CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3183 |
1.3127 |
-0.0056 |
-0.4% |
1.3150 |
| High |
1.3190 |
1.3179 |
-0.0011 |
-0.1% |
1.3338 |
| Low |
1.3100 |
1.3098 |
-0.0002 |
0.0% |
1.3053 |
| Close |
1.3126 |
1.3170 |
0.0044 |
0.3% |
1.3083 |
| Range |
0.0090 |
0.0081 |
-0.0009 |
-10.0% |
0.0285 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
92,458 |
117,062 |
24,604 |
26.6% |
737,555 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3392 |
1.3362 |
1.3215 |
|
| R3 |
1.3311 |
1.3281 |
1.3192 |
|
| R2 |
1.3230 |
1.3230 |
1.3185 |
|
| R1 |
1.3200 |
1.3200 |
1.3177 |
1.3215 |
| PP |
1.3149 |
1.3149 |
1.3149 |
1.3157 |
| S1 |
1.3119 |
1.3119 |
1.3163 |
1.3134 |
| S2 |
1.3068 |
1.3068 |
1.3155 |
|
| S3 |
1.2987 |
1.3038 |
1.3148 |
|
| S4 |
1.2906 |
1.2957 |
1.3125 |
|
|
| 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 |
1.3192 |
1.3053 |
0.0139 |
1.1% |
0.0091 |
0.7% |
84% |
False |
False |
107,868 |
| 10 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0107 |
0.8% |
41% |
False |
False |
125,113 |
| 20 |
1.3363 |
1.3053 |
0.0310 |
2.4% |
0.0108 |
0.8% |
38% |
False |
False |
121,390 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0115 |
0.9% |
19% |
False |
False |
126,773 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0108 |
0.8% |
40% |
False |
False |
90,976 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
40% |
False |
False |
68,284 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0099 |
0.8% |
49% |
False |
False |
54,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3391 |
|
1.618 |
1.3310 |
|
1.000 |
1.3260 |
|
0.618 |
1.3229 |
|
HIGH |
1.3179 |
|
0.618 |
1.3148 |
|
0.500 |
1.3139 |
|
0.382 |
1.3129 |
|
LOW |
1.3098 |
|
0.618 |
1.3048 |
|
1.000 |
1.3017 |
|
1.618 |
1.2967 |
|
2.618 |
1.2886 |
|
4.250 |
1.2754 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3160 |
1.3162 |
| PP |
1.3149 |
1.3153 |
| S1 |
1.3139 |
1.3145 |
|