |
1.3016 |
|
| S4 |
1.2383 |
1.2512 |
1.2956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3364 |
1.2983 |
0.0381 |
2.9% |
0.0107 |
0.8% |
89% |
True |
False |
128,314 |
| 10 |
1.3364 |
1.2791 |
0.0573 |
4.3% |
0.0115 |
0.9% |
93% |
True |
False |
131,841 |
| 20 |
1.3364 |
1.2791 |
0.0573 |
4.3% |
0.0101 |
0.8% |
93% |
True |
False |
108,357 |
| 40 |
1.3364 |
1.2512 |
0.0852 |
6.4% |
0.0116 |
0.9% |
95% |
True |
False |
109,825 |
| 60 |
1.3364 |
1.2512 |
0.0852 |
6.4% |
0.0114 |
0.9% |
95% |
True |
False |
91,473 |
| 80 |
1.3364 |
1.2512 |
0.0852 |
6.4% |
0.0115 |
0.9% |
95% |
True |
False |
68,829 |
| 100 |
1.3364 |
1.2512 |
0.0852 |
6.4% |
0.0107 |
0.8% |
95% |
True |
False |
55,135 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.5% |
0.0100 |
0.8% |
93% |
False |
False |
45,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3866 |
|
2.618 |
1.3673 |
|
1.618 |
1.3555 |
|
1.000 |
1.3482 |
|
0.618 |
1.3437 |
|
HIGH |
1.3364 |
|
0.618 |
1.3319 |
|
0.500 |
1.3305 |
|
0.382 |
1.3291 |
|
LOW |
1.3246 |
|
0.618 |
1.3173 |
|
1.000 |
1.3128 |
|
1.618 |
1.3055 |
|
2.618 |
1.2937 |
|
4.250 |
1.2745 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3316 |
1.3286 |
| PP |
1.3311 |
1.3250 |
| S1 |
1.3305 |
1.3214 |
|