CME British Pound Future December 2017
Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.3252 |
1.3330 |
0.0078 |
0.6% |
1.3226 |
High |
1.3340 |
1.3368 |
0.0028 |
0.2% |
1.3368 |
Low |
1.3222 |
1.3285 |
0.0063 |
0.5% |
1.3196 |
Close |
1.3330 |
1.3339 |
0.0009 |
0.1% |
1.3339 |
Range |
0.0118 |
0.0083 |
-0.0035 |
-29.7% |
0.0172 |
ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
111,687 |
121,611 |
9,924 |
8.9% |
433,515 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3580 |
1.3542 |
1.3385 |
|
R3 |
1.3497 |
1.3459 |
1.3362 |
|
R2 |
1.3414 |
1.3414 |
1.3354 |
|
R1 |
1.3376 |
1.3376 |
1.3347 |
1.3395 |
PP |
1.3331 |
1.3331 |
1.3331 |
1.3340 |
S1 |
1.3293 |
1.3293 |
1.3331 |
1.3312 |
S2 |
1.3248 |
1.3248 |
1.3324 |
|
S3 |
1.3165 |
1.3210 |
1.3316 |
|
S4 |
1.3082 |
1.3127 |
1.3293 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3817 |
1.3750 |
1.3434 |
|
R3 |
1.3645 |
1.3578 |
1.3386 |
|
R2 |
1.3473 |
1.3473 |
1.3371 |
|
R1 |
1.3406 |
1.3406 |
1.3355 |
1.3440 |
PP |
1.3301 |
1.3301 |
1.3301 |
1.3318 |
S1 |
1.3234 |
1.3234 |
1.3323 |
1.3268 |
S2 |
1.3129 |
1.3129 |
1.3307 |
|
S3 |
1.2957 |
1.3062 |
1.3292 |
|
S4 |
1.2785 |
1.2890 |
1.3244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3368 |
1.3178 |
0.0190 |
1.4% |
0.0089 |
0.7% |
85% |
True |
False |
113,238 |
10 |
1.3368 |
1.3074 |
0.0294 |
2.2% |
0.0095 |
0.7% |
90% |
True |
False |
116,411 |
20 |
1.3368 |
1.3053 |
0.0315 |
2.4% |
0.0101 |
0.8% |
91% |
True |
False |
120,762 |
40 |
1.3471 |
1.3048 |
0.0423 |
3.2% |
0.0104 |
0.8% |
69% |
False |
False |
118,517 |
60 |
1.3695 |
1.2896 |
0.0799 |
6.0% |
0.0112 |
0.8% |
55% |
False |
False |
110,260 |
80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0104 |
0.8% |
59% |
False |
False |
82,821 |
100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0100 |
0.7% |
59% |
False |
False |
66,281 |
120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0099 |
0.7% |
66% |
False |
False |
55,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3721 |
2.618 |
1.3585 |
1.618 |
1.3502 |
1.000 |
1.3451 |
0.618 |
1.3419 |
HIGH |
1.3368 |
0.618 |
1.3336 |
0.500 |
1.3327 |
0.382 |
1.3317 |
LOW |
1.3285 |
0.618 |
1.3234 |
1.000 |
1.3202 |
1.618 |
1.3151 |
2.618 |
1.3068 |
4.250 |
1.2932 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.3335 |
1.3324 |
PP |
1.3331 |
1.3308 |
S1 |
1.3327 |
1.3293 |
|