CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3266 |
1.3071 |
-0.0195 |
-1.5% |
1.3150 |
| High |
1.3316 |
1.3150 |
-0.0166 |
-1.2% |
1.3338 |
| Low |
1.3057 |
1.3053 |
-0.0004 |
0.0% |
1.3053 |
| Close |
1.3078 |
1.3083 |
0.0005 |
0.0% |
1.3083 |
| Range |
0.0259 |
0.0097 |
-0.0162 |
-62.5% |
0.0285 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
259,415 |
143,905 |
-115,510 |
-44.5% |
737,555 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3386 |
1.3332 |
1.3136 |
|
| R3 |
1.3289 |
1.3235 |
1.3110 |
|
| R2 |
1.3192 |
1.3192 |
1.3101 |
|
| R1 |
1.3138 |
1.3138 |
1.3092 |
1.3165 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3109 |
| S1 |
1.3041 |
1.3041 |
1.3074 |
1.3068 |
| S2 |
1.2998 |
1.2998 |
1.3065 |
|
| S3 |
1.2901 |
1.2944 |
1.3056 |
|
| S4 |
1.2804 |
1.2847 |
1.3030 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4013 |
1.3833 |
1.3240 |
|
| R3 |
1.3728 |
1.3548 |
1.3161 |
|
| R2 |
1.3443 |
1.3443 |
1.3135 |
|
| R1 |
1.3263 |
1.3263 |
1.3109 |
1.3211 |
| PP |
1.3158 |
1.3158 |
1.3158 |
1.3132 |
| S1 |
1.2978 |
1.2978 |
1.3057 |
1.2926 |
| S2 |
1.2873 |
1.2873 |
1.3031 |
|
| S3 |
1.2588 |
1.2693 |
1.3005 |
|
| S4 |
1.2303 |
1.2408 |
1.2926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0126 |
1.0% |
11% |
False |
True |
147,511 |
| 10 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0119 |
0.9% |
11% |
False |
True |
131,119 |
| 20 |
1.3363 |
1.3053 |
0.0310 |
2.4% |
0.0112 |
0.9% |
10% |
False |
True |
123,475 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0121 |
0.9% |
5% |
False |
False |
125,361 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0107 |
0.8% |
30% |
False |
False |
84,420 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0103 |
0.8% |
30% |
False |
False |
63,348 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.9% |
0.0099 |
0.8% |
41% |
False |
False |
50,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3562 |
|
2.618 |
1.3404 |
|
1.618 |
1.3307 |
|
1.000 |
1.3247 |
|
0.618 |
1.3210 |
|
HIGH |
1.3150 |
|
0.618 |
1.3113 |
|
0.500 |
1.3102 |
|
0.382 |
1.3090 |
|
LOW |
1.3053 |
|
0.618 |
1.2993 |
|
1.000 |
1.2956 |
|
1.618 |
1.2896 |
|
2.618 |
1.2799 |
|
4.250 |
1.2641 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3102 |
1.3196 |
| PP |
1.3095 |
1.3158 |
| S1 |
1.3089 |
1.3121 |
|