CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3484 |
1.3394 |
-0.0090 |
-0.7% |
1.3479 |
| High |
1.3524 |
1.3434 |
-0.0090 |
-0.7% |
1.3545 |
| Low |
1.3358 |
1.3333 |
-0.0025 |
-0.2% |
1.3323 |
| Close |
1.3401 |
1.3343 |
-0.0058 |
-0.4% |
1.3401 |
| Range |
0.0166 |
0.0101 |
-0.0065 |
-39.2% |
0.0222 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
202,988 |
138,863 |
-64,125 |
-31.6% |
911,225 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3673 |
1.3609 |
1.3399 |
|
| R3 |
1.3572 |
1.3508 |
1.3371 |
|
| R2 |
1.3471 |
1.3471 |
1.3362 |
|
| R1 |
1.3407 |
1.3407 |
1.3352 |
1.3389 |
| PP |
1.3370 |
1.3370 |
1.3370 |
1.3361 |
| S1 |
1.3306 |
1.3306 |
1.3334 |
1.3288 |
| S2 |
1.3269 |
1.3269 |
1.3324 |
|
| S3 |
1.3168 |
1.3205 |
1.3315 |
|
| S4 |
1.3067 |
1.3104 |
1.3287 |
|
|
| 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 |
1.3524 |
1.3323 |
0.0201 |
1.5% |
0.0125 |
0.9% |
10% |
False |
False |
165,366 |
| 10 |
1.3556 |
1.3228 |
0.0328 |
2.5% |
0.0126 |
0.9% |
35% |
False |
False |
188,911 |
| 20 |
1.3556 |
1.3074 |
0.0482 |
3.6% |
0.0108 |
0.8% |
56% |
False |
False |
152,398 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.8% |
0.0109 |
0.8% |
58% |
False |
False |
136,110 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0111 |
0.8% |
46% |
False |
False |
133,407 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0109 |
0.8% |
60% |
False |
False |
107,695 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0104 |
0.8% |
60% |
False |
False |
86,199 |
| 120 |
1.3695 |
1.2722 |
0.0973 |
7.3% |
0.0100 |
0.8% |
64% |
False |
False |
71,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3863 |
|
2.618 |
1.3698 |
|
1.618 |
1.3597 |
|
1.000 |
1.3535 |
|
0.618 |
1.3496 |
|
HIGH |
1.3434 |
|
0.618 |
1.3395 |
|
0.500 |
1.3384 |
|
0.382 |
1.3372 |
|
LOW |
1.3333 |
|
0.618 |
1.3271 |
|
1.000 |
1.3232 |
|
1.618 |
1.3170 |
|
2.618 |
1.3069 |
|
4.250 |
1.2904 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3384 |
1.3424 |
| PP |
1.3370 |
1.3397 |
| S1 |
1.3357 |
1.3370 |
|