CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3427 |
1.3471 |
0.0044 |
0.3% |
1.3528 |
| High |
1.3488 |
1.3471 |
-0.0017 |
-0.1% |
1.3605 |
| Low |
1.3374 |
1.3380 |
0.0006 |
0.0% |
1.3374 |
| Close |
1.3478 |
1.3439 |
-0.0039 |
-0.3% |
1.3439 |
| Range |
0.0114 |
0.0091 |
-0.0023 |
-20.2% |
0.0231 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
112,555 |
133,164 |
20,609 |
18.3% |
601,182 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3662 |
1.3489 |
|
| R3 |
1.3612 |
1.3571 |
1.3464 |
|
| R2 |
1.3521 |
1.3521 |
1.3456 |
|
| R1 |
1.3480 |
1.3480 |
1.3447 |
1.3455 |
| PP |
1.3430 |
1.3430 |
1.3430 |
1.3418 |
| S1 |
1.3389 |
1.3389 |
1.3431 |
1.3364 |
| S2 |
1.3339 |
1.3339 |
1.3422 |
|
| S3 |
1.3248 |
1.3298 |
1.3414 |
|
| S4 |
1.3157 |
1.3207 |
1.3389 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4166 |
1.4033 |
1.3566 |
|
| R3 |
1.3935 |
1.3802 |
1.3503 |
|
| R2 |
1.3704 |
1.3704 |
1.3481 |
|
| R1 |
1.3571 |
1.3571 |
1.3460 |
1.3522 |
| PP |
1.3473 |
1.3473 |
1.3473 |
1.3448 |
| S1 |
1.3340 |
1.3340 |
1.3418 |
1.3291 |
| S2 |
1.3242 |
1.3242 |
1.3397 |
|
| S3 |
1.3011 |
1.3109 |
1.3375 |
|
| S4 |
1.2780 |
1.2878 |
1.3312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3605 |
1.3374 |
0.0231 |
1.7% |
0.0110 |
0.8% |
28% |
False |
False |
120,236 |
| 10 |
1.3695 |
1.3374 |
0.0321 |
2.4% |
0.0125 |
0.9% |
20% |
False |
False |
140,363 |
| 20 |
1.3695 |
1.2951 |
0.0744 |
5.5% |
0.0129 |
1.0% |
66% |
False |
False |
100,298 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0102 |
0.8% |
71% |
False |
False |
50,448 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0098 |
0.7% |
71% |
False |
False |
33,670 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0097 |
0.7% |
75% |
False |
False |
25,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3858 |
|
2.618 |
1.3709 |
|
1.618 |
1.3618 |
|
1.000 |
1.3562 |
|
0.618 |
1.3527 |
|
HIGH |
1.3471 |
|
0.618 |
1.3436 |
|
0.500 |
1.3426 |
|
0.382 |
1.3415 |
|
LOW |
1.3380 |
|
0.618 |
1.3324 |
|
1.000 |
1.3289 |
|
1.618 |
1.3233 |
|
2.618 |
1.3142 |
|
4.250 |
1.2993 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3435 |
1.3438 |
| PP |
1.3430 |
1.3437 |
| S1 |
1.3426 |
1.3436 |
|