CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3174 |
1.3210 |
0.0036 |
0.3% |
1.3322 |
| High |
1.3223 |
1.3249 |
0.0026 |
0.2% |
1.3336 |
| Low |
1.3107 |
1.3179 |
0.0072 |
0.5% |
1.3107 |
| Close |
1.3213 |
1.3221 |
0.0008 |
0.1% |
1.3213 |
| Range |
0.0116 |
0.0070 |
-0.0046 |
-39.7% |
0.0229 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
124,629 |
92,706 |
-31,923 |
-25.6% |
580,379 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3426 |
1.3394 |
1.3260 |
|
| R3 |
1.3356 |
1.3324 |
1.3240 |
|
| R2 |
1.3286 |
1.3286 |
1.3234 |
|
| R1 |
1.3254 |
1.3254 |
1.3227 |
1.3270 |
| PP |
1.3216 |
1.3216 |
1.3216 |
1.3225 |
| S1 |
1.3184 |
1.3184 |
1.3215 |
1.3200 |
| S2 |
1.3146 |
1.3146 |
1.3208 |
|
| S3 |
1.3076 |
1.3114 |
1.3202 |
|
| S4 |
1.3006 |
1.3044 |
1.3183 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3788 |
1.3339 |
|
| R3 |
1.3677 |
1.3559 |
1.3276 |
|
| R2 |
1.3448 |
1.3448 |
1.3255 |
|
| R1 |
1.3330 |
1.3330 |
1.3234 |
1.3275 |
| PP |
1.3219 |
1.3219 |
1.3219 |
1.3191 |
| S1 |
1.3101 |
1.3101 |
1.3192 |
1.3046 |
| S2 |
1.2990 |
1.2990 |
1.3171 |
|
| S3 |
1.2761 |
1.2872 |
1.3150 |
|
| S4 |
1.2532 |
1.2643 |
1.3087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3312 |
1.3107 |
0.0205 |
1.6% |
0.0100 |
0.8% |
56% |
False |
False |
113,394 |
| 10 |
1.3363 |
1.3107 |
0.0256 |
1.9% |
0.0100 |
0.8% |
45% |
False |
False |
115,698 |
| 20 |
1.3549 |
1.3048 |
0.0501 |
3.8% |
0.0102 |
0.8% |
35% |
False |
False |
115,255 |
| 40 |
1.3695 |
1.2896 |
0.0799 |
6.0% |
0.0112 |
0.8% |
41% |
False |
False |
95,996 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
46% |
False |
False |
64,136 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0097 |
0.7% |
46% |
False |
False |
48,131 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0096 |
0.7% |
54% |
False |
False |
38,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3547 |
|
2.618 |
1.3432 |
|
1.618 |
1.3362 |
|
1.000 |
1.3319 |
|
0.618 |
1.3292 |
|
HIGH |
1.3249 |
|
0.618 |
1.3222 |
|
0.500 |
1.3214 |
|
0.382 |
1.3206 |
|
LOW |
1.3179 |
|
0.618 |
1.3136 |
|
1.000 |
1.3109 |
|
1.618 |
1.3066 |
|
2.618 |
1.2996 |
|
4.250 |
1.2882 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3219 |
1.3207 |
| PP |
1.3216 |
1.3193 |
| S1 |
1.3214 |
1.3179 |
|