CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3283 |
1.3171 |
-0.0112 |
-0.8% |
1.3210 |
| High |
1.3298 |
1.3172 |
-0.0126 |
-0.9% |
1.3298 |
| Low |
1.3165 |
1.3088 |
-0.0077 |
-0.6% |
1.3088 |
| Close |
1.3175 |
1.3141 |
-0.0034 |
-0.3% |
1.3141 |
| Range |
0.0133 |
0.0084 |
-0.0049 |
-36.8% |
0.0210 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
114,564 |
118,149 |
3,585 |
3.1% |
573,635 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3386 |
1.3347 |
1.3187 |
|
| R3 |
1.3302 |
1.3263 |
1.3164 |
|
| R2 |
1.3218 |
1.3218 |
1.3156 |
|
| R1 |
1.3179 |
1.3179 |
1.3149 |
1.3157 |
| PP |
1.3134 |
1.3134 |
1.3134 |
1.3122 |
| S1 |
1.3095 |
1.3095 |
1.3133 |
1.3073 |
| S2 |
1.3050 |
1.3050 |
1.3126 |
|
| S3 |
1.2966 |
1.3011 |
1.3118 |
|
| S4 |
1.2882 |
1.2927 |
1.3095 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3806 |
1.3683 |
1.3257 |
|
| R3 |
1.3596 |
1.3473 |
1.3199 |
|
| R2 |
1.3386 |
1.3386 |
1.3180 |
|
| R1 |
1.3263 |
1.3263 |
1.3160 |
1.3220 |
| PP |
1.3176 |
1.3176 |
1.3176 |
1.3154 |
| S1 |
1.3053 |
1.3053 |
1.3122 |
1.3010 |
| S2 |
1.2966 |
1.2966 |
1.3103 |
|
| S3 |
1.2756 |
1.2843 |
1.3083 |
|
| S4 |
1.2546 |
1.2633 |
1.3026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3298 |
1.3088 |
0.0210 |
1.6% |
0.0112 |
0.9% |
25% |
False |
True |
114,727 |
| 10 |
1.3336 |
1.3088 |
0.0248 |
1.9% |
0.0108 |
0.8% |
21% |
False |
True |
115,401 |
| 20 |
1.3433 |
1.3048 |
0.0385 |
2.9% |
0.0106 |
0.8% |
24% |
False |
False |
115,521 |
| 40 |
1.3695 |
1.2951 |
0.0744 |
5.7% |
0.0118 |
0.9% |
26% |
False |
False |
107,910 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0104 |
0.8% |
37% |
False |
False |
72,139 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
37% |
False |
False |
54,132 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.9% |
0.0099 |
0.8% |
46% |
False |
False |
43,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3529 |
|
2.618 |
1.3392 |
|
1.618 |
1.3308 |
|
1.000 |
1.3256 |
|
0.618 |
1.3224 |
|
HIGH |
1.3172 |
|
0.618 |
1.3140 |
|
0.500 |
1.3130 |
|
0.382 |
1.3120 |
|
LOW |
1.3088 |
|
0.618 |
1.3036 |
|
1.000 |
1.3004 |
|
1.618 |
1.2952 |
|
2.618 |
1.2868 |
|
4.250 |
1.2731 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3137 |
1.3193 |
| PP |
1.3134 |
1.3176 |
| S1 |
1.3130 |
1.3158 |
|