CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3248 |
1.3252 |
0.0004 |
0.0% |
1.3182 |
| High |
1.3277 |
1.3340 |
0.0063 |
0.5% |
1.3271 |
| Low |
1.3218 |
1.3222 |
0.0004 |
0.0% |
1.3074 |
| Close |
1.3245 |
1.3330 |
0.0085 |
0.6% |
1.3228 |
| Range |
0.0059 |
0.0118 |
0.0059 |
100.0% |
0.0197 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.1% |
0.0000 |
| Volume |
97,098 |
111,687 |
14,589 |
15.0% |
621,158 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3651 |
1.3609 |
1.3395 |
|
| R3 |
1.3533 |
1.3491 |
1.3362 |
|
| R2 |
1.3415 |
1.3415 |
1.3352 |
|
| R1 |
1.3373 |
1.3373 |
1.3341 |
1.3394 |
| PP |
1.3297 |
1.3297 |
1.3297 |
1.3308 |
| S1 |
1.3255 |
1.3255 |
1.3319 |
1.3276 |
| S2 |
1.3179 |
1.3179 |
1.3308 |
|
| S3 |
1.3061 |
1.3137 |
1.3298 |
|
| S4 |
1.2943 |
1.3019 |
1.3265 |
|
|
| 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 |
1.3340 |
1.3145 |
0.0195 |
1.5% |
0.0088 |
0.7% |
95% |
True |
False |
112,608 |
| 10 |
1.3340 |
1.3074 |
0.0266 |
2.0% |
0.0095 |
0.7% |
96% |
True |
False |
115,956 |
| 20 |
1.3340 |
1.3053 |
0.0287 |
2.2% |
0.0103 |
0.8% |
97% |
True |
False |
120,410 |
| 40 |
1.3488 |
1.3048 |
0.0440 |
3.3% |
0.0104 |
0.8% |
64% |
False |
False |
118,291 |
| 60 |
1.3695 |
1.2896 |
0.0799 |
6.0% |
0.0112 |
0.8% |
54% |
False |
False |
108,240 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0103 |
0.8% |
58% |
False |
False |
81,303 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0100 |
0.7% |
58% |
False |
False |
65,066 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0099 |
0.7% |
65% |
False |
False |
54,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3842 |
|
2.618 |
1.3649 |
|
1.618 |
1.3531 |
|
1.000 |
1.3458 |
|
0.618 |
1.3413 |
|
HIGH |
1.3340 |
|
0.618 |
1.3295 |
|
0.500 |
1.3281 |
|
0.382 |
1.3267 |
|
LOW |
1.3222 |
|
0.618 |
1.3149 |
|
1.000 |
1.3104 |
|
1.618 |
1.3031 |
|
2.618 |
1.2913 |
|
4.250 |
1.2721 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3314 |
1.3309 |
| PP |
1.3297 |
1.3289 |
| S1 |
1.3281 |
1.3268 |
|