CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2887 |
1.2902 |
0.0015 |
0.1% |
1.3061 |
| High |
1.2917 |
1.2925 |
0.0008 |
0.1% |
1.3077 |
| Low |
1.2855 |
1.2865 |
0.0010 |
0.1% |
1.2954 |
| Close |
1.2898 |
1.2887 |
-0.0011 |
-0.1% |
1.3028 |
| Range |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0123 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
116,162 |
93,856 |
-22,306 |
-19.2% |
433,921 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.3040 |
1.2920 |
|
| R3 |
1.3012 |
1.2980 |
1.2904 |
|
| R2 |
1.2952 |
1.2952 |
1.2898 |
|
| R1 |
1.2920 |
1.2920 |
1.2893 |
1.2906 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2886 |
| S1 |
1.2860 |
1.2860 |
1.2882 |
1.2846 |
| S2 |
1.2832 |
1.2832 |
1.2876 |
|
| S3 |
1.2772 |
1.2800 |
1.2871 |
|
| S4 |
1.2712 |
1.2740 |
1.2854 |
|
|
| 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% |
0.0081 |
0.6% |
17% |
False |
False |
101,711 |
| 10 |
1.3183 |
1.2855 |
0.0328 |
2.5% |
0.0082 |
0.6% |
10% |
False |
False |
94,398 |
| 20 |
1.3287 |
1.2855 |
0.0432 |
3.4% |
0.0088 |
0.7% |
7% |
False |
False |
96,718 |
| 40 |
1.3287 |
1.2687 |
0.0600 |
4.7% |
0.0090 |
0.7% |
33% |
False |
False |
99,903 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0094 |
0.7% |
40% |
False |
False |
79,902 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
40% |
False |
False |
59,996 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0092 |
0.7% |
54% |
False |
False |
48,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3180 |
|
2.618 |
1.3082 |
|
1.618 |
1.3022 |
|
1.000 |
1.2985 |
|
0.618 |
1.2962 |
|
HIGH |
1.2925 |
|
0.618 |
1.2902 |
|
0.500 |
1.2895 |
|
0.382 |
1.2888 |
|
LOW |
1.2865 |
|
0.618 |
1.2828 |
|
1.000 |
1.2805 |
|
1.618 |
1.2768 |
|
2.618 |
1.2708 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2895 |
1.2920 |
| PP |
1.2892 |
1.2909 |
| S1 |
1.2890 |
1.2898 |
|