CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3109 |
1.3167 |
0.0058 |
0.4% |
1.3415 |
| High |
1.3211 |
1.3253 |
0.0042 |
0.3% |
1.3433 |
| Low |
1.3101 |
1.3158 |
0.0057 |
0.4% |
1.3048 |
| Close |
1.3178 |
1.3227 |
0.0049 |
0.4% |
1.3094 |
| Range |
0.0110 |
0.0095 |
-0.0015 |
-13.6% |
0.0385 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
94,039 |
99,799 |
5,760 |
6.1% |
578,483 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3457 |
1.3279 |
|
| R3 |
1.3403 |
1.3362 |
1.3253 |
|
| R2 |
1.3308 |
1.3308 |
1.3244 |
|
| R1 |
1.3267 |
1.3267 |
1.3236 |
1.3288 |
| PP |
1.3213 |
1.3213 |
1.3213 |
1.3223 |
| S1 |
1.3172 |
1.3172 |
1.3218 |
1.3193 |
| S2 |
1.3118 |
1.3118 |
1.3210 |
|
| S3 |
1.3023 |
1.3077 |
1.3201 |
|
| S4 |
1.2928 |
1.2982 |
1.3175 |
|
|
| 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% |
0.0101 |
0.8% |
65% |
False |
False |
110,705 |
| 10 |
1.3498 |
1.3048 |
0.0450 |
3.4% |
0.0103 |
0.8% |
40% |
False |
False |
113,659 |
| 20 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0130 |
1.0% |
28% |
False |
False |
131,000 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0107 |
0.8% |
46% |
False |
False |
69,721 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
46% |
False |
False |
46,533 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0097 |
0.7% |
55% |
False |
False |
34,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3657 |
|
2.618 |
1.3502 |
|
1.618 |
1.3407 |
|
1.000 |
1.3348 |
|
0.618 |
1.3312 |
|
HIGH |
1.3253 |
|
0.618 |
1.3217 |
|
0.500 |
1.3206 |
|
0.382 |
1.3194 |
|
LOW |
1.3158 |
|
0.618 |
1.3099 |
|
1.000 |
1.3063 |
|
1.618 |
1.3004 |
|
2.618 |
1.2909 |
|
4.250 |
1.2754 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3220 |
1.3202 |
| PP |
1.3213 |
1.3176 |
| S1 |
1.3206 |
1.3151 |
|