CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3148 |
1.3050 |
-0.0098 |
-0.7% |
1.3300 |
| High |
1.3171 |
1.3234 |
0.0063 |
0.5% |
1.3320 |
| Low |
1.3055 |
1.3025 |
-0.0030 |
-0.2% |
1.3055 |
| Close |
1.3078 |
1.3215 |
0.0137 |
1.0% |
1.3078 |
| Range |
0.0116 |
0.0209 |
0.0093 |
80.2% |
0.0265 |
| ATR |
0.0094 |
0.0102 |
0.0008 |
8.7% |
0.0000 |
| Volume |
23,611 |
53,666 |
30,055 |
127.3% |
43,911 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3785 |
1.3709 |
1.3330 |
|
| R3 |
1.3576 |
1.3500 |
1.3272 |
|
| R2 |
1.3367 |
1.3367 |
1.3253 |
|
| R1 |
1.3291 |
1.3291 |
1.3234 |
1.3329 |
| PP |
1.3158 |
1.3158 |
1.3158 |
1.3177 |
| S1 |
1.3082 |
1.3082 |
1.3196 |
1.3120 |
| S2 |
1.2949 |
1.2949 |
1.3177 |
|
| S3 |
1.2740 |
1.2873 |
1.3158 |
|
| S4 |
1.2531 |
1.2664 |
1.3100 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3946 |
1.3777 |
1.3224 |
|
| R3 |
1.3681 |
1.3512 |
1.3151 |
|
| R2 |
1.3416 |
1.3416 |
1.3127 |
|
| R1 |
1.3247 |
1.3247 |
1.3102 |
1.3199 |
| PP |
1.3151 |
1.3151 |
1.3151 |
1.3127 |
| S1 |
1.2982 |
1.2982 |
1.3054 |
1.2934 |
| S2 |
1.2886 |
1.2886 |
1.3029 |
|
| S3 |
1.2621 |
1.2717 |
1.3005 |
|
| S4 |
1.2356 |
1.2452 |
1.2932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3266 |
1.3025 |
0.0241 |
1.8% |
0.0119 |
0.9% |
79% |
False |
True |
19,261 |
| 10 |
1.3422 |
1.3025 |
0.0397 |
3.0% |
0.0112 |
0.8% |
48% |
False |
True |
10,175 |
| 20 |
1.3422 |
1.2854 |
0.0568 |
4.3% |
0.0100 |
0.8% |
64% |
False |
False |
5,403 |
| 40 |
1.3422 |
1.2780 |
0.0642 |
4.9% |
0.0097 |
0.7% |
68% |
False |
False |
2,782 |
| 60 |
1.3422 |
1.2591 |
0.0831 |
6.3% |
0.0088 |
0.7% |
75% |
False |
False |
1,877 |
| 80 |
1.3422 |
1.2591 |
0.0831 |
6.3% |
0.0076 |
0.6% |
75% |
False |
False |
1,410 |
| 100 |
1.3422 |
1.2591 |
0.0831 |
6.3% |
0.0063 |
0.5% |
75% |
False |
False |
1,128 |
| 120 |
1.3445 |
1.2591 |
0.0854 |
6.5% |
0.0052 |
0.4% |
73% |
False |
False |
942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4122 |
|
2.618 |
1.3781 |
|
1.618 |
1.3572 |
|
1.000 |
1.3443 |
|
0.618 |
1.3363 |
|
HIGH |
1.3234 |
|
0.618 |
1.3154 |
|
0.500 |
1.3130 |
|
0.382 |
1.3105 |
|
LOW |
1.3025 |
|
0.618 |
1.2896 |
|
1.000 |
1.2816 |
|
1.618 |
1.2687 |
|
2.618 |
1.2478 |
|
4.250 |
1.2137 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3187 |
1.3189 |
| PP |
1.3158 |
1.3163 |
| S1 |
1.3130 |
1.3137 |
|