CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3223 |
1.3174 |
-0.0049 |
-0.4% |
1.3322 |
| High |
1.3250 |
1.3223 |
-0.0027 |
-0.2% |
1.3336 |
| Low |
1.3150 |
1.3107 |
-0.0043 |
-0.3% |
1.3107 |
| Close |
1.3178 |
1.3213 |
0.0035 |
0.3% |
1.3213 |
| Range |
0.0100 |
0.0116 |
0.0016 |
16.0% |
0.0229 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.5% |
0.0000 |
| Volume |
100,947 |
124,629 |
23,682 |
23.5% |
580,379 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3487 |
1.3277 |
|
| R3 |
1.3413 |
1.3371 |
1.3245 |
|
| R2 |
1.3297 |
1.3297 |
1.3234 |
|
| R1 |
1.3255 |
1.3255 |
1.3224 |
1.3276 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3192 |
| S1 |
1.3139 |
1.3139 |
1.3202 |
1.3160 |
| S2 |
1.3065 |
1.3065 |
1.3192 |
|
| S3 |
1.2949 |
1.3023 |
1.3181 |
|
| S4 |
1.2833 |
1.2907 |
1.3149 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3788 |
1.3339 |
|
| R3 |
1.3677 |
1.3559 |
1.3276 |
|
| R2 |
1.3448 |
1.3448 |
1.3255 |
|
| R1 |
1.3330 |
1.3330 |
1.3234 |
1.3275 |
| PP |
1.3219 |
1.3219 |
1.3219 |
1.3191 |
| S1 |
1.3101 |
1.3101 |
1.3192 |
1.3046 |
| S2 |
1.2990 |
1.2990 |
1.3171 |
|
| S3 |
1.2761 |
1.2872 |
1.3150 |
|
| S4 |
1.2532 |
1.2643 |
1.3087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3336 |
1.3107 |
0.0229 |
1.7% |
0.0103 |
0.8% |
46% |
False |
True |
116,075 |
| 10 |
1.3363 |
1.3101 |
0.0262 |
2.0% |
0.0104 |
0.8% |
43% |
False |
False |
115,831 |
| 20 |
1.3605 |
1.3048 |
0.0557 |
4.2% |
0.0105 |
0.8% |
30% |
False |
False |
116,898 |
| 40 |
1.3695 |
1.2842 |
0.0853 |
6.5% |
0.0113 |
0.9% |
43% |
False |
False |
93,683 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
45% |
False |
False |
62,591 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0098 |
0.7% |
45% |
False |
False |
46,974 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0097 |
0.7% |
53% |
False |
False |
37,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3716 |
|
2.618 |
1.3527 |
|
1.618 |
1.3411 |
|
1.000 |
1.3339 |
|
0.618 |
1.3295 |
|
HIGH |
1.3223 |
|
0.618 |
1.3179 |
|
0.500 |
1.3165 |
|
0.382 |
1.3151 |
|
LOW |
1.3107 |
|
0.618 |
1.3035 |
|
1.000 |
1.2991 |
|
1.618 |
1.2919 |
|
2.618 |
1.2803 |
|
4.250 |
1.2614 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3197 |
1.3202 |
| PP |
1.3181 |
1.3190 |
| S1 |
1.3165 |
1.3179 |
|