CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2886 |
1.2908 |
0.0022 |
0.2% |
1.3028 |
| High |
1.2928 |
1.2920 |
-0.0008 |
-0.1% |
1.3036 |
| Low |
1.2862 |
1.2821 |
-0.0041 |
-0.3% |
1.2844 |
| Close |
1.2911 |
1.2839 |
-0.0072 |
-0.6% |
1.2888 |
| Range |
0.0066 |
0.0099 |
0.0033 |
50.0% |
0.0192 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.1% |
0.0000 |
| Volume |
70,584 |
86,190 |
15,606 |
22.1% |
502,906 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3157 |
1.3097 |
1.2893 |
|
| R3 |
1.3058 |
1.2998 |
1.2866 |
|
| R2 |
1.2959 |
1.2959 |
1.2857 |
|
| R1 |
1.2899 |
1.2899 |
1.2848 |
1.2880 |
| PP |
1.2860 |
1.2860 |
1.2860 |
1.2850 |
| S1 |
1.2800 |
1.2800 |
1.2830 |
1.2781 |
| S2 |
1.2761 |
1.2761 |
1.2821 |
|
| S3 |
1.2662 |
1.2701 |
1.2812 |
|
| S4 |
1.2563 |
1.2602 |
1.2785 |
|
|
| 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 |
1.2931 |
1.2821 |
0.0110 |
0.9% |
0.0075 |
0.6% |
16% |
False |
True |
93,520 |
| 10 |
1.3046 |
1.2821 |
0.0225 |
1.8% |
0.0078 |
0.6% |
8% |
False |
True |
93,712 |
| 20 |
1.3287 |
1.2821 |
0.0466 |
3.6% |
0.0090 |
0.7% |
4% |
False |
True |
96,715 |
| 40 |
1.3287 |
1.2749 |
0.0538 |
4.2% |
0.0092 |
0.7% |
17% |
False |
False |
100,777 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.2% |
0.0093 |
0.7% |
32% |
False |
False |
84,158 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.2% |
0.0091 |
0.7% |
32% |
False |
False |
63,208 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.8% |
0.0091 |
0.7% |
48% |
False |
False |
50,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3341 |
|
2.618 |
1.3179 |
|
1.618 |
1.3080 |
|
1.000 |
1.3019 |
|
0.618 |
1.2981 |
|
HIGH |
1.2920 |
|
0.618 |
1.2882 |
|
0.500 |
1.2871 |
|
0.382 |
1.2859 |
|
LOW |
1.2821 |
|
0.618 |
1.2760 |
|
1.000 |
1.2722 |
|
1.618 |
1.2661 |
|
2.618 |
1.2562 |
|
4.250 |
1.2400 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2871 |
1.2876 |
| PP |
1.2860 |
1.2864 |
| S1 |
1.2850 |
1.2851 |
|