CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3366 |
1.3421 |
0.0055 |
0.4% |
1.3226 |
| High |
1.3456 |
1.3556 |
0.0100 |
0.7% |
1.3368 |
| Low |
1.3355 |
1.3416 |
0.0061 |
0.5% |
1.3196 |
| Close |
1.3432 |
1.3530 |
0.0098 |
0.7% |
1.3339 |
| Range |
0.0101 |
0.0140 |
0.0039 |
38.6% |
0.0172 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
2.5% |
0.0000 |
| Volume |
215,806 |
222,113 |
6,307 |
2.9% |
433,515 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3921 |
1.3865 |
1.3607 |
|
| R3 |
1.3781 |
1.3725 |
1.3569 |
|
| R2 |
1.3641 |
1.3641 |
1.3556 |
|
| R1 |
1.3585 |
1.3585 |
1.3543 |
1.3613 |
| PP |
1.3501 |
1.3501 |
1.3501 |
1.3515 |
| S1 |
1.3445 |
1.3445 |
1.3517 |
1.3473 |
| S2 |
1.3361 |
1.3361 |
1.3504 |
|
| S3 |
1.3221 |
1.3305 |
1.3492 |
|
| S4 |
1.3081 |
1.3165 |
1.3453 |
|
|
| 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 |
1.3556 |
1.3228 |
0.0328 |
2.4% |
0.0113 |
0.8% |
92% |
True |
False |
180,868 |
| 10 |
1.3556 |
1.3145 |
0.0411 |
3.0% |
0.0101 |
0.7% |
94% |
True |
False |
146,738 |
| 20 |
1.3556 |
1.3053 |
0.0503 |
3.7% |
0.0107 |
0.8% |
95% |
True |
False |
137,280 |
| 40 |
1.3556 |
1.3048 |
0.0508 |
3.8% |
0.0107 |
0.8% |
95% |
True |
False |
127,225 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0114 |
0.8% |
74% |
False |
False |
123,032 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0104 |
0.8% |
81% |
False |
False |
92,596 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0102 |
0.8% |
81% |
False |
False |
74,103 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.6% |
0.0099 |
0.7% |
84% |
False |
False |
61,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4151 |
|
2.618 |
1.3923 |
|
1.618 |
1.3783 |
|
1.000 |
1.3696 |
|
0.618 |
1.3643 |
|
HIGH |
1.3556 |
|
0.618 |
1.3503 |
|
0.500 |
1.3486 |
|
0.382 |
1.3469 |
|
LOW |
1.3416 |
|
0.618 |
1.3329 |
|
1.000 |
1.3276 |
|
1.618 |
1.3189 |
|
2.618 |
1.3049 |
|
4.250 |
1.2821 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3515 |
1.3484 |
| PP |
1.3501 |
1.3438 |
| S1 |
1.3486 |
1.3392 |
|