CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3263 |
1.3270 |
0.0007 |
0.1% |
1.3528 |
| High |
1.3322 |
1.3278 |
-0.0044 |
-0.3% |
1.3605 |
| Low |
1.3263 |
1.3135 |
-0.0128 |
-1.0% |
1.3374 |
| Close |
1.3277 |
1.3139 |
-0.0138 |
-1.0% |
1.3439 |
| Range |
0.0059 |
0.0143 |
0.0084 |
142.4% |
0.0231 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.9% |
0.0000 |
| Volume |
82,473 |
145,367 |
62,894 |
76.3% |
601,182 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3613 |
1.3519 |
1.3218 |
|
| R3 |
1.3470 |
1.3376 |
1.3178 |
|
| R2 |
1.3327 |
1.3327 |
1.3165 |
|
| R1 |
1.3233 |
1.3233 |
1.3152 |
1.3209 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3172 |
| S1 |
1.3090 |
1.3090 |
1.3126 |
1.3066 |
| S2 |
1.3041 |
1.3041 |
1.3113 |
|
| S3 |
1.2898 |
1.2947 |
1.3100 |
|
| S4 |
1.2755 |
1.2804 |
1.3060 |
|
|
| 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 |
1.3471 |
1.3135 |
0.0336 |
2.6% |
0.0101 |
0.8% |
1% |
False |
True |
115,959 |
| 10 |
1.3630 |
1.3135 |
0.0495 |
3.8% |
0.0111 |
0.8% |
1% |
False |
True |
124,908 |
| 20 |
1.3695 |
1.3135 |
0.0560 |
4.3% |
0.0132 |
1.0% |
1% |
False |
True |
121,742 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0104 |
0.8% |
36% |
False |
False |
61,600 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0099 |
0.8% |
36% |
False |
False |
41,110 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.9% |
0.0096 |
0.7% |
46% |
False |
False |
30,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3886 |
|
2.618 |
1.3652 |
|
1.618 |
1.3509 |
|
1.000 |
1.3421 |
|
0.618 |
1.3366 |
|
HIGH |
1.3278 |
|
0.618 |
1.3223 |
|
0.500 |
1.3207 |
|
0.382 |
1.3190 |
|
LOW |
1.3135 |
|
0.618 |
1.3047 |
|
1.000 |
1.2992 |
|
1.618 |
1.2904 |
|
2.618 |
1.2761 |
|
4.250 |
1.2527 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3207 |
1.3229 |
| PP |
1.3184 |
1.3199 |
| S1 |
1.3162 |
1.3169 |
|