CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3172 |
1.3181 |
0.0009 |
0.1% |
1.3096 |
| High |
1.3225 |
1.3220 |
-0.0005 |
0.0% |
1.3243 |
| Low |
1.3142 |
1.3145 |
0.0003 |
0.0% |
1.3073 |
| Close |
1.3176 |
1.3194 |
0.0018 |
0.1% |
1.3209 |
| Range |
0.0083 |
0.0075 |
-0.0008 |
-9.6% |
0.0170 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
128,981 |
118,460 |
-10,521 |
-8.2% |
504,879 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3411 |
1.3378 |
1.3235 |
|
| R3 |
1.3336 |
1.3303 |
1.3215 |
|
| R2 |
1.3261 |
1.3261 |
1.3208 |
|
| R1 |
1.3228 |
1.3228 |
1.3201 |
1.3245 |
| PP |
1.3186 |
1.3186 |
1.3186 |
1.3195 |
| S1 |
1.3153 |
1.3153 |
1.3187 |
1.3170 |
| S2 |
1.3111 |
1.3111 |
1.3180 |
|
| S3 |
1.3036 |
1.3078 |
1.3173 |
|
| S4 |
1.2961 |
1.3003 |
1.3153 |
|
|
| 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% |
0.0100 |
0.8% |
71% |
False |
False |
119,584 |
| 10 |
1.3243 |
1.3053 |
0.0190 |
1.4% |
0.0095 |
0.7% |
74% |
False |
False |
113,726 |
| 20 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0108 |
0.8% |
49% |
False |
False |
121,458 |
| 40 |
1.3630 |
1.3048 |
0.0582 |
4.4% |
0.0107 |
0.8% |
25% |
False |
False |
121,094 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0110 |
0.8% |
43% |
False |
False |
100,885 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
43% |
False |
False |
75,752 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
43% |
False |
False |
60,627 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0099 |
0.7% |
51% |
False |
False |
50,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3539 |
|
2.618 |
1.3416 |
|
1.618 |
1.3341 |
|
1.000 |
1.3295 |
|
0.618 |
1.3266 |
|
HIGH |
1.3220 |
|
0.618 |
1.3191 |
|
0.500 |
1.3183 |
|
0.382 |
1.3174 |
|
LOW |
1.3145 |
|
0.618 |
1.3099 |
|
1.000 |
1.3070 |
|
1.618 |
1.3024 |
|
2.618 |
1.2949 |
|
4.250 |
1.2826 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3190 |
1.3181 |
| PP |
1.3186 |
1.3168 |
| S1 |
1.3183 |
1.3156 |
|