CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3124 |
1.3172 |
0.0048 |
0.4% |
1.3096 |
| High |
1.3199 |
1.3225 |
0.0026 |
0.2% |
1.3243 |
| Low |
1.3086 |
1.3142 |
0.0056 |
0.4% |
1.3073 |
| Close |
1.3176 |
1.3176 |
0.0000 |
0.0% |
1.3209 |
| Range |
0.0113 |
0.0083 |
-0.0030 |
-26.5% |
0.0170 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
120,982 |
128,981 |
7,999 |
6.6% |
504,879 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3430 |
1.3386 |
1.3222 |
|
| R3 |
1.3347 |
1.3303 |
1.3199 |
|
| R2 |
1.3264 |
1.3264 |
1.3191 |
|
| R1 |
1.3220 |
1.3220 |
1.3184 |
1.3242 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3192 |
| S1 |
1.3137 |
1.3137 |
1.3168 |
1.3159 |
| S2 |
1.3098 |
1.3098 |
1.3161 |
|
| S3 |
1.3015 |
1.3054 |
1.3153 |
|
| S4 |
1.2932 |
1.2971 |
1.3130 |
|
|
| 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% |
0.0101 |
0.8% |
60% |
False |
False |
119,305 |
| 10 |
1.3316 |
1.3053 |
0.0263 |
2.0% |
0.0114 |
0.9% |
47% |
False |
False |
127,821 |
| 20 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0109 |
0.8% |
43% |
False |
False |
120,583 |
| 40 |
1.3630 |
1.3048 |
0.0582 |
4.4% |
0.0108 |
0.8% |
22% |
False |
False |
121,425 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0110 |
0.8% |
41% |
False |
False |
98,916 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0104 |
0.8% |
41% |
False |
False |
74,273 |
| 100 |
1.3695 |
1.2786 |
0.0909 |
6.9% |
0.0101 |
0.8% |
43% |
False |
False |
59,444 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0099 |
0.7% |
50% |
False |
False |
49,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3578 |
|
2.618 |
1.3442 |
|
1.618 |
1.3359 |
|
1.000 |
1.3308 |
|
0.618 |
1.3276 |
|
HIGH |
1.3225 |
|
0.618 |
1.3193 |
|
0.500 |
1.3184 |
|
0.382 |
1.3174 |
|
LOW |
1.3142 |
|
0.618 |
1.3091 |
|
1.000 |
1.3059 |
|
1.618 |
1.3008 |
|
2.618 |
1.2925 |
|
4.250 |
1.2789 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3184 |
1.3167 |
| PP |
1.3181 |
1.3158 |
| S1 |
1.3179 |
1.3150 |
|