CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3171 |
1.3150 |
-0.0021 |
-0.2% |
1.3210 |
| High |
1.3172 |
1.3234 |
0.0062 |
0.5% |
1.3298 |
| Low |
1.3088 |
1.3140 |
0.0052 |
0.4% |
1.3088 |
| Close |
1.3141 |
1.3219 |
0.0078 |
0.6% |
1.3141 |
| Range |
0.0084 |
0.0094 |
0.0010 |
11.9% |
0.0210 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
118,149 |
97,537 |
-20,612 |
-17.4% |
573,635 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3480 |
1.3443 |
1.3271 |
|
| R3 |
1.3386 |
1.3349 |
1.3245 |
|
| R2 |
1.3292 |
1.3292 |
1.3236 |
|
| R1 |
1.3255 |
1.3255 |
1.3228 |
1.3274 |
| PP |
1.3198 |
1.3198 |
1.3198 |
1.3207 |
| S1 |
1.3161 |
1.3161 |
1.3210 |
1.3180 |
| S2 |
1.3104 |
1.3104 |
1.3202 |
|
| S3 |
1.3010 |
1.3067 |
1.3193 |
|
| S4 |
1.2916 |
1.2973 |
1.3167 |
|
|
| 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% |
0.0117 |
0.9% |
62% |
False |
False |
115,693 |
| 10 |
1.3312 |
1.3088 |
0.0224 |
1.7% |
0.0109 |
0.8% |
58% |
False |
False |
114,543 |
| 20 |
1.3363 |
1.3048 |
0.0315 |
2.4% |
0.0103 |
0.8% |
54% |
False |
False |
114,732 |
| 40 |
1.3695 |
1.2953 |
0.0742 |
5.6% |
0.0118 |
0.9% |
36% |
False |
False |
110,307 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
45% |
False |
False |
73,761 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
45% |
False |
False |
55,351 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0099 |
0.7% |
54% |
False |
False |
44,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3634 |
|
2.618 |
1.3480 |
|
1.618 |
1.3386 |
|
1.000 |
1.3328 |
|
0.618 |
1.3292 |
|
HIGH |
1.3234 |
|
0.618 |
1.3198 |
|
0.500 |
1.3187 |
|
0.382 |
1.3176 |
|
LOW |
1.3140 |
|
0.618 |
1.3082 |
|
1.000 |
1.3046 |
|
1.618 |
1.2988 |
|
2.618 |
1.2894 |
|
4.250 |
1.2741 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3208 |
1.3210 |
| PP |
1.3198 |
1.3202 |
| S1 |
1.3187 |
1.3193 |
|