CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3182 |
1.3124 |
-0.0058 |
-0.4% |
1.3096 |
| High |
1.3185 |
1.3199 |
0.0014 |
0.1% |
1.3243 |
| Low |
1.3074 |
1.3086 |
0.0012 |
0.1% |
1.3073 |
| Close |
1.3127 |
1.3176 |
0.0049 |
0.4% |
1.3209 |
| Range |
0.0111 |
0.0113 |
0.0002 |
1.8% |
0.0170 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.1% |
0.0000 |
| Volume |
120,057 |
120,982 |
925 |
0.8% |
504,879 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3447 |
1.3238 |
|
| R3 |
1.3380 |
1.3334 |
1.3207 |
|
| R2 |
1.3267 |
1.3267 |
1.3197 |
|
| R1 |
1.3221 |
1.3221 |
1.3186 |
1.3244 |
| PP |
1.3154 |
1.3154 |
1.3154 |
1.3165 |
| S1 |
1.3108 |
1.3108 |
1.3166 |
1.3131 |
| S2 |
1.3041 |
1.3041 |
1.3155 |
|
| S3 |
1.2928 |
1.2995 |
1.3145 |
|
| S4 |
1.2815 |
1.2882 |
1.3114 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3685 |
1.3617 |
1.3303 |
|
| R3 |
1.3515 |
1.3447 |
1.3256 |
|
| R2 |
1.3345 |
1.3345 |
1.3240 |
|
| R1 |
1.3277 |
1.3277 |
1.3225 |
1.3311 |
| PP |
1.3175 |
1.3175 |
1.3175 |
1.3192 |
| S1 |
1.3107 |
1.3107 |
1.3193 |
1.3141 |
| S2 |
1.3005 |
1.3005 |
1.3178 |
|
| S3 |
1.2835 |
1.2937 |
1.3162 |
|
| S4 |
1.2665 |
1.2767 |
1.3116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3243 |
1.3074 |
0.0169 |
1.3% |
0.0103 |
0.8% |
60% |
False |
False |
112,000 |
| 10 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0114 |
0.9% |
43% |
False |
False |
126,980 |
| 20 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0109 |
0.8% |
43% |
False |
False |
119,741 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0112 |
0.8% |
20% |
False |
False |
122,622 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0110 |
0.8% |
41% |
False |
False |
96,774 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0104 |
0.8% |
41% |
False |
False |
72,662 |
| 100 |
1.3695 |
1.2776 |
0.0919 |
7.0% |
0.0100 |
0.8% |
44% |
False |
False |
58,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3679 |
|
2.618 |
1.3495 |
|
1.618 |
1.3382 |
|
1.000 |
1.3312 |
|
0.618 |
1.3269 |
|
HIGH |
1.3199 |
|
0.618 |
1.3156 |
|
0.500 |
1.3143 |
|
0.382 |
1.3129 |
|
LOW |
1.3086 |
|
0.618 |
1.3016 |
|
1.000 |
1.2973 |
|
1.618 |
1.2903 |
|
2.618 |
1.2790 |
|
4.250 |
1.2606 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3165 |
1.3170 |
| PP |
1.3154 |
1.3164 |
| S1 |
1.3143 |
1.3159 |
|