CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3302 |
1.3266 |
-0.0036 |
-0.3% |
1.3210 |
| High |
1.3338 |
1.3316 |
-0.0022 |
-0.2% |
1.3298 |
| Low |
1.3257 |
1.3057 |
-0.0200 |
-1.5% |
1.3088 |
| Close |
1.3266 |
1.3078 |
-0.0188 |
-1.4% |
1.3141 |
| Range |
0.0081 |
0.0259 |
0.0178 |
219.8% |
0.0210 |
| ATR |
0.0107 |
0.0117 |
0.0011 |
10.2% |
0.0000 |
| Volume |
120,570 |
259,415 |
138,845 |
115.2% |
573,635 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3927 |
1.3762 |
1.3220 |
|
| R3 |
1.3668 |
1.3503 |
1.3149 |
|
| R2 |
1.3409 |
1.3409 |
1.3125 |
|
| R1 |
1.3244 |
1.3244 |
1.3102 |
1.3197 |
| PP |
1.3150 |
1.3150 |
1.3150 |
1.3127 |
| S1 |
1.2985 |
1.2985 |
1.3054 |
1.2938 |
| S2 |
1.2891 |
1.2891 |
1.3031 |
|
| S3 |
1.2632 |
1.2726 |
1.3007 |
|
| S4 |
1.2373 |
1.2467 |
1.2936 |
|
|
| 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 |
1.3057 |
0.0281 |
2.1% |
0.0123 |
0.9% |
7% |
False |
True |
142,359 |
| 10 |
1.3338 |
1.3057 |
0.0281 |
2.1% |
0.0121 |
0.9% |
7% |
False |
True |
129,191 |
| 20 |
1.3363 |
1.3048 |
0.0315 |
2.4% |
0.0112 |
0.9% |
10% |
False |
False |
122,872 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0122 |
0.9% |
5% |
False |
False |
122,307 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0107 |
0.8% |
29% |
False |
False |
82,024 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0102 |
0.8% |
29% |
False |
False |
61,550 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.9% |
0.0099 |
0.8% |
40% |
False |
False |
49,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4417 |
|
2.618 |
1.3994 |
|
1.618 |
1.3735 |
|
1.000 |
1.3575 |
|
0.618 |
1.3476 |
|
HIGH |
1.3316 |
|
0.618 |
1.3217 |
|
0.500 |
1.3187 |
|
0.382 |
1.3156 |
|
LOW |
1.3057 |
|
0.618 |
1.2897 |
|
1.000 |
1.2798 |
|
1.618 |
1.2638 |
|
2.618 |
1.2379 |
|
4.250 |
1.1956 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3187 |
1.3198 |
| PP |
1.3150 |
1.3158 |
| S1 |
1.3114 |
1.3118 |
|