CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3329 |
1.3366 |
0.0037 |
0.3% |
1.3226 |
| High |
1.3396 |
1.3456 |
0.0060 |
0.4% |
1.3368 |
| Low |
1.3228 |
1.3355 |
0.0127 |
1.0% |
1.3196 |
| Close |
1.3380 |
1.3432 |
0.0052 |
0.4% |
1.3339 |
| Range |
0.0168 |
0.0101 |
-0.0067 |
-39.9% |
0.0172 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
240,629 |
215,806 |
-24,823 |
-10.3% |
433,515 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3717 |
1.3676 |
1.3488 |
|
| R3 |
1.3616 |
1.3575 |
1.3460 |
|
| R2 |
1.3515 |
1.3515 |
1.3451 |
|
| R1 |
1.3474 |
1.3474 |
1.3441 |
1.3495 |
| PP |
1.3414 |
1.3414 |
1.3414 |
1.3425 |
| S1 |
1.3373 |
1.3373 |
1.3423 |
1.3394 |
| S2 |
1.3313 |
1.3313 |
1.3413 |
|
| S3 |
1.3212 |
1.3272 |
1.3404 |
|
| S4 |
1.3111 |
1.3171 |
1.3376 |
|
|
| 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 |
1.3456 |
1.3222 |
0.0234 |
1.7% |
0.0109 |
0.8% |
90% |
True |
False |
158,782 |
| 10 |
1.3456 |
1.3142 |
0.0314 |
2.3% |
0.0095 |
0.7% |
92% |
True |
False |
137,425 |
| 20 |
1.3456 |
1.3053 |
0.0403 |
3.0% |
0.0104 |
0.8% |
94% |
True |
False |
132,202 |
| 40 |
1.3456 |
1.3048 |
0.0408 |
3.0% |
0.0105 |
0.8% |
94% |
True |
False |
123,734 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0113 |
0.8% |
59% |
False |
False |
119,511 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0104 |
0.8% |
70% |
False |
False |
89,823 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0101 |
0.8% |
70% |
False |
False |
71,882 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0099 |
0.7% |
75% |
False |
False |
59,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3885 |
|
2.618 |
1.3720 |
|
1.618 |
1.3619 |
|
1.000 |
1.3557 |
|
0.618 |
1.3518 |
|
HIGH |
1.3456 |
|
0.618 |
1.3417 |
|
0.500 |
1.3406 |
|
0.382 |
1.3394 |
|
LOW |
1.3355 |
|
0.618 |
1.3293 |
|
1.000 |
1.3254 |
|
1.618 |
1.3192 |
|
2.618 |
1.3091 |
|
4.250 |
1.2926 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3423 |
1.3402 |
| PP |
1.3414 |
1.3372 |
| S1 |
1.3406 |
1.3342 |
|