CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3427 |
1.3321 |
-0.0106 |
-0.8% |
1.3394 |
| High |
1.3448 |
1.3419 |
-0.0029 |
-0.2% |
1.3470 |
| Low |
1.3301 |
1.3310 |
0.0009 |
0.1% |
1.3301 |
| Close |
1.3321 |
1.3405 |
0.0084 |
0.6% |
1.3321 |
| Range |
0.0147 |
0.0109 |
-0.0038 |
-25.9% |
0.0169 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
62,672 |
9,283 |
-53,389 |
-85.2% |
753,578 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3705 |
1.3664 |
1.3465 |
|
| R3 |
1.3596 |
1.3555 |
1.3435 |
|
| R2 |
1.3487 |
1.3487 |
1.3425 |
|
| R1 |
1.3446 |
1.3446 |
1.3415 |
1.3467 |
| PP |
1.3378 |
1.3378 |
1.3378 |
1.3388 |
| S1 |
1.3337 |
1.3337 |
1.3395 |
1.3358 |
| S2 |
1.3269 |
1.3269 |
1.3385 |
|
| S3 |
1.3160 |
1.3228 |
1.3375 |
|
| S4 |
1.3051 |
1.3119 |
1.3345 |
|
|
| 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% |
0.0106 |
0.8% |
62% |
False |
False |
124,799 |
| 10 |
1.3524 |
1.3301 |
0.0223 |
1.7% |
0.0115 |
0.9% |
47% |
False |
False |
145,082 |
| 20 |
1.3556 |
1.3196 |
0.0360 |
2.7% |
0.0111 |
0.8% |
58% |
False |
False |
152,540 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.8% |
0.0109 |
0.8% |
70% |
False |
False |
137,200 |
| 60 |
1.3605 |
1.3048 |
0.0557 |
4.2% |
0.0108 |
0.8% |
64% |
False |
False |
130,433 |
| 80 |
1.3695 |
1.2842 |
0.0853 |
6.4% |
0.0111 |
0.8% |
66% |
False |
False |
115,442 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0105 |
0.8% |
67% |
False |
False |
92,435 |
| 120 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0101 |
0.8% |
67% |
False |
False |
77,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3882 |
|
2.618 |
1.3704 |
|
1.618 |
1.3595 |
|
1.000 |
1.3528 |
|
0.618 |
1.3486 |
|
HIGH |
1.3419 |
|
0.618 |
1.3377 |
|
0.500 |
1.3365 |
|
0.382 |
1.3352 |
|
LOW |
1.3310 |
|
0.618 |
1.3243 |
|
1.000 |
1.3201 |
|
1.618 |
1.3134 |
|
2.618 |
1.3025 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3392 |
1.3399 |
| PP |
1.3378 |
1.3392 |
| S1 |
1.3365 |
1.3386 |
|