CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3471 |
1.3415 |
-0.0056 |
-0.4% |
1.3528 |
| High |
1.3471 |
1.3433 |
-0.0038 |
-0.3% |
1.3605 |
| Low |
1.3380 |
1.3286 |
-0.0094 |
-0.7% |
1.3374 |
| Close |
1.3439 |
1.3315 |
-0.0124 |
-0.9% |
1.3439 |
| Range |
0.0091 |
0.0147 |
0.0056 |
61.5% |
0.0231 |
| ATR |
0.0118 |
0.0120 |
0.0003 |
2.1% |
0.0000 |
| Volume |
133,164 |
113,312 |
-19,852 |
-14.9% |
601,182 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3786 |
1.3697 |
1.3396 |
|
| R3 |
1.3639 |
1.3550 |
1.3355 |
|
| R2 |
1.3492 |
1.3492 |
1.3342 |
|
| R1 |
1.3403 |
1.3403 |
1.3328 |
1.3374 |
| PP |
1.3345 |
1.3345 |
1.3345 |
1.3330 |
| S1 |
1.3256 |
1.3256 |
1.3302 |
1.3227 |
| S2 |
1.3198 |
1.3198 |
1.3288 |
|
| S3 |
1.3051 |
1.3109 |
1.3275 |
|
| S4 |
1.2904 |
1.2962 |
1.3234 |
|
|
| 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 |
1.3549 |
1.3286 |
0.0263 |
2.0% |
0.0111 |
0.8% |
11% |
False |
True |
117,782 |
| 10 |
1.3695 |
1.3286 |
0.0409 |
3.1% |
0.0125 |
0.9% |
7% |
False |
True |
136,093 |
| 20 |
1.3695 |
1.2953 |
0.0742 |
5.6% |
0.0132 |
1.0% |
49% |
False |
False |
105,881 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
56% |
False |
False |
53,276 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0099 |
0.7% |
56% |
False |
False |
35,557 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0098 |
0.7% |
63% |
False |
False |
26,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4058 |
|
2.618 |
1.3818 |
|
1.618 |
1.3671 |
|
1.000 |
1.3580 |
|
0.618 |
1.3524 |
|
HIGH |
1.3433 |
|
0.618 |
1.3377 |
|
0.500 |
1.3360 |
|
0.382 |
1.3342 |
|
LOW |
1.3286 |
|
0.618 |
1.3195 |
|
1.000 |
1.3139 |
|
1.618 |
1.3048 |
|
2.618 |
1.2901 |
|
4.250 |
1.2661 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3360 |
1.3387 |
| PP |
1.3345 |
1.3363 |
| S1 |
1.3330 |
1.3339 |
|