CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3226 |
1.3248 |
0.0022 |
0.2% |
1.3182 |
| High |
1.3290 |
1.3277 |
-0.0013 |
-0.1% |
1.3271 |
| Low |
1.3196 |
1.3218 |
0.0022 |
0.2% |
1.3074 |
| Close |
1.3247 |
1.3245 |
-0.0002 |
0.0% |
1.3228 |
| Range |
0.0094 |
0.0059 |
-0.0035 |
-37.2% |
0.0197 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
103,119 |
97,098 |
-6,021 |
-5.8% |
621,158 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3424 |
1.3393 |
1.3277 |
|
| R3 |
1.3365 |
1.3334 |
1.3261 |
|
| R2 |
1.3306 |
1.3306 |
1.3256 |
|
| R1 |
1.3275 |
1.3275 |
1.3250 |
1.3261 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3240 |
| S1 |
1.3216 |
1.3216 |
1.3240 |
1.3202 |
| S2 |
1.3188 |
1.3188 |
1.3234 |
|
| S3 |
1.3129 |
1.3157 |
1.3229 |
|
| S4 |
1.3070 |
1.3098 |
1.3213 |
|
|
| 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 |
1.3290 |
1.3142 |
0.0148 |
1.1% |
0.0081 |
0.6% |
70% |
False |
False |
116,067 |
| 10 |
1.3290 |
1.3074 |
0.0216 |
1.6% |
0.0092 |
0.7% |
79% |
False |
False |
114,033 |
| 20 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0106 |
0.8% |
67% |
False |
False |
122,438 |
| 40 |
1.3498 |
1.3048 |
0.0450 |
3.4% |
0.0104 |
0.8% |
44% |
False |
False |
118,462 |
| 60 |
1.3695 |
1.2896 |
0.0799 |
6.0% |
0.0111 |
0.8% |
44% |
False |
False |
106,393 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
48% |
False |
False |
79,909 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0099 |
0.8% |
48% |
False |
False |
63,950 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0098 |
0.7% |
56% |
False |
False |
53,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3528 |
|
2.618 |
1.3431 |
|
1.618 |
1.3372 |
|
1.000 |
1.3336 |
|
0.618 |
1.3313 |
|
HIGH |
1.3277 |
|
0.618 |
1.3254 |
|
0.500 |
1.3248 |
|
0.382 |
1.3241 |
|
LOW |
1.3218 |
|
0.618 |
1.3182 |
|
1.000 |
1.3159 |
|
1.618 |
1.3123 |
|
2.618 |
1.3064 |
|
4.250 |
1.2967 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3248 |
1.3241 |
| PP |
1.3247 |
1.3238 |
| S1 |
1.3246 |
1.3234 |
|