CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2810 |
1.2924 |
0.0114 |
0.9% |
1.2886 |
| High |
1.2898 |
1.2952 |
0.0054 |
0.4% |
1.2928 |
| Low |
1.2803 |
1.2882 |
0.0079 |
0.6% |
1.2783 |
| Close |
1.2887 |
1.2948 |
0.0061 |
0.5% |
1.2887 |
| Range |
0.0095 |
0.0070 |
-0.0025 |
-26.3% |
0.0145 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
81,345 |
66,179 |
-15,166 |
-18.6% |
401,032 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3113 |
1.2987 |
|
| R3 |
1.3067 |
1.3043 |
1.2967 |
|
| R2 |
1.2997 |
1.2997 |
1.2961 |
|
| R1 |
1.2973 |
1.2973 |
1.2954 |
1.2985 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2934 |
| S1 |
1.2903 |
1.2903 |
1.2942 |
1.2915 |
| S2 |
1.2857 |
1.2857 |
1.2935 |
|
| S3 |
1.2787 |
1.2833 |
1.2929 |
|
| S4 |
1.2717 |
1.2763 |
1.2910 |
|
|
| 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 |
1.2952 |
1.2783 |
0.0169 |
1.3% |
0.0076 |
0.6% |
98% |
True |
False |
79,325 |
| 10 |
1.2985 |
1.2783 |
0.0202 |
1.6% |
0.0078 |
0.6% |
82% |
False |
False |
89,935 |
| 20 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0081 |
0.6% |
33% |
False |
False |
91,294 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0087 |
0.7% |
33% |
False |
False |
95,230 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0092 |
0.7% |
49% |
False |
False |
89,236 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
49% |
False |
False |
67,080 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0090 |
0.7% |
61% |
False |
False |
53,693 |
| 120 |
1.3287 |
1.2177 |
0.1110 |
8.6% |
0.0091 |
0.7% |
69% |
False |
False |
44,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3250 |
|
2.618 |
1.3135 |
|
1.618 |
1.3065 |
|
1.000 |
1.3022 |
|
0.618 |
1.2995 |
|
HIGH |
1.2952 |
|
0.618 |
1.2925 |
|
0.500 |
1.2917 |
|
0.382 |
1.2909 |
|
LOW |
1.2882 |
|
0.618 |
1.2839 |
|
1.000 |
1.2812 |
|
1.618 |
1.2769 |
|
2.618 |
1.2699 |
|
4.250 |
1.2585 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2938 |
1.2921 |
| PP |
1.2927 |
1.2894 |
| S1 |
1.2917 |
1.2868 |
|