CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3320 |
1.3411 |
0.0091 |
0.7% |
1.3479 |
| High |
1.3434 |
1.3470 |
0.0036 |
0.3% |
1.3545 |
| Low |
1.3314 |
1.3394 |
0.0080 |
0.6% |
1.3323 |
| Close |
1.3417 |
1.3446 |
0.0029 |
0.2% |
1.3401 |
| Range |
0.0120 |
0.0076 |
-0.0044 |
-36.7% |
0.0222 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
226,521 |
163,843 |
-62,678 |
-27.7% |
911,225 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3665 |
1.3631 |
1.3488 |
|
| R3 |
1.3589 |
1.3555 |
1.3467 |
|
| R2 |
1.3513 |
1.3513 |
1.3460 |
|
| R1 |
1.3479 |
1.3479 |
1.3453 |
1.3496 |
| PP |
1.3437 |
1.3437 |
1.3437 |
1.3445 |
| S1 |
1.3403 |
1.3403 |
1.3439 |
1.3420 |
| S2 |
1.3361 |
1.3361 |
1.3432 |
|
| S3 |
1.3285 |
1.3327 |
1.3425 |
|
| S4 |
1.3209 |
1.3251 |
1.3404 |
|
|
| 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% |
0.0108 |
0.8% |
65% |
False |
False |
178,778 |
| 10 |
1.3556 |
1.3304 |
0.0252 |
1.9% |
0.0113 |
0.8% |
56% |
False |
False |
176,260 |
| 20 |
1.3556 |
1.3145 |
0.0411 |
3.1% |
0.0107 |
0.8% |
73% |
False |
False |
161,499 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.7% |
0.0108 |
0.8% |
78% |
False |
False |
141,041 |
| 60 |
1.3630 |
1.3048 |
0.0582 |
4.3% |
0.0108 |
0.8% |
68% |
False |
False |
134,783 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0109 |
0.8% |
71% |
False |
False |
114,562 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0105 |
0.8% |
71% |
False |
False |
91,718 |
| 120 |
1.3695 |
1.2786 |
0.0909 |
6.8% |
0.0102 |
0.8% |
73% |
False |
False |
76,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3793 |
|
2.618 |
1.3669 |
|
1.618 |
1.3593 |
|
1.000 |
1.3546 |
|
0.618 |
1.3517 |
|
HIGH |
1.3470 |
|
0.618 |
1.3441 |
|
0.500 |
1.3432 |
|
0.382 |
1.3423 |
|
LOW |
1.3394 |
|
0.618 |
1.3347 |
|
1.000 |
1.3318 |
|
1.618 |
1.3271 |
|
2.618 |
1.3195 |
|
4.250 |
1.3071 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3441 |
1.3426 |
| PP |
1.3437 |
1.3407 |
| S1 |
1.3432 |
1.3387 |
|