CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3305 |
1.3263 |
-0.0042 |
-0.3% |
1.3528 |
| High |
1.3317 |
1.3322 |
0.0005 |
0.0% |
1.3605 |
| Low |
1.3250 |
1.3263 |
0.0013 |
0.1% |
1.3374 |
| Close |
1.3274 |
1.3277 |
0.0003 |
0.0% |
1.3439 |
| Range |
0.0067 |
0.0059 |
-0.0008 |
-11.9% |
0.0231 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
105,483 |
82,473 |
-23,010 |
-21.8% |
601,182 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3464 |
1.3430 |
1.3309 |
|
| R3 |
1.3405 |
1.3371 |
1.3293 |
|
| R2 |
1.3346 |
1.3346 |
1.3288 |
|
| R1 |
1.3312 |
1.3312 |
1.3282 |
1.3329 |
| PP |
1.3287 |
1.3287 |
1.3287 |
1.3296 |
| S1 |
1.3253 |
1.3253 |
1.3272 |
1.3270 |
| S2 |
1.3228 |
1.3228 |
1.3266 |
|
| S3 |
1.3169 |
1.3194 |
1.3261 |
|
| S4 |
1.3110 |
1.3135 |
1.3245 |
|
|
| 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 |
1.3488 |
1.3250 |
0.0238 |
1.8% |
0.0096 |
0.7% |
11% |
False |
False |
109,397 |
| 10 |
1.3630 |
1.3250 |
0.0380 |
2.9% |
0.0108 |
0.8% |
7% |
False |
False |
123,539 |
| 20 |
1.3695 |
1.3075 |
0.0620 |
4.7% |
0.0129 |
1.0% |
33% |
False |
False |
114,646 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
52% |
False |
False |
57,968 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0098 |
0.7% |
52% |
False |
False |
38,689 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0095 |
0.7% |
59% |
False |
False |
29,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3573 |
|
2.618 |
1.3476 |
|
1.618 |
1.3417 |
|
1.000 |
1.3381 |
|
0.618 |
1.3358 |
|
HIGH |
1.3322 |
|
0.618 |
1.3299 |
|
0.500 |
1.3293 |
|
0.382 |
1.3286 |
|
LOW |
1.3263 |
|
0.618 |
1.3227 |
|
1.000 |
1.3204 |
|
1.618 |
1.3168 |
|
2.618 |
1.3109 |
|
4.250 |
1.3012 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3293 |
1.3342 |
| PP |
1.3287 |
1.3320 |
| S1 |
1.3282 |
1.3299 |
|