CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2812 |
1.2810 |
-0.0002 |
0.0% |
1.2886 |
| High |
1.2846 |
1.2898 |
0.0052 |
0.4% |
1.2928 |
| Low |
1.2783 |
1.2803 |
0.0020 |
0.2% |
1.2783 |
| Close |
1.2811 |
1.2887 |
0.0076 |
0.6% |
1.2887 |
| Range |
0.0063 |
0.0095 |
0.0032 |
50.8% |
0.0145 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
77,657 |
81,345 |
3,688 |
4.7% |
401,032 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3148 |
1.3112 |
1.2939 |
|
| R3 |
1.3053 |
1.3017 |
1.2913 |
|
| R2 |
1.2958 |
1.2958 |
1.2904 |
|
| R1 |
1.2922 |
1.2922 |
1.2896 |
1.2940 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2872 |
| S1 |
1.2827 |
1.2827 |
1.2878 |
1.2845 |
| S2 |
1.2768 |
1.2768 |
1.2870 |
|
| S3 |
1.2673 |
1.2732 |
1.2861 |
|
| S4 |
1.2578 |
1.2637 |
1.2835 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3301 |
1.3239 |
1.2967 |
|
| R3 |
1.3156 |
1.3094 |
1.2927 |
|
| R2 |
1.3011 |
1.3011 |
1.2914 |
|
| R1 |
1.2949 |
1.2949 |
1.2900 |
1.2980 |
| PP |
1.2866 |
1.2866 |
1.2866 |
1.2882 |
| S1 |
1.2804 |
1.2804 |
1.2874 |
1.2835 |
| S2 |
1.2721 |
1.2721 |
1.2860 |
|
| S3 |
1.2576 |
1.2659 |
1.2847 |
|
| S4 |
1.2431 |
1.2514 |
1.2807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2928 |
1.2783 |
0.0145 |
1.1% |
0.0076 |
0.6% |
72% |
False |
False |
80,206 |
| 10 |
1.3036 |
1.2783 |
0.0253 |
2.0% |
0.0078 |
0.6% |
41% |
False |
False |
90,393 |
| 20 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0084 |
0.7% |
21% |
False |
False |
93,273 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0087 |
0.7% |
21% |
False |
False |
96,320 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
40% |
False |
False |
88,152 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
40% |
False |
False |
66,255 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0090 |
0.7% |
54% |
False |
False |
53,032 |
| 120 |
1.3287 |
1.2177 |
0.1110 |
8.6% |
0.0091 |
0.7% |
64% |
False |
False |
44,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3302 |
|
2.618 |
1.3147 |
|
1.618 |
1.3052 |
|
1.000 |
1.2993 |
|
0.618 |
1.2957 |
|
HIGH |
1.2898 |
|
0.618 |
1.2862 |
|
0.500 |
1.2851 |
|
0.382 |
1.2839 |
|
LOW |
1.2803 |
|
0.618 |
1.2744 |
|
1.000 |
1.2708 |
|
1.618 |
1.2649 |
|
2.618 |
1.2554 |
|
4.250 |
1.2399 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2875 |
1.2872 |
| PP |
1.2863 |
1.2856 |
| S1 |
1.2851 |
1.2841 |
|