CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3262 |
1.3294 |
0.0032 |
0.2% |
1.2992 |
| High |
1.3301 |
1.3300 |
-0.0001 |
0.0% |
1.3385 |
| Low |
1.3205 |
1.3222 |
0.0017 |
0.1% |
1.2965 |
| Close |
1.3285 |
1.3227 |
-0.0058 |
-0.4% |
1.3285 |
| Range |
0.0096 |
0.0078 |
-0.0018 |
-18.8% |
0.0420 |
| ATR |
0.0135 |
0.0131 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
23,923 |
747 |
-23,176 |
-96.9% |
881,757 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3484 |
1.3433 |
1.3270 |
|
| R3 |
1.3406 |
1.3355 |
1.3248 |
|
| R2 |
1.3328 |
1.3328 |
1.3241 |
|
| R1 |
1.3277 |
1.3277 |
1.3234 |
1.3264 |
| PP |
1.3250 |
1.3250 |
1.3250 |
1.3243 |
| S1 |
1.3199 |
1.3199 |
1.3220 |
1.3186 |
| S2 |
1.3172 |
1.3172 |
1.3213 |
|
| S3 |
1.3094 |
1.3121 |
1.3206 |
|
| S4 |
1.3016 |
1.3043 |
1.3184 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4472 |
1.4298 |
1.3516 |
|
| R3 |
1.4052 |
1.3878 |
1.3401 |
|
| R2 |
1.3632 |
1.3632 |
1.3362 |
|
| R1 |
1.3458 |
1.3458 |
1.3324 |
1.3545 |
| PP |
1.3212 |
1.3212 |
1.3212 |
1.3255 |
| S1 |
1.3038 |
1.3038 |
1.3247 |
1.3125 |
| S2 |
1.2792 |
1.2792 |
1.3208 |
|
| S3 |
1.2372 |
1.2618 |
1.3170 |
|
| S4 |
1.1952 |
1.2198 |
1.3054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3385 |
1.3009 |
0.0376 |
2.8% |
0.0181 |
1.4% |
58% |
False |
False |
132,097 |
| 10 |
1.3385 |
1.2965 |
0.0420 |
3.2% |
0.0151 |
1.1% |
62% |
False |
False |
139,797 |
| 20 |
1.3385 |
1.2909 |
0.0476 |
3.6% |
0.0130 |
1.0% |
67% |
False |
False |
135,869 |
| 40 |
1.3385 |
1.2791 |
0.0594 |
4.5% |
0.0117 |
0.9% |
73% |
False |
False |
119,582 |
| 60 |
1.3385 |
1.2512 |
0.0873 |
6.6% |
0.0116 |
0.9% |
82% |
False |
False |
110,002 |
| 80 |
1.3385 |
1.2512 |
0.0873 |
6.6% |
0.0116 |
0.9% |
82% |
False |
False |
90,388 |
| 100 |
1.3385 |
1.2512 |
0.0873 |
6.6% |
0.0116 |
0.9% |
82% |
False |
False |
72,488 |
| 120 |
1.3385 |
1.2512 |
0.0873 |
6.6% |
0.0108 |
0.8% |
82% |
False |
False |
60,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3632 |
|
2.618 |
1.3504 |
|
1.618 |
1.3426 |
|
1.000 |
1.3378 |
|
0.618 |
1.3348 |
|
HIGH |
1.3300 |
|
0.618 |
1.3270 |
|
0.500 |
1.3261 |
|
0.382 |
1.3252 |
|
LOW |
1.3222 |
|
0.618 |
1.3174 |
|
1.000 |
1.3144 |
|
1.618 |
1.3096 |
|
2.618 |
1.3018 |
|
4.250 |
1.2891 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3261 |
1.3269 |
| PP |
1.3250 |
1.3255 |
| S1 |
1.3238 |
1.3241 |
|