CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3337 |
1.3329 |
-0.0008 |
-0.1% |
1.3226 |
| High |
1.3391 |
1.3396 |
0.0005 |
0.0% |
1.3368 |
| Low |
1.3317 |
1.3228 |
-0.0089 |
-0.7% |
1.3196 |
| Close |
1.3326 |
1.3380 |
0.0054 |
0.4% |
1.3339 |
| Range |
0.0074 |
0.0168 |
0.0094 |
127.0% |
0.0172 |
| ATR |
0.0100 |
0.0104 |
0.0005 |
4.9% |
0.0000 |
| Volume |
104,181 |
240,629 |
136,448 |
131.0% |
433,515 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3839 |
1.3777 |
1.3472 |
|
| R3 |
1.3671 |
1.3609 |
1.3426 |
|
| R2 |
1.3503 |
1.3503 |
1.3411 |
|
| R1 |
1.3441 |
1.3441 |
1.3395 |
1.3472 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3350 |
| S1 |
1.3273 |
1.3273 |
1.3365 |
1.3304 |
| S2 |
1.3167 |
1.3167 |
1.3349 |
|
| S3 |
1.2999 |
1.3105 |
1.3334 |
|
| S4 |
1.2831 |
1.2937 |
1.3288 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3750 |
1.3434 |
|
| R3 |
1.3645 |
1.3578 |
1.3386 |
|
| R2 |
1.3473 |
1.3473 |
1.3371 |
|
| R1 |
1.3406 |
1.3406 |
1.3355 |
1.3440 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3318 |
| S1 |
1.3234 |
1.3234 |
1.3323 |
1.3268 |
| S2 |
1.3129 |
1.3129 |
1.3307 |
|
| S3 |
1.2957 |
1.3062 |
1.3292 |
|
| S4 |
1.2785 |
1.2890 |
1.3244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3396 |
1.3218 |
0.0178 |
1.3% |
0.0100 |
0.8% |
91% |
True |
False |
135,041 |
| 10 |
1.3396 |
1.3086 |
0.0310 |
2.3% |
0.0096 |
0.7% |
95% |
True |
False |
127,942 |
| 20 |
1.3396 |
1.3053 |
0.0343 |
2.6% |
0.0104 |
0.8% |
95% |
True |
False |
127,219 |
| 40 |
1.3396 |
1.3048 |
0.0348 |
2.6% |
0.0104 |
0.8% |
95% |
True |
False |
120,975 |
| 60 |
1.3695 |
1.2953 |
0.0742 |
5.5% |
0.0113 |
0.8% |
58% |
False |
False |
115,944 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0103 |
0.8% |
64% |
False |
False |
87,126 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0101 |
0.8% |
64% |
False |
False |
69,724 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0100 |
0.7% |
69% |
False |
False |
58,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4110 |
|
2.618 |
1.3836 |
|
1.618 |
1.3668 |
|
1.000 |
1.3564 |
|
0.618 |
1.3500 |
|
HIGH |
1.3396 |
|
0.618 |
1.3332 |
|
0.500 |
1.3312 |
|
0.382 |
1.3292 |
|
LOW |
1.3228 |
|
0.618 |
1.3124 |
|
1.000 |
1.3060 |
|
1.618 |
1.2956 |
|
2.618 |
1.2788 |
|
4.250 |
1.2514 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3357 |
1.3357 |
| PP |
1.3335 |
1.3335 |
| S1 |
1.3312 |
1.3312 |
|