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 |
|