CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3382 |
1.3484 |
0.0102 |
0.8% |
1.3479 |
| High |
1.3490 |
1.3524 |
0.0034 |
0.3% |
1.3545 |
| Low |
1.3323 |
1.3358 |
0.0035 |
0.3% |
1.3323 |
| Close |
1.3471 |
1.3401 |
-0.0070 |
-0.5% |
1.3401 |
| Range |
0.0167 |
0.0166 |
-0.0001 |
-0.6% |
0.0222 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
3.6% |
0.0000 |
| Volume |
206,118 |
202,988 |
-3,130 |
-1.5% |
911,225 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3926 |
1.3829 |
1.3492 |
|
| R3 |
1.3760 |
1.3663 |
1.3447 |
|
| R2 |
1.3594 |
1.3594 |
1.3431 |
|
| R1 |
1.3497 |
1.3497 |
1.3416 |
1.3463 |
| PP |
1.3428 |
1.3428 |
1.3428 |
1.3410 |
| S1 |
1.3331 |
1.3331 |
1.3386 |
1.3297 |
| S2 |
1.3262 |
1.3262 |
1.3371 |
|
| S3 |
1.3096 |
1.3165 |
1.3355 |
|
| S4 |
1.2930 |
1.2999 |
1.3310 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4089 |
1.3967 |
1.3523 |
|
| R3 |
1.3867 |
1.3745 |
1.3462 |
|
| R2 |
1.3645 |
1.3645 |
1.3442 |
|
| R1 |
1.3523 |
1.3523 |
1.3421 |
1.3473 |
| PP |
1.3423 |
1.3423 |
1.3423 |
1.3398 |
| S1 |
1.3301 |
1.3301 |
1.3381 |
1.3251 |
| S2 |
1.3201 |
1.3201 |
1.3360 |
|
| S3 |
1.2979 |
1.3079 |
1.3340 |
|
| S4 |
1.2757 |
1.2857 |
1.3279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3545 |
1.3323 |
0.0222 |
1.7% |
0.0130 |
1.0% |
35% |
False |
False |
182,245 |
| 10 |
1.3556 |
1.3228 |
0.0328 |
2.4% |
0.0124 |
0.9% |
53% |
False |
False |
185,443 |
| 20 |
1.3556 |
1.3074 |
0.0482 |
3.6% |
0.0109 |
0.8% |
68% |
False |
False |
150,927 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.8% |
0.0108 |
0.8% |
69% |
False |
False |
136,158 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0113 |
0.8% |
55% |
False |
False |
134,824 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0108 |
0.8% |
66% |
False |
False |
105,964 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0104 |
0.8% |
66% |
False |
False |
84,813 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0101 |
0.8% |
72% |
False |
False |
70,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4230 |
|
2.618 |
1.3959 |
|
1.618 |
1.3793 |
|
1.000 |
1.3690 |
|
0.618 |
1.3627 |
|
HIGH |
1.3524 |
|
0.618 |
1.3461 |
|
0.500 |
1.3441 |
|
0.382 |
1.3421 |
|
LOW |
1.3358 |
|
0.618 |
1.3255 |
|
1.000 |
1.3192 |
|
1.618 |
1.3089 |
|
2.618 |
1.2923 |
|
4.250 |
1.2653 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3441 |
1.3424 |
| PP |
1.3428 |
1.3416 |
| S1 |
1.3414 |
1.3409 |
|