CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3022 |
1.2992 |
-0.0030 |
-0.2% |
1.3061 |
| High |
1.3031 |
1.3046 |
0.0015 |
0.1% |
1.3077 |
| Low |
1.2966 |
1.2954 |
-0.0012 |
-0.1% |
1.2954 |
| Close |
1.2995 |
1.3028 |
0.0033 |
0.3% |
1.3028 |
| Range |
0.0065 |
0.0092 |
0.0027 |
41.5% |
0.0123 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.1% |
0.0000 |
| Volume |
75,987 |
106,463 |
30,476 |
40.1% |
433,921 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3285 |
1.3249 |
1.3079 |
|
| R3 |
1.3193 |
1.3157 |
1.3053 |
|
| R2 |
1.3101 |
1.3101 |
1.3045 |
|
| R1 |
1.3065 |
1.3065 |
1.3036 |
1.3083 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.3019 |
| S1 |
1.2973 |
1.2973 |
1.3020 |
1.2991 |
| S2 |
1.2917 |
1.2917 |
1.3011 |
|
| S3 |
1.2825 |
1.2881 |
1.3003 |
|
| S4 |
1.2733 |
1.2789 |
1.2977 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3389 |
1.3331 |
1.3096 |
|
| R3 |
1.3266 |
1.3208 |
1.3062 |
|
| R2 |
1.3143 |
1.3143 |
1.3051 |
|
| R1 |
1.3085 |
1.3085 |
1.3039 |
1.3053 |
| PP |
1.3020 |
1.3020 |
1.3020 |
1.3003 |
| S1 |
1.2962 |
1.2962 |
1.3017 |
1.2930 |
| S2 |
1.2897 |
1.2897 |
1.3005 |
|
| S3 |
1.2774 |
1.2839 |
1.2994 |
|
| S4 |
1.2651 |
1.2716 |
1.2960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3077 |
1.2954 |
0.0123 |
0.9% |
0.0073 |
0.6% |
60% |
False |
True |
86,784 |
| 10 |
1.3287 |
1.2954 |
0.0333 |
2.6% |
0.0091 |
0.7% |
22% |
False |
True |
96,152 |
| 20 |
1.3287 |
1.2954 |
0.0333 |
2.6% |
0.0089 |
0.7% |
22% |
False |
True |
97,421 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0092 |
0.7% |
61% |
False |
False |
101,371 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0096 |
0.7% |
61% |
False |
False |
73,227 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
61% |
False |
False |
54,976 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0092 |
0.7% |
70% |
False |
False |
44,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3437 |
|
2.618 |
1.3287 |
|
1.618 |
1.3195 |
|
1.000 |
1.3138 |
|
0.618 |
1.3103 |
|
HIGH |
1.3046 |
|
0.618 |
1.3011 |
|
0.500 |
1.3000 |
|
0.382 |
1.2989 |
|
LOW |
1.2954 |
|
0.618 |
1.2897 |
|
1.000 |
1.2862 |
|
1.618 |
1.2805 |
|
2.618 |
1.2713 |
|
4.250 |
1.2563 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3019 |
1.3019 |
| PP |
1.3009 |
1.3009 |
| S1 |
1.3000 |
1.3000 |
|