CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2834 |
1.2812 |
-0.0022 |
-0.2% |
1.3028 |
| High |
1.2845 |
1.2846 |
0.0001 |
0.0% |
1.3036 |
| Low |
1.2790 |
1.2783 |
-0.0007 |
-0.1% |
1.2844 |
| Close |
1.2815 |
1.2811 |
-0.0004 |
0.0% |
1.2888 |
| Range |
0.0055 |
0.0063 |
0.0008 |
14.5% |
0.0192 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
85,256 |
77,657 |
-7,599 |
-8.9% |
502,906 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3002 |
1.2970 |
1.2846 |
|
| R3 |
1.2939 |
1.2907 |
1.2828 |
|
| R2 |
1.2876 |
1.2876 |
1.2823 |
|
| R1 |
1.2844 |
1.2844 |
1.2817 |
1.2829 |
| PP |
1.2813 |
1.2813 |
1.2813 |
1.2806 |
| S1 |
1.2781 |
1.2781 |
1.2805 |
1.2766 |
| S2 |
1.2750 |
1.2750 |
1.2799 |
|
| S3 |
1.2687 |
1.2718 |
1.2794 |
|
| S4 |
1.2624 |
1.2655 |
1.2776 |
|
|
| 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 |
1.2783 |
0.0148 |
1.2% |
0.0074 |
0.6% |
19% |
False |
True |
84,099 |
| 10 |
1.3046 |
1.2783 |
0.0263 |
2.1% |
0.0078 |
0.6% |
11% |
False |
True |
92,905 |
| 20 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0084 |
0.7% |
6% |
False |
True |
93,564 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0087 |
0.7% |
6% |
False |
True |
97,525 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.2% |
0.0091 |
0.7% |
28% |
False |
False |
86,814 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.2% |
0.0091 |
0.7% |
28% |
False |
False |
65,241 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.8% |
0.0090 |
0.7% |
45% |
False |
False |
52,220 |
| 120 |
1.3287 |
1.2177 |
0.1110 |
8.7% |
0.0091 |
0.7% |
57% |
False |
False |
43,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3114 |
|
2.618 |
1.3011 |
|
1.618 |
1.2948 |
|
1.000 |
1.2909 |
|
0.618 |
1.2885 |
|
HIGH |
1.2846 |
|
0.618 |
1.2822 |
|
0.500 |
1.2815 |
|
0.382 |
1.2807 |
|
LOW |
1.2783 |
|
0.618 |
1.2744 |
|
1.000 |
1.2720 |
|
1.618 |
1.2681 |
|
2.618 |
1.2618 |
|
4.250 |
1.2515 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2815 |
1.2852 |
| PP |
1.2813 |
1.2838 |
| S1 |
1.2812 |
1.2825 |
|