CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3272 |
1.3321 |
0.0049 |
0.4% |
1.2921 |
| High |
1.3364 |
1.3331 |
-0.0033 |
-0.2% |
1.3127 |
| Low |
1.3246 |
1.3264 |
0.0018 |
0.1% |
1.2909 |
| Close |
1.3322 |
1.3278 |
-0.0044 |
-0.3% |
1.3076 |
| Range |
0.0118 |
0.0067 |
-0.0051 |
-43.2% |
0.0218 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
139,003 |
135,157 |
-3,846 |
-2.8% |
545,610 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3452 |
1.3315 |
|
| R3 |
1.3425 |
1.3385 |
1.3296 |
|
| R2 |
1.3358 |
1.3358 |
1.3290 |
|
| R1 |
1.3318 |
1.3318 |
1.3284 |
1.3305 |
| PP |
1.3291 |
1.3291 |
1.3291 |
1.3284 |
| S1 |
1.3251 |
1.3251 |
1.3272 |
1.3238 |
| S2 |
1.3224 |
1.3224 |
1.3266 |
|
| S3 |
1.3157 |
1.3184 |
1.3260 |
|
| S4 |
1.3090 |
1.3117 |
1.3241 |
|
|
| 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% |
77% |
False |
False |
131,288 |
| 10 |
1.3364 |
1.2791 |
0.0573 |
4.3% |
0.0110 |
0.8% |
85% |
False |
False |
133,132 |
| 20 |
1.3364 |
1.2791 |
0.0573 |
4.3% |
0.0099 |
0.7% |
85% |
False |
False |
110,311 |
| 40 |
1.3364 |
1.2512 |
0.0852 |
6.4% |
0.0114 |
0.9% |
90% |
False |
False |
111,489 |
| 60 |
1.3364 |
1.2512 |
0.0852 |
6.4% |
0.0114 |
0.9% |
90% |
False |
False |
93,613 |
| 80 |
1.3364 |
1.2512 |
0.0852 |
6.4% |
0.0112 |
0.8% |
90% |
False |
False |
70,508 |
| 100 |
1.3364 |
1.2512 |
0.0852 |
6.4% |
0.0107 |
0.8% |
90% |
False |
False |
56,481 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.6% |
0.0101 |
0.8% |
88% |
False |
False |
47,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3616 |
|
2.618 |
1.3506 |
|
1.618 |
1.3439 |
|
1.000 |
1.3398 |
|
0.618 |
1.3372 |
|
HIGH |
1.3331 |
|
0.618 |
1.3305 |
|
0.500 |
1.3298 |
|
0.382 |
1.3290 |
|
LOW |
1.3264 |
|
0.618 |
1.3223 |
|
1.000 |
1.3197 |
|
1.618 |
1.3156 |
|
2.618 |
1.3089 |
|
4.250 |
1.2979 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3298 |
1.3268 |
| PP |
1.3291 |
1.3257 |
| S1 |
1.3285 |
1.3247 |
|