CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3185 |
1.3155 |
-0.0030 |
-0.2% |
1.3071 |
| High |
1.3207 |
1.3190 |
-0.0017 |
-0.1% |
1.3364 |
| Low |
1.3105 |
1.3132 |
0.0027 |
0.2% |
1.3064 |
| Close |
1.3178 |
1.3180 |
0.0002 |
0.0% |
1.3201 |
| Range |
0.0102 |
0.0058 |
-0.0044 |
-43.1% |
0.0300 |
| ATR |
0.0107 |
0.0103 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
132,452 |
93,347 |
-39,105 |
-29.5% |
692,966 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3319 |
1.3212 |
|
| R3 |
1.3283 |
1.3261 |
1.3196 |
|
| R2 |
1.3225 |
1.3225 |
1.3191 |
|
| R1 |
1.3203 |
1.3203 |
1.3185 |
1.3214 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3173 |
| S1 |
1.3145 |
1.3145 |
1.3175 |
1.3156 |
| S2 |
1.3109 |
1.3109 |
1.3169 |
|
| S3 |
1.3051 |
1.3087 |
1.3164 |
|
| S4 |
1.2993 |
1.3029 |
1.3148 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4110 |
1.3955 |
1.3366 |
|
| R3 |
1.3810 |
1.3655 |
1.3284 |
|
| R2 |
1.3510 |
1.3510 |
1.3256 |
|
| R1 |
1.3355 |
1.3355 |
1.3229 |
1.3433 |
| PP |
1.3210 |
1.3210 |
1.3210 |
1.3248 |
| S1 |
1.3055 |
1.3055 |
1.3174 |
1.3133 |
| S2 |
1.2910 |
1.2910 |
1.3146 |
|
| S3 |
1.2610 |
1.2755 |
1.3119 |
|
| S4 |
1.2310 |
1.2455 |
1.3036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3331 |
1.3105 |
0.0226 |
1.7% |
0.0086 |
0.7% |
33% |
False |
False |
113,299 |
| 10 |
1.3364 |
1.2983 |
0.0381 |
2.9% |
0.0097 |
0.7% |
52% |
False |
False |
120,807 |
| 20 |
1.3364 |
1.2791 |
0.0573 |
4.3% |
0.0100 |
0.8% |
68% |
False |
False |
115,461 |
| 40 |
1.3364 |
1.2707 |
0.0657 |
5.0% |
0.0109 |
0.8% |
72% |
False |
False |
113,058 |
| 60 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0111 |
0.8% |
78% |
False |
False |
100,283 |
| 80 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0113 |
0.9% |
78% |
False |
False |
75,854 |
| 100 |
1.3364 |
1.2512 |
0.0852 |
6.5% |
0.0108 |
0.8% |
78% |
False |
False |
60,793 |
| 120 |
1.3384 |
1.2512 |
0.0872 |
6.6% |
0.0102 |
0.8% |
77% |
False |
False |
50,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3437 |
|
2.618 |
1.3342 |
|
1.618 |
1.3284 |
|
1.000 |
1.3248 |
|
0.618 |
1.3226 |
|
HIGH |
1.3190 |
|
0.618 |
1.3168 |
|
0.500 |
1.3161 |
|
0.382 |
1.3154 |
|
LOW |
1.3132 |
|
0.618 |
1.3096 |
|
1.000 |
1.3074 |
|
1.618 |
1.3038 |
|
2.618 |
1.2980 |
|
4.250 |
1.2886 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3185 |
| PP |
1.3167 |
1.3183 |
| S1 |
1.3161 |
1.3182 |
|