CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3270 |
1.3144 |
-0.0126 |
-0.9% |
1.3415 |
| High |
1.3278 |
1.3147 |
-0.0131 |
-1.0% |
1.3433 |
| Low |
1.3135 |
1.3048 |
-0.0087 |
-0.7% |
1.3048 |
| Close |
1.3139 |
1.3094 |
-0.0045 |
-0.3% |
1.3094 |
| Range |
0.0143 |
0.0099 |
-0.0044 |
-30.8% |
0.0385 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
145,367 |
131,848 |
-13,519 |
-9.3% |
578,483 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3393 |
1.3343 |
1.3148 |
|
| R3 |
1.3294 |
1.3244 |
1.3121 |
|
| R2 |
1.3195 |
1.3195 |
1.3112 |
|
| R1 |
1.3145 |
1.3145 |
1.3103 |
1.3121 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3084 |
| S1 |
1.3046 |
1.3046 |
1.3085 |
1.3022 |
| S2 |
1.2997 |
1.2997 |
1.3076 |
|
| S3 |
1.2898 |
1.2947 |
1.3067 |
|
| S4 |
1.2799 |
1.2848 |
1.3040 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4347 |
1.4105 |
1.3306 |
|
| R3 |
1.3962 |
1.3720 |
1.3200 |
|
| R2 |
1.3577 |
1.3577 |
1.3165 |
|
| R1 |
1.3335 |
1.3335 |
1.3129 |
1.3264 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3156 |
| S1 |
1.2950 |
1.2950 |
1.3059 |
1.2879 |
| S2 |
1.2807 |
1.2807 |
1.3023 |
|
| S3 |
1.2422 |
1.2565 |
1.2988 |
|
| S4 |
1.2037 |
1.2180 |
1.2882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3433 |
1.3048 |
0.0385 |
2.9% |
0.0103 |
0.8% |
12% |
False |
True |
115,696 |
| 10 |
1.3605 |
1.3048 |
0.0557 |
4.3% |
0.0106 |
0.8% |
8% |
False |
True |
117,966 |
| 20 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0130 |
1.0% |
7% |
False |
True |
127,248 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0105 |
0.8% |
31% |
False |
False |
64,893 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0100 |
0.8% |
31% |
False |
False |
43,306 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.9% |
0.0096 |
0.7% |
42% |
False |
False |
32,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3568 |
|
2.618 |
1.3406 |
|
1.618 |
1.3307 |
|
1.000 |
1.3246 |
|
0.618 |
1.3208 |
|
HIGH |
1.3147 |
|
0.618 |
1.3109 |
|
0.500 |
1.3098 |
|
0.382 |
1.3086 |
|
LOW |
1.3048 |
|
0.618 |
1.2987 |
|
1.000 |
1.2949 |
|
1.618 |
1.2888 |
|
2.618 |
1.2789 |
|
4.250 |
1.2627 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3098 |
1.3185 |
| PP |
1.3096 |
1.3155 |
| S1 |
1.3095 |
1.3124 |
|