CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3216 |
1.3223 |
0.0007 |
0.1% |
1.3109 |
| High |
1.3241 |
1.3250 |
0.0009 |
0.1% |
1.3363 |
| Low |
1.3163 |
1.3150 |
-0.0013 |
-0.1% |
1.3101 |
| Close |
1.3224 |
1.3178 |
-0.0046 |
-0.3% |
1.3317 |
| Range |
0.0078 |
0.0100 |
0.0022 |
28.2% |
0.0262 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
112,151 |
100,947 |
-11,204 |
-10.0% |
577,935 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3435 |
1.3233 |
|
| R3 |
1.3393 |
1.3335 |
1.3206 |
|
| R2 |
1.3293 |
1.3293 |
1.3196 |
|
| R1 |
1.3235 |
1.3235 |
1.3187 |
1.3214 |
| PP |
1.3193 |
1.3193 |
1.3193 |
1.3182 |
| S1 |
1.3135 |
1.3135 |
1.3169 |
1.3114 |
| S2 |
1.3093 |
1.3093 |
1.3160 |
|
| S3 |
1.2993 |
1.3035 |
1.3151 |
|
| S4 |
1.2893 |
1.2935 |
1.3123 |
|
|
| 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 |
1.3150 |
0.0213 |
1.6% |
0.0098 |
0.7% |
13% |
False |
True |
119,310 |
| 10 |
1.3363 |
1.3048 |
0.0315 |
2.4% |
0.0102 |
0.8% |
41% |
False |
False |
116,553 |
| 20 |
1.3630 |
1.3048 |
0.0582 |
4.4% |
0.0107 |
0.8% |
22% |
False |
False |
120,731 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0111 |
0.8% |
41% |
False |
False |
90,599 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
41% |
False |
False |
60,517 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0098 |
0.7% |
41% |
False |
False |
45,419 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0097 |
0.7% |
50% |
False |
False |
36,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3675 |
|
2.618 |
1.3512 |
|
1.618 |
1.3412 |
|
1.000 |
1.3350 |
|
0.618 |
1.3312 |
|
HIGH |
1.3250 |
|
0.618 |
1.3212 |
|
0.500 |
1.3200 |
|
0.382 |
1.3188 |
|
LOW |
1.3150 |
|
0.618 |
1.3088 |
|
1.000 |
1.3050 |
|
1.618 |
1.2988 |
|
2.618 |
1.2888 |
|
4.250 |
1.2725 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3200 |
1.3231 |
| PP |
1.3193 |
1.3213 |
| S1 |
1.3185 |
1.3196 |
|