CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3421 |
1.3525 |
0.0104 |
0.8% |
1.3337 |
| High |
1.3556 |
1.3556 |
0.0000 |
0.0% |
1.3556 |
| Low |
1.3416 |
1.3450 |
0.0034 |
0.3% |
1.3228 |
| Close |
1.3530 |
1.3473 |
-0.0057 |
-0.4% |
1.3473 |
| Range |
0.0140 |
0.0106 |
-0.0034 |
-24.3% |
0.0328 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
222,113 |
160,476 |
-61,637 |
-27.8% |
943,205 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3811 |
1.3748 |
1.3531 |
|
| R3 |
1.3705 |
1.3642 |
1.3502 |
|
| R2 |
1.3599 |
1.3599 |
1.3492 |
|
| R1 |
1.3536 |
1.3536 |
1.3483 |
1.3515 |
| PP |
1.3493 |
1.3493 |
1.3493 |
1.3482 |
| S1 |
1.3430 |
1.3430 |
1.3463 |
1.3409 |
| S2 |
1.3387 |
1.3387 |
1.3454 |
|
| S3 |
1.3281 |
1.3324 |
1.3444 |
|
| S4 |
1.3175 |
1.3218 |
1.3415 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4403 |
1.4266 |
1.3653 |
|
| R3 |
1.4075 |
1.3938 |
1.3563 |
|
| R2 |
1.3747 |
1.3747 |
1.3533 |
|
| R1 |
1.3610 |
1.3610 |
1.3503 |
1.3679 |
| PP |
1.3419 |
1.3419 |
1.3419 |
1.3453 |
| S1 |
1.3282 |
1.3282 |
1.3443 |
1.3351 |
| S2 |
1.3091 |
1.3091 |
1.3413 |
|
| S3 |
1.2763 |
1.2954 |
1.3383 |
|
| S4 |
1.2435 |
1.2626 |
1.3293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3556 |
1.3228 |
0.0328 |
2.4% |
0.0118 |
0.9% |
75% |
True |
False |
188,641 |
| 10 |
1.3556 |
1.3178 |
0.0378 |
2.8% |
0.0104 |
0.8% |
78% |
True |
False |
150,939 |
| 20 |
1.3556 |
1.3053 |
0.0503 |
3.7% |
0.0100 |
0.7% |
83% |
True |
False |
132,333 |
| 40 |
1.3556 |
1.3048 |
0.0508 |
3.8% |
0.0106 |
0.8% |
84% |
True |
False |
127,602 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0114 |
0.8% |
66% |
False |
False |
125,649 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0105 |
0.8% |
75% |
False |
False |
94,601 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0102 |
0.8% |
75% |
False |
False |
75,707 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0099 |
0.7% |
78% |
False |
False |
63,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4007 |
|
2.618 |
1.3834 |
|
1.618 |
1.3728 |
|
1.000 |
1.3662 |
|
0.618 |
1.3622 |
|
HIGH |
1.3556 |
|
0.618 |
1.3516 |
|
0.500 |
1.3503 |
|
0.382 |
1.3490 |
|
LOW |
1.3450 |
|
0.618 |
1.3384 |
|
1.000 |
1.3344 |
|
1.618 |
1.3278 |
|
2.618 |
1.3172 |
|
4.250 |
1.3000 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3503 |
1.3467 |
| PP |
1.3493 |
1.3461 |
| S1 |
1.3483 |
1.3456 |
|