CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3144 |
1.3109 |
-0.0035 |
-0.3% |
1.3415 |
| High |
1.3147 |
1.3211 |
0.0064 |
0.5% |
1.3433 |
| Low |
1.3048 |
1.3101 |
0.0053 |
0.4% |
1.3048 |
| Close |
1.3094 |
1.3178 |
0.0084 |
0.6% |
1.3094 |
| Range |
0.0099 |
0.0110 |
0.0011 |
11.1% |
0.0385 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.2% |
0.0000 |
| Volume |
131,848 |
94,039 |
-37,809 |
-28.7% |
578,483 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3446 |
1.3239 |
|
| R3 |
1.3383 |
1.3336 |
1.3208 |
|
| R2 |
1.3273 |
1.3273 |
1.3198 |
|
| R1 |
1.3226 |
1.3226 |
1.3188 |
1.3250 |
| PP |
1.3163 |
1.3163 |
1.3163 |
1.3175 |
| S1 |
1.3116 |
1.3116 |
1.3168 |
1.3140 |
| S2 |
1.3053 |
1.3053 |
1.3158 |
|
| S3 |
1.2943 |
1.3006 |
1.3148 |
|
| S4 |
1.2833 |
1.2896 |
1.3118 |
|
|
| 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 |
1.3322 |
1.3048 |
0.0274 |
2.1% |
0.0096 |
0.7% |
47% |
False |
False |
111,842 |
| 10 |
1.3549 |
1.3048 |
0.0501 |
3.8% |
0.0104 |
0.8% |
26% |
False |
False |
114,812 |
| 20 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0133 |
1.0% |
20% |
False |
False |
129,414 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0106 |
0.8% |
41% |
False |
False |
67,239 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0099 |
0.8% |
41% |
False |
False |
44,871 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0096 |
0.7% |
50% |
False |
False |
33,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3679 |
|
2.618 |
1.3499 |
|
1.618 |
1.3389 |
|
1.000 |
1.3321 |
|
0.618 |
1.3279 |
|
HIGH |
1.3211 |
|
0.618 |
1.3169 |
|
0.500 |
1.3156 |
|
0.382 |
1.3143 |
|
LOW |
1.3101 |
|
0.618 |
1.3033 |
|
1.000 |
1.2991 |
|
1.618 |
1.2923 |
|
2.618 |
1.2813 |
|
4.250 |
1.2634 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3171 |
1.3173 |
| PP |
1.3163 |
1.3168 |
| S1 |
1.3156 |
1.3163 |
|