CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3274 |
1.3216 |
-0.0058 |
-0.4% |
1.3109 |
| High |
1.3312 |
1.3241 |
-0.0071 |
-0.5% |
1.3363 |
| Low |
1.3177 |
1.3163 |
-0.0014 |
-0.1% |
1.3101 |
| Close |
1.3214 |
1.3224 |
0.0010 |
0.1% |
1.3317 |
| Range |
0.0135 |
0.0078 |
-0.0057 |
-42.2% |
0.0262 |
| ATR |
0.0112 |
0.0109 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
136,538 |
112,151 |
-24,387 |
-17.9% |
577,935 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3443 |
1.3412 |
1.3267 |
|
| R3 |
1.3365 |
1.3334 |
1.3245 |
|
| R2 |
1.3287 |
1.3287 |
1.3238 |
|
| R1 |
1.3256 |
1.3256 |
1.3231 |
1.3272 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3217 |
| S1 |
1.3178 |
1.3178 |
1.3217 |
1.3194 |
| S2 |
1.3131 |
1.3131 |
1.3210 |
|
| S3 |
1.3053 |
1.3100 |
1.3203 |
|
| S4 |
1.2975 |
1.3022 |
1.3181 |
|
|
| 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% |
0.0112 |
0.8% |
36% |
False |
False |
131,866 |
| 10 |
1.3363 |
1.3048 |
0.0315 |
2.4% |
0.0107 |
0.8% |
56% |
False |
False |
120,995 |
| 20 |
1.3630 |
1.3048 |
0.0582 |
4.4% |
0.0108 |
0.8% |
30% |
False |
False |
122,267 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0110 |
0.8% |
46% |
False |
False |
88,083 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
46% |
False |
False |
58,836 |
| 80 |
1.3695 |
1.2786 |
0.0909 |
6.9% |
0.0098 |
0.7% |
48% |
False |
False |
44,159 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0097 |
0.7% |
54% |
False |
False |
35,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3573 |
|
2.618 |
1.3445 |
|
1.618 |
1.3367 |
|
1.000 |
1.3319 |
|
0.618 |
1.3289 |
|
HIGH |
1.3241 |
|
0.618 |
1.3211 |
|
0.500 |
1.3202 |
|
0.382 |
1.3193 |
|
LOW |
1.3163 |
|
0.618 |
1.3115 |
|
1.000 |
1.3085 |
|
1.618 |
1.3037 |
|
2.618 |
1.2959 |
|
4.250 |
1.2832 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3217 |
1.3250 |
| PP |
1.3209 |
1.3241 |
| S1 |
1.3202 |
1.3233 |
|