CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3127 |
1.3156 |
0.0029 |
0.2% |
1.3096 |
| High |
1.3179 |
1.3243 |
0.0064 |
0.5% |
1.3243 |
| Low |
1.3098 |
1.3125 |
0.0027 |
0.2% |
1.3073 |
| Close |
1.3170 |
1.3209 |
0.0039 |
0.3% |
1.3209 |
| Range |
0.0081 |
0.0118 |
0.0037 |
45.7% |
0.0170 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.6% |
0.0000 |
| Volume |
117,062 |
109,444 |
-7,618 |
-6.5% |
504,879 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3546 |
1.3496 |
1.3274 |
|
| R3 |
1.3428 |
1.3378 |
1.3241 |
|
| R2 |
1.3310 |
1.3310 |
1.3231 |
|
| R1 |
1.3260 |
1.3260 |
1.3220 |
1.3285 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3205 |
| S1 |
1.3142 |
1.3142 |
1.3198 |
1.3167 |
| S2 |
1.3074 |
1.3074 |
1.3187 |
|
| S3 |
1.2956 |
1.3024 |
1.3177 |
|
| S4 |
1.2838 |
1.2906 |
1.3144 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3685 |
1.3617 |
1.3303 |
|
| R3 |
1.3515 |
1.3447 |
1.3256 |
|
| R2 |
1.3345 |
1.3345 |
1.3240 |
|
| R1 |
1.3277 |
1.3277 |
1.3225 |
1.3311 |
| PP |
1.3175 |
1.3175 |
1.3175 |
1.3192 |
| S1 |
1.3107 |
1.3107 |
1.3193 |
1.3141 |
| S2 |
1.3005 |
1.3005 |
1.3178 |
|
| S3 |
1.2835 |
1.2937 |
1.3162 |
|
| S4 |
1.2665 |
1.2767 |
1.3116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3243 |
1.3073 |
0.0170 |
1.3% |
0.0095 |
0.7% |
80% |
True |
False |
100,975 |
| 10 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0110 |
0.8% |
55% |
False |
False |
124,243 |
| 20 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0109 |
0.8% |
55% |
False |
False |
119,822 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0112 |
0.8% |
25% |
False |
False |
123,912 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0109 |
0.8% |
44% |
False |
False |
92,794 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
44% |
False |
False |
69,650 |
| 100 |
1.3695 |
1.2722 |
0.0973 |
7.4% |
0.0099 |
0.7% |
50% |
False |
False |
55,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3745 |
|
2.618 |
1.3552 |
|
1.618 |
1.3434 |
|
1.000 |
1.3361 |
|
0.618 |
1.3316 |
|
HIGH |
1.3243 |
|
0.618 |
1.3198 |
|
0.500 |
1.3184 |
|
0.382 |
1.3170 |
|
LOW |
1.3125 |
|
0.618 |
1.3052 |
|
1.000 |
1.3007 |
|
1.618 |
1.2934 |
|
2.618 |
1.2816 |
|
4.250 |
1.2624 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3201 |
1.3196 |
| PP |
1.3192 |
1.3183 |
| S1 |
1.3184 |
1.3171 |
|