CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3525 |
1.3479 |
-0.0046 |
-0.3% |
1.3337 |
| High |
1.3556 |
1.3545 |
-0.0011 |
-0.1% |
1.3556 |
| Low |
1.3450 |
1.3419 |
-0.0031 |
-0.2% |
1.3228 |
| Close |
1.3473 |
1.3475 |
0.0002 |
0.0% |
1.3473 |
| Range |
0.0106 |
0.0126 |
0.0020 |
18.9% |
0.0328 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.3% |
0.0000 |
| Volume |
160,476 |
223,258 |
62,782 |
39.1% |
943,205 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3792 |
1.3544 |
|
| R3 |
1.3732 |
1.3666 |
1.3510 |
|
| R2 |
1.3606 |
1.3606 |
1.3498 |
|
| R1 |
1.3540 |
1.3540 |
1.3487 |
1.3510 |
| PP |
1.3480 |
1.3480 |
1.3480 |
1.3465 |
| S1 |
1.3414 |
1.3414 |
1.3463 |
1.3384 |
| S2 |
1.3354 |
1.3354 |
1.3452 |
|
| S3 |
1.3228 |
1.3288 |
1.3440 |
|
| S4 |
1.3102 |
1.3162 |
1.3406 |
|
|
| 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% |
0.0128 |
1.0% |
75% |
False |
False |
212,456 |
| 10 |
1.3556 |
1.3196 |
0.0360 |
2.7% |
0.0107 |
0.8% |
78% |
False |
False |
159,997 |
| 20 |
1.3556 |
1.3073 |
0.0483 |
3.6% |
0.0101 |
0.7% |
83% |
False |
False |
136,300 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.7% |
0.0106 |
0.8% |
84% |
False |
False |
129,887 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0114 |
0.8% |
66% |
False |
False |
129,008 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0106 |
0.8% |
75% |
False |
False |
97,390 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0103 |
0.8% |
75% |
False |
False |
77,939 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0099 |
0.7% |
79% |
False |
False |
64,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4081 |
|
2.618 |
1.3875 |
|
1.618 |
1.3749 |
|
1.000 |
1.3671 |
|
0.618 |
1.3623 |
|
HIGH |
1.3545 |
|
0.618 |
1.3497 |
|
0.500 |
1.3482 |
|
0.382 |
1.3467 |
|
LOW |
1.3419 |
|
0.618 |
1.3341 |
|
1.000 |
1.3293 |
|
1.618 |
1.3215 |
|
2.618 |
1.3089 |
|
4.250 |
1.2884 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3482 |
1.3486 |
| PP |
1.3480 |
1.3482 |
| S1 |
1.3477 |
1.3479 |
|