CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3218 |
1.3152 |
-0.0066 |
-0.5% |
1.3322 |
| High |
1.3248 |
1.3291 |
0.0043 |
0.3% |
1.3336 |
| Low |
1.3134 |
1.3130 |
-0.0004 |
0.0% |
1.3107 |
| Close |
1.3157 |
1.3274 |
0.0117 |
0.9% |
1.3213 |
| Range |
0.0114 |
0.0161 |
0.0047 |
41.2% |
0.0229 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.6% |
0.0000 |
| Volume |
95,959 |
152,257 |
56,298 |
58.7% |
580,379 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3655 |
1.3363 |
|
| R3 |
1.3554 |
1.3494 |
1.3318 |
|
| R2 |
1.3393 |
1.3393 |
1.3304 |
|
| R1 |
1.3333 |
1.3333 |
1.3289 |
1.3363 |
| PP |
1.3232 |
1.3232 |
1.3232 |
1.3247 |
| S1 |
1.3172 |
1.3172 |
1.3259 |
1.3202 |
| S2 |
1.3071 |
1.3071 |
1.3244 |
|
| S3 |
1.2910 |
1.3011 |
1.3230 |
|
| S4 |
1.2749 |
1.2850 |
1.3185 |
|
|
| 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 |
1.3291 |
1.3107 |
0.0184 |
1.4% |
0.0112 |
0.8% |
91% |
True |
False |
113,299 |
| 10 |
1.3363 |
1.3107 |
0.0256 |
1.9% |
0.0112 |
0.8% |
65% |
False |
False |
122,582 |
| 20 |
1.3488 |
1.3048 |
0.0440 |
3.3% |
0.0105 |
0.8% |
51% |
False |
False |
116,171 |
| 40 |
1.3695 |
1.2896 |
0.0799 |
6.0% |
0.0116 |
0.9% |
47% |
False |
False |
102,155 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
52% |
False |
False |
68,268 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0099 |
0.7% |
52% |
False |
False |
51,230 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0098 |
0.7% |
59% |
False |
False |
41,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3975 |
|
2.618 |
1.3712 |
|
1.618 |
1.3551 |
|
1.000 |
1.3452 |
|
0.618 |
1.3390 |
|
HIGH |
1.3291 |
|
0.618 |
1.3229 |
|
0.500 |
1.3211 |
|
0.382 |
1.3192 |
|
LOW |
1.3130 |
|
0.618 |
1.3031 |
|
1.000 |
1.2969 |
|
1.618 |
1.2870 |
|
2.618 |
1.2709 |
|
4.250 |
1.2446 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3253 |
1.3253 |
| PP |
1.3232 |
1.3232 |
| S1 |
1.3211 |
1.3211 |
|