CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3429 |
1.3382 |
-0.0047 |
-0.3% |
1.3337 |
| High |
1.3442 |
1.3490 |
0.0048 |
0.4% |
1.3556 |
| Low |
1.3362 |
1.3323 |
-0.0039 |
-0.3% |
1.3228 |
| Close |
1.3379 |
1.3471 |
0.0092 |
0.7% |
1.3473 |
| Range |
0.0080 |
0.0167 |
0.0087 |
108.8% |
0.0328 |
| ATR |
0.0106 |
0.0111 |
0.0004 |
4.1% |
0.0000 |
| Volume |
137,307 |
206,118 |
68,811 |
50.1% |
943,205 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3929 |
1.3867 |
1.3563 |
|
| R3 |
1.3762 |
1.3700 |
1.3517 |
|
| R2 |
1.3595 |
1.3595 |
1.3502 |
|
| R1 |
1.3533 |
1.3533 |
1.3486 |
1.3564 |
| PP |
1.3428 |
1.3428 |
1.3428 |
1.3444 |
| S1 |
1.3366 |
1.3366 |
1.3456 |
1.3397 |
| S2 |
1.3261 |
1.3261 |
1.3440 |
|
| S3 |
1.3094 |
1.3199 |
1.3425 |
|
| S4 |
1.2927 |
1.3032 |
1.3379 |
|
|
| 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 |
1.3323 |
0.0233 |
1.7% |
0.0118 |
0.9% |
64% |
False |
True |
173,742 |
| 10 |
1.3556 |
1.3228 |
0.0328 |
2.4% |
0.0115 |
0.9% |
74% |
False |
False |
177,305 |
| 20 |
1.3556 |
1.3074 |
0.0482 |
3.6% |
0.0105 |
0.8% |
82% |
False |
False |
146,631 |
| 40 |
1.3556 |
1.3053 |
0.0503 |
3.7% |
0.0109 |
0.8% |
83% |
False |
False |
135,177 |
| 60 |
1.3695 |
1.3048 |
0.0647 |
4.8% |
0.0114 |
0.8% |
65% |
False |
False |
133,421 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0107 |
0.8% |
74% |
False |
False |
103,431 |
| 100 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0103 |
0.8% |
74% |
False |
False |
82,783 |
| 120 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0100 |
0.7% |
78% |
False |
False |
69,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4200 |
|
2.618 |
1.3927 |
|
1.618 |
1.3760 |
|
1.000 |
1.3657 |
|
0.618 |
1.3593 |
|
HIGH |
1.3490 |
|
0.618 |
1.3426 |
|
0.500 |
1.3407 |
|
0.382 |
1.3387 |
|
LOW |
1.3323 |
|
0.618 |
1.3220 |
|
1.000 |
1.3156 |
|
1.618 |
1.3053 |
|
2.618 |
1.2886 |
|
4.250 |
1.2613 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3450 |
1.3450 |
| PP |
1.3428 |
1.3428 |
| S1 |
1.3407 |
1.3407 |
|