CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2975 |
1.2887 |
-0.0088 |
-0.7% |
1.3061 |
| High |
1.2985 |
1.2917 |
-0.0068 |
-0.5% |
1.3077 |
| Low |
1.2860 |
1.2855 |
-0.0005 |
0.0% |
1.2954 |
| Close |
1.2877 |
1.2898 |
0.0021 |
0.2% |
1.3028 |
| Range |
0.0125 |
0.0062 |
-0.0063 |
-50.4% |
0.0123 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
121,313 |
116,162 |
-5,151 |
-4.2% |
433,921 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3076 |
1.3049 |
1.2932 |
|
| R3 |
1.3014 |
1.2987 |
1.2915 |
|
| R2 |
1.2952 |
1.2952 |
1.2909 |
|
| R1 |
1.2925 |
1.2925 |
1.2904 |
1.2939 |
| PP |
1.2890 |
1.2890 |
1.2890 |
1.2897 |
| S1 |
1.2863 |
1.2863 |
1.2892 |
1.2877 |
| S2 |
1.2828 |
1.2828 |
1.2887 |
|
| S3 |
1.2766 |
1.2801 |
1.2881 |
|
| S4 |
1.2704 |
1.2739 |
1.2864 |
|
|
| 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 |
1.3046 |
1.2855 |
0.0191 |
1.5% |
0.0082 |
0.6% |
23% |
False |
True |
98,137 |
| 10 |
1.3287 |
1.2855 |
0.0432 |
3.3% |
0.0092 |
0.7% |
10% |
False |
True |
98,669 |
| 20 |
1.3287 |
1.2855 |
0.0432 |
3.3% |
0.0090 |
0.7% |
10% |
False |
True |
98,568 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
41% |
False |
False |
100,630 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0095 |
0.7% |
41% |
False |
False |
78,344 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
41% |
False |
False |
58,824 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0093 |
0.7% |
55% |
False |
False |
47,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3181 |
|
2.618 |
1.3079 |
|
1.618 |
1.3017 |
|
1.000 |
1.2979 |
|
0.618 |
1.2955 |
|
HIGH |
1.2917 |
|
0.618 |
1.2893 |
|
0.500 |
1.2886 |
|
0.382 |
1.2879 |
|
LOW |
1.2855 |
|
0.618 |
1.2817 |
|
1.000 |
1.2793 |
|
1.618 |
1.2755 |
|
2.618 |
1.2693 |
|
4.250 |
1.2592 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2894 |
1.2946 |
| PP |
1.2890 |
1.2930 |
| S1 |
1.2886 |
1.2914 |
|