CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3330 |
1.3337 |
0.0007 |
0.1% |
1.3226 |
| High |
1.3368 |
1.3391 |
0.0023 |
0.2% |
1.3368 |
| Low |
1.3285 |
1.3317 |
0.0032 |
0.2% |
1.3196 |
| Close |
1.3339 |
1.3326 |
-0.0013 |
-0.1% |
1.3339 |
| Range |
0.0083 |
0.0074 |
-0.0009 |
-10.8% |
0.0172 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
121,611 |
104,181 |
-17,430 |
-14.3% |
433,515 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3567 |
1.3520 |
1.3367 |
|
| R3 |
1.3493 |
1.3446 |
1.3346 |
|
| R2 |
1.3419 |
1.3419 |
1.3340 |
|
| R1 |
1.3372 |
1.3372 |
1.3333 |
1.3359 |
| PP |
1.3345 |
1.3345 |
1.3345 |
1.3338 |
| S1 |
1.3298 |
1.3298 |
1.3319 |
1.3285 |
| S2 |
1.3271 |
1.3271 |
1.3312 |
|
| S3 |
1.3197 |
1.3224 |
1.3306 |
|
| S4 |
1.3123 |
1.3150 |
1.3285 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3750 |
1.3434 |
|
| R3 |
1.3645 |
1.3578 |
1.3386 |
|
| R2 |
1.3473 |
1.3473 |
1.3371 |
|
| R1 |
1.3406 |
1.3406 |
1.3355 |
1.3440 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3318 |
| S1 |
1.3234 |
1.3234 |
1.3323 |
1.3268 |
| S2 |
1.3129 |
1.3129 |
1.3307 |
|
| S3 |
1.2957 |
1.3062 |
1.3292 |
|
| S4 |
1.2785 |
1.2890 |
1.3244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3391 |
1.3196 |
0.0195 |
1.5% |
0.0086 |
0.6% |
67% |
True |
False |
107,539 |
| 10 |
1.3391 |
1.3074 |
0.0317 |
2.4% |
0.0090 |
0.7% |
79% |
True |
False |
115,885 |
| 20 |
1.3391 |
1.3053 |
0.0338 |
2.5% |
0.0100 |
0.8% |
81% |
True |
False |
120,064 |
| 40 |
1.3433 |
1.3048 |
0.0385 |
2.9% |
0.0103 |
0.8% |
72% |
False |
False |
117,793 |
| 60 |
1.3695 |
1.2951 |
0.0744 |
5.6% |
0.0112 |
0.8% |
50% |
False |
False |
111,961 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
58% |
False |
False |
84,120 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
58% |
False |
False |
67,319 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0099 |
0.7% |
64% |
False |
False |
56,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3706 |
|
2.618 |
1.3585 |
|
1.618 |
1.3511 |
|
1.000 |
1.3465 |
|
0.618 |
1.3437 |
|
HIGH |
1.3391 |
|
0.618 |
1.3363 |
|
0.500 |
1.3354 |
|
0.382 |
1.3345 |
|
LOW |
1.3317 |
|
0.618 |
1.3271 |
|
1.000 |
1.3243 |
|
1.618 |
1.3197 |
|
2.618 |
1.3123 |
|
4.250 |
1.3003 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3354 |
1.3320 |
| PP |
1.3345 |
1.3313 |
| S1 |
1.3335 |
1.3307 |
|