CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2882 |
1.2886 |
0.0004 |
0.0% |
1.3028 |
| High |
1.2931 |
1.2928 |
-0.0003 |
0.0% |
1.3036 |
| Low |
1.2844 |
1.2862 |
0.0018 |
0.1% |
1.2844 |
| Close |
1.2888 |
1.2911 |
0.0023 |
0.2% |
1.2888 |
| Range |
0.0087 |
0.0066 |
-0.0021 |
-24.1% |
0.0192 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
100,812 |
70,584 |
-30,228 |
-30.0% |
502,906 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3098 |
1.3071 |
1.2947 |
|
| R3 |
1.3032 |
1.3005 |
1.2929 |
|
| R2 |
1.2966 |
1.2966 |
1.2923 |
|
| R1 |
1.2939 |
1.2939 |
1.2917 |
1.2953 |
| PP |
1.2900 |
1.2900 |
1.2900 |
1.2907 |
| S1 |
1.2873 |
1.2873 |
1.2905 |
1.2887 |
| S2 |
1.2834 |
1.2834 |
1.2899 |
|
| S3 |
1.2768 |
1.2807 |
1.2893 |
|
| S4 |
1.2702 |
1.2741 |
1.2875 |
|
|
| 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 |
1.2985 |
1.2844 |
0.0141 |
1.1% |
0.0080 |
0.6% |
48% |
False |
False |
100,545 |
| 10 |
1.3071 |
1.2844 |
0.0227 |
1.8% |
0.0079 |
0.6% |
30% |
False |
False |
93,911 |
| 20 |
1.3287 |
1.2844 |
0.0443 |
3.4% |
0.0089 |
0.7% |
15% |
False |
False |
96,518 |
| 40 |
1.3287 |
1.2740 |
0.0547 |
4.2% |
0.0091 |
0.7% |
31% |
False |
False |
100,376 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0094 |
0.7% |
43% |
False |
False |
82,745 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
43% |
False |
False |
62,132 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0091 |
0.7% |
57% |
False |
False |
49,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3209 |
|
2.618 |
1.3101 |
|
1.618 |
1.3035 |
|
1.000 |
1.2994 |
|
0.618 |
1.2969 |
|
HIGH |
1.2928 |
|
0.618 |
1.2903 |
|
0.500 |
1.2895 |
|
0.382 |
1.2887 |
|
LOW |
1.2862 |
|
0.618 |
1.2821 |
|
1.000 |
1.2796 |
|
1.618 |
1.2755 |
|
2.618 |
1.2689 |
|
4.250 |
1.2582 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2906 |
1.2903 |
| PP |
1.2900 |
1.2895 |
| S1 |
1.2895 |
1.2888 |
|