CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3152 |
1.3283 |
0.0131 |
1.0% |
1.3322 |
| High |
1.3291 |
1.3298 |
0.0007 |
0.1% |
1.3336 |
| Low |
1.3130 |
1.3165 |
0.0035 |
0.3% |
1.3107 |
| Close |
1.3274 |
1.3175 |
-0.0099 |
-0.7% |
1.3213 |
| Range |
0.0161 |
0.0133 |
-0.0028 |
-17.4% |
0.0229 |
| ATR |
0.0111 |
0.0112 |
0.0002 |
1.4% |
0.0000 |
| Volume |
152,257 |
114,564 |
-37,693 |
-24.8% |
580,379 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3612 |
1.3526 |
1.3248 |
|
| R3 |
1.3479 |
1.3393 |
1.3212 |
|
| R2 |
1.3346 |
1.3346 |
1.3199 |
|
| R1 |
1.3260 |
1.3260 |
1.3187 |
1.3237 |
| PP |
1.3213 |
1.3213 |
1.3213 |
1.3201 |
| S1 |
1.3127 |
1.3127 |
1.3163 |
1.3104 |
| S2 |
1.3080 |
1.3080 |
1.3151 |
|
| S3 |
1.2947 |
1.2994 |
1.3138 |
|
| S4 |
1.2814 |
1.2861 |
1.3102 |
|
|
| 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 |
1.3298 |
1.3107 |
0.0191 |
1.4% |
0.0119 |
0.9% |
36% |
True |
False |
116,023 |
| 10 |
1.3363 |
1.3107 |
0.0256 |
1.9% |
0.0109 |
0.8% |
27% |
False |
False |
117,666 |
| 20 |
1.3471 |
1.3048 |
0.0423 |
3.2% |
0.0106 |
0.8% |
30% |
False |
False |
116,272 |
| 40 |
1.3695 |
1.2896 |
0.0799 |
6.1% |
0.0118 |
0.9% |
35% |
False |
False |
105,008 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0105 |
0.8% |
40% |
False |
False |
70,174 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
40% |
False |
False |
52,661 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0099 |
0.7% |
50% |
False |
False |
42,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3863 |
|
2.618 |
1.3646 |
|
1.618 |
1.3513 |
|
1.000 |
1.3431 |
|
0.618 |
1.3380 |
|
HIGH |
1.3298 |
|
0.618 |
1.3247 |
|
0.500 |
1.3232 |
|
0.382 |
1.3216 |
|
LOW |
1.3165 |
|
0.618 |
1.3083 |
|
1.000 |
1.3032 |
|
1.618 |
1.2950 |
|
2.618 |
1.2817 |
|
4.250 |
1.2600 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3232 |
1.3214 |
| PP |
1.3213 |
1.3201 |
| S1 |
1.3194 |
1.3188 |
|