CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3322 |
1.3274 |
-0.0048 |
-0.4% |
1.3109 |
| High |
1.3336 |
1.3312 |
-0.0024 |
-0.2% |
1.3363 |
| Low |
1.3249 |
1.3177 |
-0.0072 |
-0.5% |
1.3101 |
| Close |
1.3270 |
1.3214 |
-0.0056 |
-0.4% |
1.3317 |
| Range |
0.0087 |
0.0135 |
0.0048 |
55.2% |
0.0262 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.6% |
0.0000 |
| Volume |
106,114 |
136,538 |
30,424 |
28.7% |
577,935 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3639 |
1.3562 |
1.3288 |
|
| R3 |
1.3504 |
1.3427 |
1.3251 |
|
| R2 |
1.3369 |
1.3369 |
1.3239 |
|
| R1 |
1.3292 |
1.3292 |
1.3226 |
1.3263 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3220 |
| S1 |
1.3157 |
1.3157 |
1.3202 |
1.3128 |
| S2 |
1.3099 |
1.3099 |
1.3189 |
|
| S3 |
1.2964 |
1.3022 |
1.3177 |
|
| S4 |
1.2829 |
1.2887 |
1.3140 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4046 |
1.3944 |
1.3461 |
|
| R3 |
1.3784 |
1.3682 |
1.3389 |
|
| R2 |
1.3522 |
1.3522 |
1.3365 |
|
| R1 |
1.3420 |
1.3420 |
1.3341 |
1.3471 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3286 |
| S1 |
1.3158 |
1.3158 |
1.3293 |
1.3209 |
| S2 |
1.2998 |
1.2998 |
1.3269 |
|
| S3 |
1.2736 |
1.2896 |
1.3245 |
|
| S4 |
1.2474 |
1.2634 |
1.3173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3363 |
1.3147 |
0.0216 |
1.6% |
0.0108 |
0.8% |
31% |
False |
False |
125,349 |
| 10 |
1.3363 |
1.3048 |
0.0315 |
2.4% |
0.0105 |
0.8% |
53% |
False |
False |
118,027 |
| 20 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0114 |
0.9% |
26% |
False |
False |
125,503 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0111 |
0.8% |
45% |
False |
False |
85,291 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
45% |
False |
False |
56,968 |
| 80 |
1.3695 |
1.2776 |
0.0919 |
7.0% |
0.0098 |
0.7% |
48% |
False |
False |
42,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3886 |
|
2.618 |
1.3665 |
|
1.618 |
1.3530 |
|
1.000 |
1.3447 |
|
0.618 |
1.3395 |
|
HIGH |
1.3312 |
|
0.618 |
1.3260 |
|
0.500 |
1.3245 |
|
0.382 |
1.3229 |
|
LOW |
1.3177 |
|
0.618 |
1.3094 |
|
1.000 |
1.3042 |
|
1.618 |
1.2959 |
|
2.618 |
1.2824 |
|
4.250 |
1.2603 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3245 |
1.3270 |
| PP |
1.3234 |
1.3251 |
| S1 |
1.3224 |
1.3233 |
|