CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2992 |
1.3028 |
0.0036 |
0.3% |
1.3061 |
| High |
1.3046 |
1.3036 |
-0.0010 |
-0.1% |
1.3077 |
| Low |
1.2954 |
1.2970 |
0.0016 |
0.1% |
1.2954 |
| Close |
1.3028 |
1.2984 |
-0.0044 |
-0.3% |
1.3028 |
| Range |
0.0092 |
0.0066 |
-0.0026 |
-28.3% |
0.0123 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
106,463 |
70,763 |
-35,700 |
-33.5% |
433,921 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3195 |
1.3155 |
1.3020 |
|
| R3 |
1.3129 |
1.3089 |
1.3002 |
|
| R2 |
1.3063 |
1.3063 |
1.2996 |
|
| R1 |
1.3023 |
1.3023 |
1.2990 |
1.3010 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.2990 |
| S1 |
1.2957 |
1.2957 |
1.2978 |
1.2944 |
| S2 |
1.2931 |
1.2931 |
1.2972 |
|
| S3 |
1.2865 |
1.2891 |
1.2966 |
|
| S4 |
1.2799 |
1.2825 |
1.2948 |
|
|
| 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 |
1.3071 |
1.2954 |
0.0117 |
0.9% |
0.0077 |
0.6% |
26% |
False |
False |
87,277 |
| 10 |
1.3287 |
1.2954 |
0.0333 |
2.6% |
0.0085 |
0.7% |
9% |
False |
False |
92,653 |
| 20 |
1.3287 |
1.2954 |
0.0333 |
2.6% |
0.0089 |
0.7% |
9% |
False |
False |
96,853 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0093 |
0.7% |
54% |
False |
False |
100,544 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0095 |
0.7% |
54% |
False |
False |
74,395 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
54% |
False |
False |
55,859 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0092 |
0.7% |
65% |
False |
False |
44,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3317 |
|
2.618 |
1.3209 |
|
1.618 |
1.3143 |
|
1.000 |
1.3102 |
|
0.618 |
1.3077 |
|
HIGH |
1.3036 |
|
0.618 |
1.3011 |
|
0.500 |
1.3003 |
|
0.382 |
1.2995 |
|
LOW |
1.2970 |
|
0.618 |
1.2929 |
|
1.000 |
1.2904 |
|
1.618 |
1.2863 |
|
2.618 |
1.2797 |
|
4.250 |
1.2690 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.3000 |
| PP |
1.2997 |
1.2995 |
| S1 |
1.2990 |
1.2989 |
|