CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3223 |
1.3302 |
0.0079 |
0.6% |
1.3210 |
| High |
1.3307 |
1.3338 |
0.0031 |
0.2% |
1.3298 |
| Low |
1.3209 |
1.3257 |
0.0048 |
0.4% |
1.3088 |
| Close |
1.3301 |
1.3266 |
-0.0035 |
-0.3% |
1.3141 |
| Range |
0.0098 |
0.0081 |
-0.0017 |
-17.3% |
0.0210 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
116,128 |
120,570 |
4,442 |
3.8% |
573,635 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3530 |
1.3479 |
1.3311 |
|
| R3 |
1.3449 |
1.3398 |
1.3288 |
|
| R2 |
1.3368 |
1.3368 |
1.3281 |
|
| R1 |
1.3317 |
1.3317 |
1.3273 |
1.3302 |
| PP |
1.3287 |
1.3287 |
1.3287 |
1.3280 |
| S1 |
1.3236 |
1.3236 |
1.3259 |
1.3221 |
| S2 |
1.3206 |
1.3206 |
1.3251 |
|
| S3 |
1.3125 |
1.3155 |
1.3244 |
|
| S4 |
1.3044 |
1.3074 |
1.3221 |
|
|
| 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 |
1.3338 |
1.3088 |
0.0250 |
1.9% |
0.0098 |
0.7% |
71% |
True |
False |
113,389 |
| 10 |
1.3338 |
1.3088 |
0.0250 |
1.9% |
0.0105 |
0.8% |
71% |
True |
False |
113,344 |
| 20 |
1.3363 |
1.3048 |
0.0315 |
2.4% |
0.0106 |
0.8% |
69% |
False |
False |
117,169 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0117 |
0.9% |
34% |
False |
False |
115,908 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
51% |
False |
False |
77,702 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
51% |
False |
False |
58,309 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0098 |
0.7% |
58% |
False |
False |
46,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3682 |
|
2.618 |
1.3550 |
|
1.618 |
1.3469 |
|
1.000 |
1.3419 |
|
0.618 |
1.3388 |
|
HIGH |
1.3338 |
|
0.618 |
1.3307 |
|
0.500 |
1.3298 |
|
0.382 |
1.3288 |
|
LOW |
1.3257 |
|
0.618 |
1.3207 |
|
1.000 |
1.3176 |
|
1.618 |
1.3126 |
|
2.618 |
1.3045 |
|
4.250 |
1.2913 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3298 |
1.3257 |
| PP |
1.3287 |
1.3248 |
| S1 |
1.3277 |
1.3239 |
|