CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3249 |
1.3286 |
0.0037 |
0.3% |
1.3109 |
| High |
1.3316 |
1.3363 |
0.0047 |
0.4% |
1.3363 |
| Low |
1.3147 |
1.3272 |
0.0125 |
1.0% |
1.3101 |
| Close |
1.3299 |
1.3317 |
0.0018 |
0.1% |
1.3317 |
| Range |
0.0169 |
0.0091 |
-0.0078 |
-46.2% |
0.0262 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
163,726 |
140,802 |
-22,924 |
-14.0% |
577,935 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3590 |
1.3545 |
1.3367 |
|
| R3 |
1.3499 |
1.3454 |
1.3342 |
|
| R2 |
1.3408 |
1.3408 |
1.3334 |
|
| R1 |
1.3363 |
1.3363 |
1.3325 |
1.3386 |
| PP |
1.3317 |
1.3317 |
1.3317 |
1.3329 |
| S1 |
1.3272 |
1.3272 |
1.3309 |
1.3295 |
| S2 |
1.3226 |
1.3226 |
1.3300 |
|
| S3 |
1.3135 |
1.3181 |
1.3292 |
|
| S4 |
1.3044 |
1.3090 |
1.3267 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4046 |
1.3944 |
1.3461 |
|
| R3 |
1.3784 |
1.3682 |
1.3389 |
|
| R2 |
1.3522 |
1.3522 |
1.3365 |
|
| R1 |
1.3420 |
1.3420 |
1.3341 |
1.3471 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3286 |
| S1 |
1.3158 |
1.3158 |
1.3293 |
1.3209 |
| S2 |
1.2998 |
1.2998 |
1.3269 |
|
| S3 |
1.2736 |
1.2896 |
1.3245 |
|
| S4 |
1.2474 |
1.2634 |
1.3173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3363 |
1.3101 |
0.0262 |
2.0% |
0.0105 |
0.8% |
82% |
True |
False |
115,587 |
| 10 |
1.3433 |
1.3048 |
0.0385 |
2.9% |
0.0104 |
0.8% |
70% |
False |
False |
115,641 |
| 20 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0115 |
0.9% |
42% |
False |
False |
128,002 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0109 |
0.8% |
57% |
False |
False |
79,281 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0101 |
0.8% |
57% |
False |
False |
52,926 |
| 80 |
1.3695 |
1.2722 |
0.0973 |
7.3% |
0.0096 |
0.7% |
61% |
False |
False |
39,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3750 |
|
2.618 |
1.3601 |
|
1.618 |
1.3510 |
|
1.000 |
1.3454 |
|
0.618 |
1.3419 |
|
HIGH |
1.3363 |
|
0.618 |
1.3328 |
|
0.500 |
1.3318 |
|
0.382 |
1.3307 |
|
LOW |
1.3272 |
|
0.618 |
1.3216 |
|
1.000 |
1.3181 |
|
1.618 |
1.3125 |
|
2.618 |
1.3034 |
|
4.250 |
1.2885 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3318 |
1.3296 |
| PP |
1.3317 |
1.3276 |
| S1 |
1.3317 |
1.3255 |
|