CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3286 |
1.3322 |
0.0036 |
0.3% |
1.3109 |
| High |
1.3363 |
1.3336 |
-0.0027 |
-0.2% |
1.3363 |
| Low |
1.3272 |
1.3249 |
-0.0023 |
-0.2% |
1.3101 |
| Close |
1.3317 |
1.3270 |
-0.0047 |
-0.4% |
1.3317 |
| Range |
0.0091 |
0.0087 |
-0.0004 |
-4.4% |
0.0262 |
| ATR |
0.0111 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
140,802 |
106,114 |
-34,688 |
-24.6% |
577,935 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3546 |
1.3495 |
1.3318 |
|
| R3 |
1.3459 |
1.3408 |
1.3294 |
|
| R2 |
1.3372 |
1.3372 |
1.3286 |
|
| R1 |
1.3321 |
1.3321 |
1.3278 |
1.3303 |
| PP |
1.3285 |
1.3285 |
1.3285 |
1.3276 |
| S1 |
1.3234 |
1.3234 |
1.3262 |
1.3216 |
| S2 |
1.3198 |
1.3198 |
1.3254 |
|
| S3 |
1.3111 |
1.3147 |
1.3246 |
|
| S4 |
1.3024 |
1.3060 |
1.3222 |
|
|
| 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 |
1.3147 |
0.0216 |
1.6% |
0.0100 |
0.8% |
57% |
False |
False |
118,002 |
| 10 |
1.3363 |
1.3048 |
0.0315 |
2.4% |
0.0098 |
0.7% |
70% |
False |
False |
114,922 |
| 20 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0111 |
0.8% |
34% |
False |
False |
125,507 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0109 |
0.8% |
51% |
False |
False |
81,916 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0101 |
0.8% |
51% |
False |
False |
54,693 |
| 80 |
1.3695 |
1.2765 |
0.0930 |
7.0% |
0.0097 |
0.7% |
54% |
False |
False |
41,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3706 |
|
2.618 |
1.3564 |
|
1.618 |
1.3477 |
|
1.000 |
1.3423 |
|
0.618 |
1.3390 |
|
HIGH |
1.3336 |
|
0.618 |
1.3303 |
|
0.500 |
1.3293 |
|
0.382 |
1.3282 |
|
LOW |
1.3249 |
|
0.618 |
1.3195 |
|
1.000 |
1.3162 |
|
1.618 |
1.3108 |
|
2.618 |
1.3021 |
|
4.250 |
1.2879 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3293 |
1.3265 |
| PP |
1.3285 |
1.3260 |
| S1 |
1.3278 |
1.3255 |
|