CME British Pound Future December 2017
Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.3210 |
1.3218 |
0.0008 |
0.1% |
1.3322 |
High |
1.3249 |
1.3248 |
-0.0001 |
0.0% |
1.3336 |
Low |
1.3179 |
1.3134 |
-0.0045 |
-0.3% |
1.3107 |
Close |
1.3221 |
1.3157 |
-0.0064 |
-0.5% |
1.3213 |
Range |
0.0070 |
0.0114 |
0.0044 |
62.9% |
0.0229 |
ATR |
0.0106 |
0.0107 |
0.0001 |
0.5% |
0.0000 |
Volume |
92,706 |
95,959 |
3,253 |
3.5% |
580,379 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3522 |
1.3453 |
1.3220 |
|
R3 |
1.3408 |
1.3339 |
1.3188 |
|
R2 |
1.3294 |
1.3294 |
1.3178 |
|
R1 |
1.3225 |
1.3225 |
1.3167 |
1.3203 |
PP |
1.3180 |
1.3180 |
1.3180 |
1.3168 |
S1 |
1.3111 |
1.3111 |
1.3147 |
1.3089 |
S2 |
1.3066 |
1.3066 |
1.3136 |
|
S3 |
1.2952 |
1.2997 |
1.3126 |
|
S4 |
1.2838 |
1.2883 |
1.3094 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3906 |
1.3788 |
1.3339 |
|
R3 |
1.3677 |
1.3559 |
1.3276 |
|
R2 |
1.3448 |
1.3448 |
1.3255 |
|
R1 |
1.3330 |
1.3330 |
1.3234 |
1.3275 |
PP |
1.3219 |
1.3219 |
1.3219 |
1.3191 |
S1 |
1.3101 |
1.3101 |
1.3192 |
1.3046 |
S2 |
1.2990 |
1.2990 |
1.3171 |
|
S3 |
1.2761 |
1.2872 |
1.3150 |
|
S4 |
1.2532 |
1.2643 |
1.3087 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3250 |
1.3107 |
0.0143 |
1.1% |
0.0096 |
0.7% |
35% |
False |
False |
105,278 |
10 |
1.3363 |
1.3107 |
0.0256 |
1.9% |
0.0102 |
0.8% |
20% |
False |
False |
115,314 |
20 |
1.3498 |
1.3048 |
0.0450 |
3.4% |
0.0102 |
0.8% |
24% |
False |
False |
114,487 |
40 |
1.3695 |
1.2896 |
0.0799 |
6.1% |
0.0113 |
0.9% |
33% |
False |
False |
98,370 |
60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
38% |
False |
False |
65,732 |
80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0098 |
0.7% |
38% |
False |
False |
49,328 |
100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0097 |
0.7% |
48% |
False |
False |
39,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3733 |
2.618 |
1.3546 |
1.618 |
1.3432 |
1.000 |
1.3362 |
0.618 |
1.3318 |
HIGH |
1.3248 |
0.618 |
1.3204 |
0.500 |
1.3191 |
0.382 |
1.3178 |
LOW |
1.3134 |
0.618 |
1.3064 |
1.000 |
1.3020 |
1.618 |
1.2950 |
2.618 |
1.2836 |
4.250 |
1.2650 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.3191 |
1.3178 |
PP |
1.3180 |
1.3171 |
S1 |
1.3168 |
1.3164 |
|