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 |
|