CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3096 |
1.3185 |
0.0089 |
0.7% |
1.3150 |
| High |
1.3190 |
1.3192 |
0.0002 |
0.0% |
1.3338 |
| Low |
1.3073 |
1.3123 |
0.0050 |
0.4% |
1.3053 |
| Close |
1.3187 |
1.3181 |
-0.0006 |
0.0% |
1.3083 |
| Range |
0.0117 |
0.0069 |
-0.0048 |
-41.0% |
0.0285 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
95,085 |
90,830 |
-4,255 |
-4.5% |
737,555 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3372 |
1.3346 |
1.3219 |
|
| R3 |
1.3303 |
1.3277 |
1.3200 |
|
| R2 |
1.3234 |
1.3234 |
1.3194 |
|
| R1 |
1.3208 |
1.3208 |
1.3187 |
1.3187 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3155 |
| S1 |
1.3139 |
1.3139 |
1.3175 |
1.3118 |
| S2 |
1.3096 |
1.3096 |
1.3168 |
|
| S3 |
1.3027 |
1.3070 |
1.3162 |
|
| S4 |
1.2958 |
1.3001 |
1.3143 |
|
|
| 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% |
0.0125 |
0.9% |
45% |
False |
False |
141,961 |
| 10 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0119 |
0.9% |
45% |
False |
False |
130,844 |
| 20 |
1.3363 |
1.3053 |
0.0310 |
2.4% |
0.0111 |
0.8% |
41% |
False |
False |
123,079 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0121 |
0.9% |
21% |
False |
False |
127,039 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0108 |
0.8% |
41% |
False |
False |
87,507 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
41% |
False |
False |
65,670 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0100 |
0.8% |
50% |
False |
False |
52,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3485 |
|
2.618 |
1.3373 |
|
1.618 |
1.3304 |
|
1.000 |
1.3261 |
|
0.618 |
1.3235 |
|
HIGH |
1.3192 |
|
0.618 |
1.3166 |
|
0.500 |
1.3158 |
|
0.382 |
1.3149 |
|
LOW |
1.3123 |
|
0.618 |
1.3080 |
|
1.000 |
1.3054 |
|
1.618 |
1.3011 |
|
2.618 |
1.2942 |
|
4.250 |
1.2830 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3173 |
1.3162 |
| PP |
1.3165 |
1.3142 |
| S1 |
1.3158 |
1.3123 |
|