CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3231 |
1.3249 |
0.0018 |
0.1% |
1.3415 |
| High |
1.3262 |
1.3316 |
0.0054 |
0.4% |
1.3433 |
| Low |
1.3202 |
1.3147 |
-0.0055 |
-0.4% |
1.3048 |
| Close |
1.3244 |
1.3299 |
0.0055 |
0.4% |
1.3094 |
| Range |
0.0060 |
0.0169 |
0.0109 |
181.7% |
0.0385 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
4.0% |
0.0000 |
| Volume |
79,569 |
163,726 |
84,157 |
105.8% |
578,483 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3761 |
1.3699 |
1.3392 |
|
| R3 |
1.3592 |
1.3530 |
1.3345 |
|
| R2 |
1.3423 |
1.3423 |
1.3330 |
|
| R1 |
1.3361 |
1.3361 |
1.3314 |
1.3392 |
| PP |
1.3254 |
1.3254 |
1.3254 |
1.3270 |
| S1 |
1.3192 |
1.3192 |
1.3284 |
1.3223 |
| S2 |
1.3085 |
1.3085 |
1.3268 |
|
| S3 |
1.2916 |
1.3023 |
1.3253 |
|
| S4 |
1.2747 |
1.2854 |
1.3206 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4347 |
1.4105 |
1.3306 |
|
| R3 |
1.3962 |
1.3720 |
1.3200 |
|
| R2 |
1.3577 |
1.3577 |
1.3165 |
|
| R1 |
1.3335 |
1.3335 |
1.3129 |
1.3264 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3156 |
| S1 |
1.2950 |
1.2950 |
1.3059 |
1.2879 |
| S2 |
1.2807 |
1.2807 |
1.3023 |
|
| S3 |
1.2422 |
1.2565 |
1.2988 |
|
| S4 |
1.2037 |
1.2180 |
1.2882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3316 |
1.3048 |
0.0268 |
2.0% |
0.0107 |
0.8% |
94% |
True |
False |
113,796 |
| 10 |
1.3471 |
1.3048 |
0.0423 |
3.2% |
0.0104 |
0.8% |
59% |
False |
False |
114,878 |
| 20 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0122 |
0.9% |
39% |
False |
False |
132,157 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0108 |
0.8% |
55% |
False |
False |
75,769 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0101 |
0.8% |
55% |
False |
False |
50,582 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0097 |
0.7% |
62% |
False |
False |
37,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4034 |
|
2.618 |
1.3758 |
|
1.618 |
1.3589 |
|
1.000 |
1.3485 |
|
0.618 |
1.3420 |
|
HIGH |
1.3316 |
|
0.618 |
1.3251 |
|
0.500 |
1.3232 |
|
0.382 |
1.3212 |
|
LOW |
1.3147 |
|
0.618 |
1.3043 |
|
1.000 |
1.2978 |
|
1.618 |
1.2874 |
|
2.618 |
1.2705 |
|
4.250 |
1.2429 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3277 |
1.3277 |
| PP |
1.3254 |
1.3254 |
| S1 |
1.3232 |
1.3232 |
|