CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3167 |
1.3231 |
0.0064 |
0.5% |
1.3415 |
| High |
1.3253 |
1.3262 |
0.0009 |
0.1% |
1.3433 |
| Low |
1.3158 |
1.3202 |
0.0044 |
0.3% |
1.3048 |
| Close |
1.3227 |
1.3244 |
0.0017 |
0.1% |
1.3094 |
| Range |
0.0095 |
0.0060 |
-0.0035 |
-36.8% |
0.0385 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
99,799 |
79,569 |
-20,230 |
-20.3% |
578,483 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3416 |
1.3390 |
1.3277 |
|
| R3 |
1.3356 |
1.3330 |
1.3261 |
|
| R2 |
1.3296 |
1.3296 |
1.3255 |
|
| R1 |
1.3270 |
1.3270 |
1.3250 |
1.3283 |
| PP |
1.3236 |
1.3236 |
1.3236 |
1.3243 |
| S1 |
1.3210 |
1.3210 |
1.3239 |
1.3223 |
| S2 |
1.3176 |
1.3176 |
1.3233 |
|
| S3 |
1.3116 |
1.3150 |
1.3228 |
|
| S4 |
1.3056 |
1.3090 |
1.3211 |
|
|
| 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 |
1.3278 |
1.3048 |
0.0230 |
1.7% |
0.0101 |
0.8% |
85% |
False |
False |
110,124 |
| 10 |
1.3488 |
1.3048 |
0.0440 |
3.3% |
0.0099 |
0.7% |
45% |
False |
False |
109,760 |
| 20 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0126 |
1.0% |
30% |
False |
False |
129,911 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0105 |
0.8% |
48% |
False |
False |
71,686 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0099 |
0.7% |
48% |
False |
False |
47,853 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0096 |
0.7% |
56% |
False |
False |
35,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3517 |
|
2.618 |
1.3419 |
|
1.618 |
1.3359 |
|
1.000 |
1.3322 |
|
0.618 |
1.3299 |
|
HIGH |
1.3262 |
|
0.618 |
1.3239 |
|
0.500 |
1.3232 |
|
0.382 |
1.3225 |
|
LOW |
1.3202 |
|
0.618 |
1.3165 |
|
1.000 |
1.3142 |
|
1.618 |
1.3105 |
|
2.618 |
1.3045 |
|
4.250 |
1.2947 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3240 |
1.3223 |
| PP |
1.3236 |
1.3202 |
| S1 |
1.3232 |
1.3182 |
|