CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3346 |
1.3320 |
-0.0026 |
-0.2% |
1.3479 |
| High |
1.3383 |
1.3434 |
0.0051 |
0.4% |
1.3545 |
| Low |
1.3304 |
1.3314 |
0.0010 |
0.1% |
1.3323 |
| Close |
1.3318 |
1.3417 |
0.0099 |
0.7% |
1.3401 |
| Range |
0.0079 |
0.0120 |
0.0041 |
51.9% |
0.0222 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.6% |
0.0000 |
| Volume |
161,679 |
226,521 |
64,842 |
40.1% |
911,225 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3748 |
1.3703 |
1.3483 |
|
| R3 |
1.3628 |
1.3583 |
1.3450 |
|
| R2 |
1.3508 |
1.3508 |
1.3439 |
|
| R1 |
1.3463 |
1.3463 |
1.3428 |
1.3486 |
| PP |
1.3388 |
1.3388 |
1.3388 |
1.3400 |
| S1 |
1.3343 |
1.3343 |
1.3406 |
1.3366 |
| S2 |
1.3268 |
1.3268 |
1.3395 |
|
| S3 |
1.3148 |
1.3223 |
1.3384 |
|
| S4 |
1.3028 |
1.3103 |
1.3351 |
|
|
| 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 |
1.6% |
0.0127 |
0.9% |
51% |
False |
False |
187,233 |
| 10 |
1.3556 |
1.3304 |
0.0252 |
1.9% |
0.0119 |
0.9% |
45% |
False |
False |
182,087 |
| 20 |
1.3556 |
1.3142 |
0.0414 |
3.1% |
0.0107 |
0.8% |
66% |
False |
False |
159,756 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.7% |
0.0108 |
0.8% |
72% |
False |
False |
139,749 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0110 |
0.8% |
57% |
False |
False |
135,000 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0109 |
0.8% |
68% |
False |
False |
112,520 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0105 |
0.8% |
68% |
False |
False |
90,080 |
| 120 |
1.3695 |
1.2776 |
0.0919 |
6.8% |
0.0101 |
0.8% |
70% |
False |
False |
75,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3944 |
|
2.618 |
1.3748 |
|
1.618 |
1.3628 |
|
1.000 |
1.3554 |
|
0.618 |
1.3508 |
|
HIGH |
1.3434 |
|
0.618 |
1.3388 |
|
0.500 |
1.3374 |
|
0.382 |
1.3360 |
|
LOW |
1.3314 |
|
0.618 |
1.3240 |
|
1.000 |
1.3194 |
|
1.618 |
1.3120 |
|
2.618 |
1.3000 |
|
4.250 |
1.2804 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3403 |
1.3401 |
| PP |
1.3388 |
1.3385 |
| S1 |
1.3374 |
1.3369 |
|