CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3204 |
1.3226 |
0.0022 |
0.2% |
1.3182 |
| High |
1.3271 |
1.3290 |
0.0019 |
0.1% |
1.3271 |
| Low |
1.3178 |
1.3196 |
0.0018 |
0.1% |
1.3074 |
| Close |
1.3228 |
1.3247 |
0.0019 |
0.1% |
1.3228 |
| Range |
0.0093 |
0.0094 |
0.0001 |
1.1% |
0.0197 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
132,678 |
103,119 |
-29,559 |
-22.3% |
621,158 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3526 |
1.3481 |
1.3299 |
|
| R3 |
1.3432 |
1.3387 |
1.3273 |
|
| R2 |
1.3338 |
1.3338 |
1.3264 |
|
| R1 |
1.3293 |
1.3293 |
1.3256 |
1.3316 |
| PP |
1.3244 |
1.3244 |
1.3244 |
1.3256 |
| S1 |
1.3199 |
1.3199 |
1.3238 |
1.3222 |
| S2 |
1.3150 |
1.3150 |
1.3230 |
|
| S3 |
1.3056 |
1.3105 |
1.3221 |
|
| S4 |
1.2962 |
1.3011 |
1.3195 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3782 |
1.3702 |
1.3336 |
|
| R3 |
1.3585 |
1.3505 |
1.3282 |
|
| R2 |
1.3388 |
1.3388 |
1.3264 |
|
| R1 |
1.3308 |
1.3308 |
1.3246 |
1.3348 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3211 |
| S1 |
1.3111 |
1.3111 |
1.3210 |
1.3151 |
| S2 |
1.2994 |
1.2994 |
1.3192 |
|
| S3 |
1.2797 |
1.2914 |
1.3174 |
|
| S4 |
1.2600 |
1.2717 |
1.3120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3290 |
1.3086 |
0.0204 |
1.5% |
0.0092 |
0.7% |
79% |
True |
False |
120,844 |
| 10 |
1.3290 |
1.3074 |
0.0216 |
1.6% |
0.0093 |
0.7% |
80% |
True |
False |
113,407 |
| 20 |
1.3338 |
1.3053 |
0.0285 |
2.2% |
0.0108 |
0.8% |
68% |
False |
False |
122,382 |
| 40 |
1.3549 |
1.3048 |
0.0501 |
3.8% |
0.0105 |
0.8% |
40% |
False |
False |
118,818 |
| 60 |
1.3695 |
1.2896 |
0.0799 |
6.0% |
0.0111 |
0.8% |
44% |
False |
False |
104,791 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0103 |
0.8% |
49% |
False |
False |
78,697 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
49% |
False |
False |
62,981 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0098 |
0.7% |
57% |
False |
False |
52,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3690 |
|
2.618 |
1.3536 |
|
1.618 |
1.3442 |
|
1.000 |
1.3384 |
|
0.618 |
1.3348 |
|
HIGH |
1.3290 |
|
0.618 |
1.3254 |
|
0.500 |
1.3243 |
|
0.382 |
1.3232 |
|
LOW |
1.3196 |
|
0.618 |
1.3138 |
|
1.000 |
1.3102 |
|
1.618 |
1.3044 |
|
2.618 |
1.2950 |
|
4.250 |
1.2797 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3246 |
1.3237 |
| PP |
1.3244 |
1.3227 |
| S1 |
1.3243 |
1.3218 |
|