CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 06-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3071 |
1.3096 |
0.0025 |
0.2% |
1.3150 |
| High |
1.3150 |
1.3190 |
0.0040 |
0.3% |
1.3338 |
| Low |
1.3053 |
1.3073 |
0.0020 |
0.2% |
1.3053 |
| Close |
1.3083 |
1.3187 |
0.0104 |
0.8% |
1.3083 |
| Range |
0.0097 |
0.0117 |
0.0020 |
20.6% |
0.0285 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.1% |
0.0000 |
| Volume |
143,905 |
95,085 |
-48,820 |
-33.9% |
737,555 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3501 |
1.3461 |
1.3251 |
|
| R3 |
1.3384 |
1.3344 |
1.3219 |
|
| R2 |
1.3267 |
1.3267 |
1.3208 |
|
| R1 |
1.3227 |
1.3227 |
1.3198 |
1.3247 |
| PP |
1.3150 |
1.3150 |
1.3150 |
1.3160 |
| S1 |
1.3110 |
1.3110 |
1.3176 |
1.3130 |
| S2 |
1.3033 |
1.3033 |
1.3166 |
|
| S3 |
1.2916 |
1.2993 |
1.3155 |
|
| S4 |
1.2799 |
1.2876 |
1.3123 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4013 |
1.3833 |
1.3240 |
|
| R3 |
1.3728 |
1.3548 |
1.3161 |
|
| R2 |
1.3443 |
1.3443 |
1.3135 |
|
| R1 |
1.3263 |
1.3263 |
1.3109 |
1.3211 |
| PP |
1.3158 |
1.3158 |
1.3158 |
1.3132 |
| S1 |
1.2978 |
1.2978 |
1.3057 |
1.2926 |
| S2 |
1.2873 |
1.2873 |
1.3031 |
|
| S3 |
1.2588 |
1.2693 |
1.3005 |
|
| S4 |
1.2303 |
1.2408 |
1.2926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0130 |
1.0% |
47% |
False |
False |
147,020 |
| 10 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0124 |
0.9% |
47% |
False |
False |
131,356 |
| 20 |
1.3363 |
1.3053 |
0.0310 |
2.4% |
0.0112 |
0.8% |
43% |
False |
False |
123,527 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0122 |
0.9% |
21% |
False |
False |
126,470 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0108 |
0.8% |
42% |
False |
False |
86,001 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0102 |
0.8% |
42% |
False |
False |
64,535 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0099 |
0.8% |
51% |
False |
False |
51,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3687 |
|
2.618 |
1.3496 |
|
1.618 |
1.3379 |
|
1.000 |
1.3307 |
|
0.618 |
1.3262 |
|
HIGH |
1.3190 |
|
0.618 |
1.3145 |
|
0.500 |
1.3132 |
|
0.382 |
1.3118 |
|
LOW |
1.3073 |
|
0.618 |
1.3001 |
|
1.000 |
1.2956 |
|
1.618 |
1.2884 |
|
2.618 |
1.2767 |
|
4.250 |
1.2576 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3169 |
1.3186 |
| PP |
1.3150 |
1.3185 |
| S1 |
1.3132 |
1.3185 |
|