CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3484 |
1.3429 |
-0.0055 |
-0.4% |
1.3337 |
| High |
1.3484 |
1.3442 |
-0.0042 |
-0.3% |
1.3556 |
| Low |
1.3375 |
1.3362 |
-0.0013 |
-0.1% |
1.3228 |
| Close |
1.3446 |
1.3379 |
-0.0067 |
-0.5% |
1.3473 |
| Range |
0.0109 |
0.0080 |
-0.0029 |
-26.6% |
0.0328 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
141,554 |
137,307 |
-4,247 |
-3.0% |
943,205 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3587 |
1.3423 |
|
| R3 |
1.3554 |
1.3507 |
1.3401 |
|
| R2 |
1.3474 |
1.3474 |
1.3394 |
|
| R1 |
1.3427 |
1.3427 |
1.3386 |
1.3411 |
| PP |
1.3394 |
1.3394 |
1.3394 |
1.3386 |
| S1 |
1.3347 |
1.3347 |
1.3372 |
1.3331 |
| S2 |
1.3314 |
1.3314 |
1.3364 |
|
| S3 |
1.3234 |
1.3267 |
1.3357 |
|
| S4 |
1.3154 |
1.3187 |
1.3335 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4403 |
1.4266 |
1.3653 |
|
| R3 |
1.4075 |
1.3938 |
1.3563 |
|
| R2 |
1.3747 |
1.3747 |
1.3533 |
|
| R1 |
1.3610 |
1.3610 |
1.3503 |
1.3679 |
| PP |
1.3419 |
1.3419 |
1.3419 |
1.3453 |
| S1 |
1.3282 |
1.3282 |
1.3443 |
1.3351 |
| S2 |
1.3091 |
1.3091 |
1.3413 |
|
| S3 |
1.2763 |
1.2954 |
1.3383 |
|
| S4 |
1.2435 |
1.2626 |
1.3293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3556 |
1.3362 |
0.0194 |
1.5% |
0.0112 |
0.8% |
9% |
False |
True |
176,941 |
| 10 |
1.3556 |
1.3222 |
0.0334 |
2.5% |
0.0111 |
0.8% |
47% |
False |
False |
167,862 |
| 20 |
1.3556 |
1.3074 |
0.0482 |
3.6% |
0.0101 |
0.8% |
63% |
False |
False |
140,948 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.8% |
0.0106 |
0.8% |
65% |
False |
False |
132,013 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0114 |
0.9% |
51% |
False |
False |
131,675 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0106 |
0.8% |
64% |
False |
False |
100,867 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0102 |
0.8% |
64% |
False |
False |
80,725 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0100 |
0.7% |
69% |
False |
False |
67,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3782 |
|
2.618 |
1.3651 |
|
1.618 |
1.3571 |
|
1.000 |
1.3522 |
|
0.618 |
1.3491 |
|
HIGH |
1.3442 |
|
0.618 |
1.3411 |
|
0.500 |
1.3402 |
|
0.382 |
1.3393 |
|
LOW |
1.3362 |
|
0.618 |
1.3313 |
|
1.000 |
1.3282 |
|
1.618 |
1.3233 |
|
2.618 |
1.3153 |
|
4.250 |
1.3022 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3402 |
1.3454 |
| PP |
1.3394 |
1.3429 |
| S1 |
1.3387 |
1.3404 |
|