CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3061 |
1.3055 |
-0.0006 |
0.0% |
1.3160 |
| High |
1.3077 |
1.3071 |
-0.0006 |
0.0% |
1.3287 |
| Low |
1.3032 |
1.2969 |
-0.0063 |
-0.5% |
1.3041 |
| Close |
1.3049 |
1.3005 |
-0.0044 |
-0.3% |
1.3053 |
| Range |
0.0045 |
0.0102 |
0.0057 |
126.7% |
0.0246 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.5% |
0.0000 |
| Volume |
68,297 |
88,184 |
19,887 |
29.1% |
527,605 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3321 |
1.3265 |
1.3061 |
|
| R3 |
1.3219 |
1.3163 |
1.3033 |
|
| R2 |
1.3117 |
1.3117 |
1.3024 |
|
| R1 |
1.3061 |
1.3061 |
1.3014 |
1.3038 |
| PP |
1.3015 |
1.3015 |
1.3015 |
1.3004 |
| S1 |
1.2959 |
1.2959 |
1.2996 |
1.2936 |
| S2 |
1.2913 |
1.2913 |
1.2986 |
|
| S3 |
1.2811 |
1.2857 |
1.2977 |
|
| S4 |
1.2709 |
1.2755 |
1.2949 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3705 |
1.3188 |
|
| R3 |
1.3619 |
1.3459 |
1.3121 |
|
| R2 |
1.3373 |
1.3373 |
1.3098 |
|
| R1 |
1.3213 |
1.3213 |
1.3076 |
1.3170 |
| PP |
1.3127 |
1.3127 |
1.3127 |
1.3106 |
| S1 |
1.2967 |
1.2967 |
1.3030 |
1.2924 |
| S2 |
1.2881 |
1.2881 |
1.3008 |
|
| S3 |
1.2635 |
1.2721 |
1.2985 |
|
| S4 |
1.2389 |
1.2475 |
1.2918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3287 |
1.2969 |
0.0318 |
2.4% |
0.0102 |
0.8% |
11% |
False |
True |
95,880 |
| 10 |
1.3287 |
1.2969 |
0.0318 |
2.4% |
0.0102 |
0.8% |
11% |
False |
True |
99,719 |
| 20 |
1.3287 |
1.2839 |
0.0448 |
3.4% |
0.0096 |
0.7% |
37% |
False |
False |
100,315 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0095 |
0.7% |
57% |
False |
False |
100,111 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0096 |
0.7% |
57% |
False |
False |
68,615 |
| 80 |
1.3287 |
1.2568 |
0.0719 |
5.5% |
0.0094 |
0.7% |
61% |
False |
False |
51,516 |
| 100 |
1.3287 |
1.2387 |
0.0900 |
6.9% |
0.0093 |
0.7% |
69% |
False |
False |
41,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3505 |
|
2.618 |
1.3338 |
|
1.618 |
1.3236 |
|
1.000 |
1.3173 |
|
0.618 |
1.3134 |
|
HIGH |
1.3071 |
|
0.618 |
1.3032 |
|
0.500 |
1.3020 |
|
0.382 |
1.3008 |
|
LOW |
1.2969 |
|
0.618 |
1.2906 |
|
1.000 |
1.2867 |
|
1.618 |
1.2804 |
|
2.618 |
1.2702 |
|
4.250 |
1.2536 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3076 |
| PP |
1.3015 |
1.3052 |
| S1 |
1.3010 |
1.3029 |
|