CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3250 |
1.3136 |
-0.0114 |
-0.9% |
1.3300 |
| High |
1.3354 |
1.3442 |
0.0088 |
0.7% |
1.3320 |
| Low |
1.3069 |
1.3125 |
0.0056 |
0.4% |
1.3055 |
| Close |
1.3144 |
1.3282 |
0.0138 |
1.0% |
1.3078 |
| Range |
0.0285 |
0.0317 |
0.0032 |
11.2% |
0.0265 |
| ATR |
0.0115 |
0.0130 |
0.0014 |
12.5% |
0.0000 |
| Volume |
60,414 |
81,662 |
21,248 |
35.2% |
43,911 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4234 |
1.4075 |
1.3456 |
|
| R3 |
1.3917 |
1.3758 |
1.3369 |
|
| R2 |
1.3600 |
1.3600 |
1.3340 |
|
| R1 |
1.3441 |
1.3441 |
1.3311 |
1.3521 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3323 |
| S1 |
1.3124 |
1.3124 |
1.3253 |
1.3204 |
| S2 |
1.2966 |
1.2966 |
1.3224 |
|
| S3 |
1.2649 |
1.2807 |
1.3195 |
|
| S4 |
1.2332 |
1.2490 |
1.3108 |
|
|
| 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 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0208 |
1.6% |
62% |
True |
False |
44,581 |
| 10 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0145 |
1.1% |
62% |
True |
False |
24,140 |
| 20 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0123 |
0.9% |
73% |
True |
False |
12,502 |
| 40 |
1.3442 |
1.2780 |
0.0662 |
5.0% |
0.0107 |
0.8% |
76% |
True |
False |
6,321 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0095 |
0.7% |
81% |
True |
False |
4,242 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0084 |
0.6% |
81% |
True |
False |
3,186 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0069 |
0.5% |
81% |
True |
False |
2,549 |
| 120 |
1.3445 |
1.2591 |
0.0854 |
6.4% |
0.0057 |
0.4% |
81% |
False |
False |
2,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4789 |
|
2.618 |
1.4272 |
|
1.618 |
1.3955 |
|
1.000 |
1.3759 |
|
0.618 |
1.3638 |
|
HIGH |
1.3442 |
|
0.618 |
1.3321 |
|
0.500 |
1.3284 |
|
0.382 |
1.3246 |
|
LOW |
1.3125 |
|
0.618 |
1.2929 |
|
1.000 |
1.2808 |
|
1.618 |
1.2612 |
|
2.618 |
1.2295 |
|
4.250 |
1.1778 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3284 |
1.3266 |
| PP |
1.3283 |
1.3250 |
| S1 |
1.3283 |
1.3234 |
|