CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3181 |
1.3204 |
0.0023 |
0.2% |
1.3182 |
| High |
1.3220 |
1.3271 |
0.0051 |
0.4% |
1.3271 |
| Low |
1.3145 |
1.3178 |
0.0033 |
0.3% |
1.3074 |
| Close |
1.3194 |
1.3228 |
0.0034 |
0.3% |
1.3228 |
| Range |
0.0075 |
0.0093 |
0.0018 |
24.0% |
0.0197 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
118,460 |
132,678 |
14,218 |
12.0% |
621,158 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3505 |
1.3459 |
1.3279 |
|
| R3 |
1.3412 |
1.3366 |
1.3254 |
|
| R2 |
1.3319 |
1.3319 |
1.3245 |
|
| R1 |
1.3273 |
1.3273 |
1.3237 |
1.3296 |
| PP |
1.3226 |
1.3226 |
1.3226 |
1.3237 |
| S1 |
1.3180 |
1.3180 |
1.3219 |
1.3203 |
| S2 |
1.3133 |
1.3133 |
1.3211 |
|
| S3 |
1.3040 |
1.3087 |
1.3202 |
|
| S4 |
1.2947 |
1.2994 |
1.3177 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3782 |
1.3702 |
1.3336 |
|
| R3 |
1.3585 |
1.3505 |
1.3282 |
|
| R2 |
1.3388 |
1.3388 |
1.3264 |
|
| R1 |
1.3308 |
1.3308 |
1.3246 |
1.3348 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3211 |
| S1 |
1.3111 |
1.3111 |
1.3210 |
1.3151 |
| S2 |
1.2994 |
1.2994 |
1.3192 |
|
| S3 |
1.2797 |
1.2914 |
1.3174 |
|
| S4 |
1.2600 |
1.2717 |
1.3120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3271 |
1.3074 |
0.0197 |
1.5% |
0.0095 |
0.7% |
78% |
True |
False |
124,231 |
| 10 |
1.3271 |
1.3073 |
0.0198 |
1.5% |
0.0095 |
0.7% |
78% |
True |
False |
112,603 |
| 20 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0107 |
0.8% |
61% |
False |
False |
121,861 |
| 40 |
1.3605 |
1.3048 |
0.0557 |
4.2% |
0.0106 |
0.8% |
32% |
False |
False |
119,380 |
| 60 |
1.3695 |
1.2842 |
0.0853 |
6.4% |
0.0111 |
0.8% |
45% |
False |
False |
103,076 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
47% |
False |
False |
77,409 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0099 |
0.8% |
47% |
False |
False |
61,951 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0098 |
0.7% |
55% |
False |
False |
51,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3666 |
|
2.618 |
1.3514 |
|
1.618 |
1.3421 |
|
1.000 |
1.3364 |
|
0.618 |
1.3328 |
|
HIGH |
1.3271 |
|
0.618 |
1.3235 |
|
0.500 |
1.3225 |
|
0.382 |
1.3214 |
|
LOW |
1.3178 |
|
0.618 |
1.3121 |
|
1.000 |
1.3085 |
|
1.618 |
1.3028 |
|
2.618 |
1.2935 |
|
4.250 |
1.2783 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3221 |
| PP |
1.3226 |
1.3214 |
| S1 |
1.3225 |
1.3207 |
|