CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3394 |
1.3346 |
-0.0048 |
-0.4% |
1.3479 |
| High |
1.3434 |
1.3383 |
-0.0051 |
-0.4% |
1.3545 |
| Low |
1.3333 |
1.3304 |
-0.0029 |
-0.2% |
1.3323 |
| Close |
1.3343 |
1.3318 |
-0.0025 |
-0.2% |
1.3401 |
| Range |
0.0101 |
0.0079 |
-0.0022 |
-21.8% |
0.0222 |
| ATR |
0.0114 |
0.0111 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
138,863 |
161,679 |
22,816 |
16.4% |
911,225 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3572 |
1.3524 |
1.3361 |
|
| R3 |
1.3493 |
1.3445 |
1.3340 |
|
| R2 |
1.3414 |
1.3414 |
1.3332 |
|
| R1 |
1.3366 |
1.3366 |
1.3325 |
1.3351 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3327 |
| S1 |
1.3287 |
1.3287 |
1.3311 |
1.3272 |
| S2 |
1.3256 |
1.3256 |
1.3304 |
|
| S3 |
1.3177 |
1.3208 |
1.3296 |
|
| S4 |
1.3098 |
1.3129 |
1.3275 |
|
|
| 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 |
1.3304 |
0.0220 |
1.7% |
0.0119 |
0.9% |
6% |
False |
True |
169,391 |
| 10 |
1.3556 |
1.3304 |
0.0252 |
1.9% |
0.0118 |
0.9% |
6% |
False |
True |
181,016 |
| 20 |
1.3556 |
1.3086 |
0.0470 |
3.5% |
0.0107 |
0.8% |
49% |
False |
False |
154,479 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.8% |
0.0109 |
0.8% |
53% |
False |
False |
137,499 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0109 |
0.8% |
42% |
False |
False |
133,502 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0109 |
0.8% |
57% |
False |
False |
109,708 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0104 |
0.8% |
57% |
False |
False |
87,816 |
| 120 |
1.3695 |
1.2765 |
0.0930 |
7.0% |
0.0101 |
0.8% |
59% |
False |
False |
73,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3719 |
|
2.618 |
1.3590 |
|
1.618 |
1.3511 |
|
1.000 |
1.3462 |
|
0.618 |
1.3432 |
|
HIGH |
1.3383 |
|
0.618 |
1.3353 |
|
0.500 |
1.3344 |
|
0.382 |
1.3334 |
|
LOW |
1.3304 |
|
0.618 |
1.3255 |
|
1.000 |
1.3225 |
|
1.618 |
1.3176 |
|
2.618 |
1.3097 |
|
4.250 |
1.2968 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3344 |
1.3414 |
| PP |
1.3335 |
1.3382 |
| S1 |
1.3327 |
1.3350 |
|