CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3415 |
1.3305 |
-0.0110 |
-0.8% |
1.3528 |
| High |
1.3433 |
1.3317 |
-0.0116 |
-0.9% |
1.3605 |
| Low |
1.3286 |
1.3250 |
-0.0036 |
-0.3% |
1.3374 |
| Close |
1.3315 |
1.3274 |
-0.0041 |
-0.3% |
1.3439 |
| Range |
0.0147 |
0.0067 |
-0.0080 |
-54.4% |
0.0231 |
| ATR |
0.0120 |
0.0117 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
113,312 |
105,483 |
-7,829 |
-6.9% |
601,182 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3445 |
1.3311 |
|
| R3 |
1.3414 |
1.3378 |
1.3292 |
|
| R2 |
1.3347 |
1.3347 |
1.3286 |
|
| R1 |
1.3311 |
1.3311 |
1.3280 |
1.3296 |
| PP |
1.3280 |
1.3280 |
1.3280 |
1.3273 |
| S1 |
1.3244 |
1.3244 |
1.3268 |
1.3229 |
| S2 |
1.3213 |
1.3213 |
1.3262 |
|
| S3 |
1.3146 |
1.3177 |
1.3256 |
|
| S4 |
1.3079 |
1.3110 |
1.3237 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4166 |
1.4033 |
1.3566 |
|
| R3 |
1.3935 |
1.3802 |
1.3503 |
|
| R2 |
1.3704 |
1.3704 |
1.3481 |
|
| R1 |
1.3571 |
1.3571 |
1.3460 |
1.3522 |
| PP |
1.3473 |
1.3473 |
1.3473 |
1.3448 |
| S1 |
1.3340 |
1.3340 |
1.3418 |
1.3291 |
| S2 |
1.3242 |
1.3242 |
1.3397 |
|
| S3 |
1.3011 |
1.3109 |
1.3375 |
|
| S4 |
1.2780 |
1.2878 |
1.3312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3498 |
1.3250 |
0.0248 |
1.9% |
0.0104 |
0.8% |
10% |
False |
True |
116,614 |
| 10 |
1.3695 |
1.3250 |
0.0445 |
3.4% |
0.0123 |
0.9% |
5% |
False |
True |
132,979 |
| 20 |
1.3695 |
1.3062 |
0.0633 |
4.8% |
0.0129 |
1.0% |
33% |
False |
False |
111,067 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
52% |
False |
False |
55,912 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0099 |
0.7% |
52% |
False |
False |
37,314 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0096 |
0.7% |
59% |
False |
False |
28,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3602 |
|
2.618 |
1.3492 |
|
1.618 |
1.3425 |
|
1.000 |
1.3384 |
|
0.618 |
1.3358 |
|
HIGH |
1.3317 |
|
0.618 |
1.3291 |
|
0.500 |
1.3284 |
|
0.382 |
1.3276 |
|
LOW |
1.3250 |
|
0.618 |
1.3209 |
|
1.000 |
1.3183 |
|
1.618 |
1.3142 |
|
2.618 |
1.3075 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3284 |
1.3361 |
| PP |
1.3280 |
1.3332 |
| S1 |
1.3277 |
1.3303 |
|