CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3156 |
1.3182 |
0.0026 |
0.2% |
1.3096 |
| High |
1.3243 |
1.3185 |
-0.0058 |
-0.4% |
1.3243 |
| Low |
1.3125 |
1.3074 |
-0.0051 |
-0.4% |
1.3073 |
| Close |
1.3209 |
1.3127 |
-0.0082 |
-0.6% |
1.3209 |
| Range |
0.0118 |
0.0111 |
-0.0007 |
-5.9% |
0.0170 |
| ATR |
0.0110 |
0.0111 |
0.0002 |
1.7% |
0.0000 |
| Volume |
109,444 |
120,057 |
10,613 |
9.7% |
504,879 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3462 |
1.3405 |
1.3188 |
|
| R3 |
1.3351 |
1.3294 |
1.3158 |
|
| R2 |
1.3240 |
1.3240 |
1.3147 |
|
| R1 |
1.3183 |
1.3183 |
1.3137 |
1.3156 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3115 |
| S1 |
1.3072 |
1.3072 |
1.3117 |
1.3045 |
| S2 |
1.3018 |
1.3018 |
1.3107 |
|
| S3 |
1.2907 |
1.2961 |
1.3096 |
|
| S4 |
1.2796 |
1.2850 |
1.3066 |
|
|
| 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 |
1.3074 |
0.0169 |
1.3% |
0.0094 |
0.7% |
31% |
False |
True |
105,970 |
| 10 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0112 |
0.9% |
26% |
False |
False |
126,495 |
| 20 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0110 |
0.8% |
26% |
False |
False |
120,519 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0111 |
0.8% |
12% |
False |
False |
123,013 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0109 |
0.8% |
35% |
False |
False |
94,784 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.7% |
0.0103 |
0.8% |
35% |
False |
False |
71,150 |
| 100 |
1.3695 |
1.2765 |
0.0930 |
7.1% |
0.0100 |
0.8% |
39% |
False |
False |
56,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3657 |
|
2.618 |
1.3476 |
|
1.618 |
1.3365 |
|
1.000 |
1.3296 |
|
0.618 |
1.3254 |
|
HIGH |
1.3185 |
|
0.618 |
1.3143 |
|
0.500 |
1.3130 |
|
0.382 |
1.3116 |
|
LOW |
1.3074 |
|
0.618 |
1.3005 |
|
1.000 |
1.2963 |
|
1.618 |
1.2894 |
|
2.618 |
1.2783 |
|
4.250 |
1.2602 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3130 |
1.3159 |
| PP |
1.3129 |
1.3148 |
| S1 |
1.3128 |
1.3138 |
|