CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2908 |
1.2834 |
-0.0074 |
-0.6% |
1.3028 |
| High |
1.2920 |
1.2845 |
-0.0075 |
-0.6% |
1.3036 |
| Low |
1.2821 |
1.2790 |
-0.0031 |
-0.2% |
1.2844 |
| Close |
1.2839 |
1.2815 |
-0.0024 |
-0.2% |
1.2888 |
| Range |
0.0099 |
0.0055 |
-0.0044 |
-44.4% |
0.0192 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
86,190 |
85,256 |
-934 |
-1.1% |
502,906 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2982 |
1.2953 |
1.2845 |
|
| R3 |
1.2927 |
1.2898 |
1.2830 |
|
| R2 |
1.2872 |
1.2872 |
1.2825 |
|
| R1 |
1.2843 |
1.2843 |
1.2820 |
1.2830 |
| PP |
1.2817 |
1.2817 |
1.2817 |
1.2810 |
| S1 |
1.2788 |
1.2788 |
1.2810 |
1.2775 |
| S2 |
1.2762 |
1.2762 |
1.2805 |
|
| S3 |
1.2707 |
1.2733 |
1.2800 |
|
| S4 |
1.2652 |
1.2678 |
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 |
1.2790 |
0.0141 |
1.1% |
0.0073 |
0.6% |
18% |
False |
True |
87,339 |
| 10 |
1.3046 |
1.2790 |
0.0256 |
2.0% |
0.0078 |
0.6% |
10% |
False |
True |
92,738 |
| 20 |
1.3287 |
1.2790 |
0.0497 |
3.9% |
0.0086 |
0.7% |
5% |
False |
True |
95,739 |
| 40 |
1.3287 |
1.2790 |
0.0497 |
3.9% |
0.0090 |
0.7% |
5% |
False |
True |
100,309 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.2% |
0.0093 |
0.7% |
29% |
False |
False |
85,568 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.2% |
0.0091 |
0.7% |
29% |
False |
False |
64,273 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.8% |
0.0090 |
0.7% |
46% |
False |
False |
51,444 |
| 120 |
1.3287 |
1.2177 |
0.1110 |
8.7% |
0.0091 |
0.7% |
57% |
False |
False |
42,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3079 |
|
2.618 |
1.2989 |
|
1.618 |
1.2934 |
|
1.000 |
1.2900 |
|
0.618 |
1.2879 |
|
HIGH |
1.2845 |
|
0.618 |
1.2824 |
|
0.500 |
1.2818 |
|
0.382 |
1.2811 |
|
LOW |
1.2790 |
|
0.618 |
1.2756 |
|
1.000 |
1.2735 |
|
1.618 |
1.2701 |
|
2.618 |
1.2646 |
|
4.250 |
1.2556 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2818 |
1.2859 |
| PP |
1.2817 |
1.2844 |
| S1 |
1.2816 |
1.2830 |
|