CME British Pound Future September 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Aug-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Aug-2017 | 
                    18-Aug-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2902 | 
                        1.2882 | 
                        -0.0020 | 
                        -0.2% | 
                        1.3028 | 
                     
                    
                        | High | 
                        1.2925 | 
                        1.2931 | 
                        0.0006 | 
                        0.0% | 
                        1.3036 | 
                     
                    
                        | Low | 
                        1.2865 | 
                        1.2844 | 
                        -0.0021 | 
                        -0.2% | 
                        1.2844 | 
                     
                    
                        | Close | 
                        1.2887 | 
                        1.2888 | 
                        0.0001 | 
                        0.0% | 
                        1.2888 | 
                     
                    
                        | Range | 
                        0.0060 | 
                        0.0087 | 
                        0.0027 | 
                        45.0% | 
                        0.0192 | 
                     
                    
                        | ATR | 
                        0.0088 | 
                        0.0088 | 
                        0.0000 | 
                        -0.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        93,856 | 
                        100,812 | 
                        6,956 | 
                        7.4% | 
                        502,906 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3149 | 
                1.3105 | 
                1.2936 | 
                 | 
             
            
                | R3 | 
                1.3062 | 
                1.3018 | 
                1.2912 | 
                 | 
             
            
                | R2 | 
                1.2975 | 
                1.2975 | 
                1.2904 | 
                 | 
             
            
                | R1 | 
                1.2931 | 
                1.2931 | 
                1.2896 | 
                1.2953 | 
             
            
                | PP | 
                1.2888 | 
                1.2888 | 
                1.2888 | 
                1.2899 | 
             
            
                | S1 | 
                1.2844 | 
                1.2844 | 
                1.2880 | 
                1.2866 | 
             
            
                | S2 | 
                1.2801 | 
                1.2801 | 
                1.2872 | 
                 | 
             
            
                | S3 | 
                1.2714 | 
                1.2757 | 
                1.2864 | 
                 | 
             
            
                | S4 | 
                1.2627 | 
                1.2670 | 
                1.2840 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3499 | 
                1.3385 | 
                1.2994 | 
                 | 
             
            
                | R3 | 
                1.3307 | 
                1.3193 | 
                1.2941 | 
                 | 
             
            
                | R2 | 
                1.3115 | 
                1.3115 | 
                1.2923 | 
                 | 
             
            
                | R1 | 
                1.3001 | 
                1.3001 | 
                1.2906 | 
                1.2962 | 
             
            
                | PP | 
                1.2923 | 
                1.2923 | 
                1.2923 | 
                1.2903 | 
             
            
                | S1 | 
                1.2809 | 
                1.2809 | 
                1.2870 | 
                1.2770 | 
             
            
                | S2 | 
                1.2731 | 
                1.2731 | 
                1.2853 | 
                 | 
             
            
                | S3 | 
                1.2539 | 
                1.2617 | 
                1.2835 | 
                 | 
             
            
                | S4 | 
                1.2347 | 
                1.2425 | 
                1.2782 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3036 | 
                1.2844 | 
                0.0192 | 
                1.5% | 
                0.0080 | 
                0.6% | 
                23% | 
                False | 
                True | 
                100,581 | 
                 
                
                | 10 | 
                1.3077 | 
                1.2844 | 
                0.0233 | 
                1.8% | 
                0.0076 | 
                0.6% | 
                19% | 
                False | 
                True | 
                93,682 | 
                 
                
                | 20 | 
                1.3287 | 
                1.2844 | 
                0.0443 | 
                3.4% | 
                0.0089 | 
                0.7% | 
                10% | 
                False | 
                True | 
                97,157 | 
                 
                
                | 40 | 
                1.3287 | 
                1.2709 | 
                0.0578 | 
                4.5% | 
                0.0091 | 
                0.7% | 
                31% | 
                False | 
                False | 
                100,764 | 
                 
                
                | 60 | 
                1.3287 | 
                1.2625 | 
                0.0662 | 
                5.1% | 
                0.0095 | 
                0.7% | 
                40% | 
                False | 
                False | 
                81,578 | 
                 
                
                | 80 | 
                1.3287 | 
                1.2625 | 
                0.0662 | 
                5.1% | 
                0.0091 | 
                0.7% | 
                40% | 
                False | 
                False | 
                61,254 | 
                 
                
                | 100 | 
                1.3287 | 
                1.2420 | 
                0.0867 | 
                6.7% | 
                0.0091 | 
                0.7% | 
                54% | 
                False | 
                False | 
                49,026 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3301 | 
         
        
            | 
2.618             | 
            1.3159 | 
         
        
            | 
1.618             | 
            1.3072 | 
         
        
            | 
1.000             | 
            1.3018 | 
         
        
            | 
0.618             | 
            1.2985 | 
         
        
            | 
HIGH             | 
            1.2931 | 
         
        
            | 
0.618             | 
            1.2898 | 
         
        
            | 
0.500             | 
            1.2888 | 
         
        
            | 
0.382             | 
            1.2877 | 
         
        
            | 
LOW             | 
            1.2844 | 
         
        
            | 
0.618             | 
            1.2790 | 
         
        
            | 
1.000             | 
            1.2757 | 
         
        
            | 
1.618             | 
            1.2703 | 
         
        
            | 
2.618             | 
            1.2616 | 
         
        
            | 
4.250             | 
            1.2474 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Aug-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2888 | 
                                1.2888 | 
                             
                            
                                | PP | 
                                1.2888 | 
                                1.2888 | 
                             
                            
                                | S1 | 
                                1.2888 | 
                                1.2888 | 
                             
             
         |