CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3185 |
1.3183 |
-0.0002 |
0.0% |
1.3150 |
| High |
1.3192 |
1.3190 |
-0.0002 |
0.0% |
1.3338 |
| Low |
1.3123 |
1.3100 |
-0.0023 |
-0.2% |
1.3053 |
| Close |
1.3181 |
1.3126 |
-0.0055 |
-0.4% |
1.3083 |
| Range |
0.0069 |
0.0090 |
0.0021 |
30.4% |
0.0285 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
90,830 |
92,458 |
1,628 |
1.8% |
737,555 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3409 |
1.3357 |
1.3176 |
|
| R3 |
1.3319 |
1.3267 |
1.3151 |
|
| R2 |
1.3229 |
1.3229 |
1.3143 |
|
| R1 |
1.3177 |
1.3177 |
1.3134 |
1.3158 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3129 |
| S1 |
1.3087 |
1.3087 |
1.3118 |
1.3068 |
| S2 |
1.3049 |
1.3049 |
1.3110 |
|
| S3 |
1.2959 |
1.2997 |
1.3101 |
|
| S4 |
1.2869 |
1.2907 |
1.3077 |
|
|
| 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 |
1.3316 |
1.3053 |
0.0263 |
2.0% |
0.0126 |
1.0% |
28% |
False |
False |
136,338 |
| 10 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0112 |
0.9% |
26% |
False |
False |
124,864 |
| 20 |
1.3363 |
1.3053 |
0.0310 |
2.4% |
0.0112 |
0.9% |
24% |
False |
False |
123,723 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0119 |
0.9% |
12% |
False |
False |
126,817 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0107 |
0.8% |
35% |
False |
False |
89,032 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0102 |
0.8% |
35% |
False |
False |
66,821 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.9% |
0.0100 |
0.8% |
45% |
False |
False |
53,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3573 |
|
2.618 |
1.3426 |
|
1.618 |
1.3336 |
|
1.000 |
1.3280 |
|
0.618 |
1.3246 |
|
HIGH |
1.3190 |
|
0.618 |
1.3156 |
|
0.500 |
1.3145 |
|
0.382 |
1.3134 |
|
LOW |
1.3100 |
|
0.618 |
1.3044 |
|
1.000 |
1.3010 |
|
1.618 |
1.2954 |
|
2.618 |
1.2864 |
|
4.250 |
1.2718 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3145 |
1.3133 |
| PP |
1.3139 |
1.3130 |
| S1 |
1.3132 |
1.3128 |
|