CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3251 |
1.3173 |
-0.0078 |
-0.6% |
1.3359 |
| High |
1.3284 |
1.3279 |
-0.0005 |
0.0% |
1.3371 |
| Low |
1.3060 |
1.3137 |
0.0077 |
0.6% |
1.3060 |
| Close |
1.3130 |
1.3263 |
0.0133 |
1.0% |
1.3263 |
| Range |
0.0224 |
0.0142 |
-0.0082 |
-36.6% |
0.0311 |
| ATR |
0.0131 |
0.0133 |
0.0001 |
1.0% |
0.0000 |
| Volume |
175,764 |
130,582 |
-45,182 |
-25.7% |
633,367 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3652 |
1.3600 |
1.3341 |
|
| R3 |
1.3510 |
1.3458 |
1.3302 |
|
| R2 |
1.3368 |
1.3368 |
1.3289 |
|
| R1 |
1.3316 |
1.3316 |
1.3276 |
1.3342 |
| PP |
1.3226 |
1.3226 |
1.3226 |
1.3240 |
| S1 |
1.3174 |
1.3174 |
1.3250 |
1.3200 |
| S2 |
1.3084 |
1.3084 |
1.3237 |
|
| S3 |
1.2942 |
1.3032 |
1.3224 |
|
| S4 |
1.2800 |
1.2890 |
1.3185 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4164 |
1.4025 |
1.3434 |
|
| R3 |
1.3853 |
1.3714 |
1.3349 |
|
| R2 |
1.3542 |
1.3542 |
1.3320 |
|
| R1 |
1.3403 |
1.3403 |
1.3292 |
1.3317 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3189 |
| S1 |
1.3092 |
1.3092 |
1.3234 |
1.3006 |
| S2 |
1.2920 |
1.2920 |
1.3206 |
|
| S3 |
1.2609 |
1.2781 |
1.3177 |
|
| S4 |
1.2298 |
1.2470 |
1.3092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3371 |
1.3060 |
0.0311 |
2.3% |
0.0136 |
1.0% |
65% |
False |
False |
126,673 |
| 10 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0172 |
1.3% |
57% |
False |
False |
99,753 |
| 20 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0134 |
1.0% |
57% |
False |
False |
52,377 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0108 |
0.8% |
70% |
False |
False |
26,339 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0104 |
0.8% |
79% |
False |
False |
17,599 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0090 |
0.7% |
79% |
False |
False |
13,208 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0077 |
0.6% |
79% |
False |
False |
10,567 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0065 |
0.5% |
79% |
False |
False |
8,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3883 |
|
2.618 |
1.3651 |
|
1.618 |
1.3509 |
|
1.000 |
1.3421 |
|
0.618 |
1.3367 |
|
HIGH |
1.3279 |
|
0.618 |
1.3225 |
|
0.500 |
1.3208 |
|
0.382 |
1.3191 |
|
LOW |
1.3137 |
|
0.618 |
1.3049 |
|
1.000 |
1.2995 |
|
1.618 |
1.2907 |
|
2.618 |
1.2765 |
|
4.250 |
1.2534 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3245 |
1.3241 |
| PP |
1.3226 |
1.3218 |
| S1 |
1.3208 |
1.3196 |
|