CME British Pound Future June 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.3271 |
1.3249 |
-0.0022 |
-0.2% |
1.3359 |
| High |
1.3303 |
1.3317 |
0.0014 |
0.1% |
1.3371 |
| Low |
1.3215 |
1.3213 |
-0.0002 |
0.0% |
1.3060 |
| Close |
1.3237 |
1.3275 |
0.0038 |
0.3% |
1.3263 |
| Range |
0.0088 |
0.0104 |
0.0016 |
18.2% |
0.0311 |
| ATR |
0.0129 |
0.0128 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
109,139 |
104,632 |
-4,507 |
-4.1% |
633,367 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3580 |
1.3532 |
1.3332 |
|
| R3 |
1.3476 |
1.3428 |
1.3304 |
|
| R2 |
1.3372 |
1.3372 |
1.3294 |
|
| R1 |
1.3324 |
1.3324 |
1.3285 |
1.3348 |
| PP |
1.3268 |
1.3268 |
1.3268 |
1.3281 |
| S1 |
1.3220 |
1.3220 |
1.3265 |
1.3244 |
| S2 |
1.3164 |
1.3164 |
1.3256 |
|
| S3 |
1.3060 |
1.3116 |
1.3246 |
|
| S4 |
1.2956 |
1.3012 |
1.3218 |
|
|
| 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 |
1.3331 |
1.3060 |
0.0271 |
2.0% |
0.0137 |
1.0% |
79% |
False |
False |
131,460 |
| 10 |
1.3442 |
1.3060 |
0.0382 |
2.9% |
0.0141 |
1.1% |
56% |
False |
False |
109,723 |
| 20 |
1.3442 |
1.3025 |
0.0417 |
3.1% |
0.0133 |
1.0% |
60% |
False |
False |
62,874 |
| 40 |
1.3442 |
1.2854 |
0.0588 |
4.4% |
0.0108 |
0.8% |
72% |
False |
False |
31,679 |
| 60 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0106 |
0.8% |
80% |
False |
False |
21,161 |
| 80 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0092 |
0.7% |
80% |
False |
False |
15,880 |
| 100 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0079 |
0.6% |
80% |
False |
False |
12,705 |
| 120 |
1.3442 |
1.2591 |
0.0851 |
6.4% |
0.0066 |
0.5% |
80% |
False |
False |
10,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3759 |
|
2.618 |
1.3589 |
|
1.618 |
1.3485 |
|
1.000 |
1.3421 |
|
0.618 |
1.3381 |
|
HIGH |
1.3317 |
|
0.618 |
1.3277 |
|
0.500 |
1.3265 |
|
0.382 |
1.3253 |
|
LOW |
1.3213 |
|
0.618 |
1.3149 |
|
1.000 |
1.3109 |
|
1.618 |
1.3045 |
|
2.618 |
1.2941 |
|
4.250 |
1.2771 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.3272 |
1.3259 |
| PP |
1.3268 |
1.3243 |
| S1 |
1.3265 |
1.3227 |
|