CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3479 |
1.3484 |
0.0005 |
0.0% |
1.3337 |
| High |
1.3545 |
1.3484 |
-0.0061 |
-0.5% |
1.3556 |
| Low |
1.3419 |
1.3375 |
-0.0044 |
-0.3% |
1.3228 |
| Close |
1.3475 |
1.3446 |
-0.0029 |
-0.2% |
1.3473 |
| Range |
0.0126 |
0.0109 |
-0.0017 |
-13.5% |
0.0328 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.1% |
0.0000 |
| Volume |
223,258 |
141,554 |
-81,704 |
-36.6% |
943,205 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3762 |
1.3713 |
1.3506 |
|
| R3 |
1.3653 |
1.3604 |
1.3476 |
|
| R2 |
1.3544 |
1.3544 |
1.3466 |
|
| R1 |
1.3495 |
1.3495 |
1.3456 |
1.3465 |
| PP |
1.3435 |
1.3435 |
1.3435 |
1.3420 |
| S1 |
1.3386 |
1.3386 |
1.3436 |
1.3356 |
| S2 |
1.3326 |
1.3326 |
1.3426 |
|
| S3 |
1.3217 |
1.3277 |
1.3416 |
|
| S4 |
1.3108 |
1.3168 |
1.3386 |
|
|
| 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 |
1.3355 |
0.0201 |
1.5% |
0.0116 |
0.9% |
45% |
False |
False |
192,641 |
| 10 |
1.3556 |
1.3218 |
0.0338 |
2.5% |
0.0108 |
0.8% |
67% |
False |
False |
163,841 |
| 20 |
1.3556 |
1.3074 |
0.0482 |
3.6% |
0.0101 |
0.7% |
77% |
False |
False |
138,624 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.7% |
0.0106 |
0.8% |
78% |
False |
False |
131,075 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0115 |
0.9% |
62% |
False |
False |
130,521 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0106 |
0.8% |
71% |
False |
False |
99,157 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0102 |
0.8% |
71% |
False |
False |
79,353 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0100 |
0.7% |
76% |
False |
False |
66,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3947 |
|
2.618 |
1.3769 |
|
1.618 |
1.3660 |
|
1.000 |
1.3593 |
|
0.618 |
1.3551 |
|
HIGH |
1.3484 |
|
0.618 |
1.3442 |
|
0.500 |
1.3430 |
|
0.382 |
1.3417 |
|
LOW |
1.3375 |
|
0.618 |
1.3308 |
|
1.000 |
1.3266 |
|
1.618 |
1.3199 |
|
2.618 |
1.3090 |
|
4.250 |
1.2912 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3441 |
1.3466 |
| PP |
1.3435 |
1.3459 |
| S1 |
1.3430 |
1.3453 |
|