CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3411 |
1.3427 |
0.0016 |
0.1% |
1.3394 |
| High |
1.3470 |
1.3448 |
-0.0022 |
-0.2% |
1.3470 |
| Low |
1.3394 |
1.3301 |
-0.0093 |
-0.7% |
1.3301 |
| Close |
1.3446 |
1.3321 |
-0.0125 |
-0.9% |
1.3321 |
| Range |
0.0076 |
0.0147 |
0.0071 |
93.4% |
0.0169 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.5% |
0.0000 |
| Volume |
163,843 |
62,672 |
-101,171 |
-61.7% |
753,578 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3798 |
1.3706 |
1.3402 |
|
| R3 |
1.3651 |
1.3559 |
1.3361 |
|
| R2 |
1.3504 |
1.3504 |
1.3348 |
|
| R1 |
1.3412 |
1.3412 |
1.3334 |
1.3385 |
| PP |
1.3357 |
1.3357 |
1.3357 |
1.3343 |
| S1 |
1.3265 |
1.3265 |
1.3308 |
1.3238 |
| S2 |
1.3210 |
1.3210 |
1.3294 |
|
| S3 |
1.3063 |
1.3118 |
1.3281 |
|
| S4 |
1.2916 |
1.2971 |
1.3240 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3871 |
1.3765 |
1.3414 |
|
| R3 |
1.3702 |
1.3596 |
1.3367 |
|
| R2 |
1.3533 |
1.3533 |
1.3352 |
|
| R1 |
1.3427 |
1.3427 |
1.3336 |
1.3396 |
| PP |
1.3364 |
1.3364 |
1.3364 |
1.3348 |
| S1 |
1.3258 |
1.3258 |
1.3306 |
1.3227 |
| S2 |
1.3195 |
1.3195 |
1.3290 |
|
| S3 |
1.3026 |
1.3089 |
1.3275 |
|
| S4 |
1.2857 |
1.2920 |
1.3228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3470 |
1.3301 |
0.0169 |
1.3% |
0.0105 |
0.8% |
12% |
False |
True |
150,715 |
| 10 |
1.3545 |
1.3301 |
0.0244 |
1.8% |
0.0117 |
0.9% |
8% |
False |
True |
166,480 |
| 20 |
1.3556 |
1.3178 |
0.0378 |
2.8% |
0.0110 |
0.8% |
38% |
False |
False |
158,710 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.8% |
0.0109 |
0.8% |
53% |
False |
False |
140,084 |
| 60 |
1.3630 |
1.3048 |
0.0582 |
4.4% |
0.0108 |
0.8% |
47% |
False |
False |
133,633 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0110 |
0.8% |
57% |
False |
False |
115,341 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0105 |
0.8% |
57% |
False |
False |
92,344 |
| 120 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
57% |
False |
False |
76,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4073 |
|
2.618 |
1.3833 |
|
1.618 |
1.3686 |
|
1.000 |
1.3595 |
|
0.618 |
1.3539 |
|
HIGH |
1.3448 |
|
0.618 |
1.3392 |
|
0.500 |
1.3375 |
|
0.382 |
1.3357 |
|
LOW |
1.3301 |
|
0.618 |
1.3210 |
|
1.000 |
1.3154 |
|
1.618 |
1.3063 |
|
2.618 |
1.2916 |
|
4.250 |
1.2676 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3375 |
1.3386 |
| PP |
1.3357 |
1.3364 |
| S1 |
1.3339 |
1.3343 |
|