CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2941 |
1.2930 |
-0.0011 |
-0.1% |
1.2886 |
| High |
1.2988 |
1.2946 |
-0.0042 |
-0.3% |
1.2928 |
| Low |
1.2910 |
1.2886 |
-0.0024 |
-0.2% |
1.2783 |
| Close |
1.2931 |
1.2933 |
0.0002 |
0.0% |
1.2887 |
| Range |
0.0078 |
0.0060 |
-0.0018 |
-23.1% |
0.0145 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
87,643 |
89,841 |
2,198 |
2.5% |
401,032 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3102 |
1.3077 |
1.2966 |
|
| R3 |
1.3042 |
1.3017 |
1.2950 |
|
| R2 |
1.2982 |
1.2982 |
1.2944 |
|
| R1 |
1.2957 |
1.2957 |
1.2939 |
1.2970 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2928 |
| S1 |
1.2897 |
1.2897 |
1.2928 |
1.2910 |
| S2 |
1.2862 |
1.2862 |
1.2922 |
|
| S3 |
1.2802 |
1.2837 |
1.2917 |
|
| S4 |
1.2742 |
1.2777 |
1.2900 |
|
|
| 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 |
1.2988 |
1.2783 |
0.0205 |
1.6% |
0.0073 |
0.6% |
73% |
False |
False |
80,533 |
| 10 |
1.2988 |
1.2783 |
0.0205 |
1.6% |
0.0073 |
0.6% |
73% |
False |
False |
83,936 |
| 20 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0082 |
0.6% |
30% |
False |
False |
91,302 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0086 |
0.7% |
30% |
False |
False |
94,831 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
47% |
False |
False |
92,087 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
47% |
False |
False |
69,287 |
| 100 |
1.3287 |
1.2422 |
0.0865 |
6.7% |
0.0090 |
0.7% |
59% |
False |
False |
55,466 |
| 120 |
1.3287 |
1.2177 |
0.1110 |
8.6% |
0.0091 |
0.7% |
68% |
False |
False |
46,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3201 |
|
2.618 |
1.3103 |
|
1.618 |
1.3043 |
|
1.000 |
1.3006 |
|
0.618 |
1.2983 |
|
HIGH |
1.2946 |
|
0.618 |
1.2923 |
|
0.500 |
1.2916 |
|
0.382 |
1.2909 |
|
LOW |
1.2886 |
|
0.618 |
1.2849 |
|
1.000 |
1.2826 |
|
1.618 |
1.2789 |
|
2.618 |
1.2729 |
|
4.250 |
1.2631 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.2935 |
| PP |
1.2922 |
1.2934 |
| S1 |
1.2916 |
1.2934 |
|