CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3359 |
1.3308 |
-0.0051 |
-0.4% |
1.3050 |
| High |
1.3360 |
1.3371 |
0.0011 |
0.1% |
1.3442 |
| Low |
1.3243 |
1.3300 |
0.0057 |
0.4% |
1.3025 |
| Close |
1.3313 |
1.3328 |
0.0015 |
0.1% |
1.3344 |
| Range |
0.0117 |
0.0071 |
-0.0046 |
-39.3% |
0.0417 |
| ATR |
0.0126 |
0.0122 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
109,185 |
80,650 |
-28,535 |
-26.1% |
364,172 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3546 |
1.3508 |
1.3367 |
|
| R3 |
1.3475 |
1.3437 |
1.3348 |
|
| R2 |
1.3404 |
1.3404 |
1.3341 |
|
| R1 |
1.3366 |
1.3366 |
1.3335 |
1.3385 |
| PP |
1.3333 |
1.3333 |
1.3333 |
1.3343 |
| S1 |
1.3295 |
1.3295 |
1.3321 |
1.3314 |
| S2 |
1.3262 |
1.3262 |
1.3315 |
|
| S3 |
1.3191 |
1.3224 |
1.3308 |
|
| S4 |
1.3120 |
1.3153 |
1.3289 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4521 |
1.4350 |
1.3573 |
|
| R3 |
1.4104 |
1.3933 |
1.3459 |
|
| R2 |
1.3687 |
1.3687 |
1.3420 |
|
| R1 |
1.3516 |
1.3516 |
1.3382 |
1.3602 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3313 |
| S1 |
1.3099 |
1.3099 |
1.3306 |
1.3185 |
| S2 |
1.2853 |
1.2853 |
1.3268 |
|
| S3 |
1.2436 |
1.2682 |
1.3229 |
|
| S4 |
1.2019 |
1.2265 |
1.3115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3442 |
1.3125 |
0.0317 |
2.4% |
0.0145 |
1.1% |
64% |
False |
False |
87,985 |
| 10 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0151 |
1.1% |
73% |
False |
False |
58,431 |
| 20 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0121 |
0.9% |
73% |
False |
False |
30,290 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0104 |
0.8% |
81% |
False |
False |
15,266 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0099 |
0.7% |
87% |
False |
False |
10,207 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0085 |
0.6% |
87% |
False |
False |
7,664 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0072 |
0.5% |
87% |
False |
False |
6,132 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0061 |
0.5% |
87% |
False |
False |
5,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3673 |
|
2.618 |
1.3557 |
|
1.618 |
1.3486 |
|
1.000 |
1.3442 |
|
0.618 |
1.3415 |
|
HIGH |
1.3371 |
|
0.618 |
1.3344 |
|
0.500 |
1.3336 |
|
0.382 |
1.3327 |
|
LOW |
1.3300 |
|
0.618 |
1.3256 |
|
1.000 |
1.3229 |
|
1.618 |
1.3185 |
|
2.618 |
1.3114 |
|
4.250 |
1.2998 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3336 |
1.3321 |
| PP |
1.3333 |
1.3314 |
| S1 |
1.3331 |
1.3307 |
|