CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2932 |
1.2932 |
0.0000 |
0.0% |
1.2924 |
| High |
1.2942 |
1.3002 |
0.0060 |
0.5% |
1.3002 |
| Low |
1.2857 |
1.2911 |
0.0054 |
0.4% |
1.2857 |
| Close |
1.2940 |
1.2961 |
0.0021 |
0.2% |
1.2961 |
| Range |
0.0085 |
0.0091 |
0.0006 |
7.1% |
0.0145 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.8% |
0.0000 |
| Volume |
105,712 |
105,574 |
-138 |
-0.1% |
454,949 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3187 |
1.3011 |
|
| R3 |
1.3140 |
1.3096 |
1.2986 |
|
| R2 |
1.3049 |
1.3049 |
1.2978 |
|
| R1 |
1.3005 |
1.3005 |
1.2969 |
1.3027 |
| PP |
1.2958 |
1.2958 |
1.2958 |
1.2969 |
| S1 |
1.2914 |
1.2914 |
1.2953 |
1.2936 |
| S2 |
1.2867 |
1.2867 |
1.2944 |
|
| S3 |
1.2776 |
1.2823 |
1.2936 |
|
| S4 |
1.2685 |
1.2732 |
1.2911 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3375 |
1.3313 |
1.3041 |
|
| R3 |
1.3230 |
1.3168 |
1.3001 |
|
| R2 |
1.3085 |
1.3085 |
1.2988 |
|
| R1 |
1.3023 |
1.3023 |
1.2974 |
1.3054 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2956 |
| S1 |
1.2878 |
1.2878 |
1.2948 |
1.2909 |
| S2 |
1.2795 |
1.2795 |
1.2934 |
|
| S3 |
1.2650 |
1.2733 |
1.2921 |
|
| S4 |
1.2505 |
1.2588 |
1.2881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3002 |
1.2857 |
0.0145 |
1.1% |
0.0077 |
0.6% |
72% |
True |
False |
90,989 |
| 10 |
1.3002 |
1.2783 |
0.0219 |
1.7% |
0.0076 |
0.6% |
81% |
True |
False |
85,598 |
| 20 |
1.3077 |
1.2783 |
0.0294 |
2.3% |
0.0076 |
0.6% |
61% |
False |
False |
89,640 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0086 |
0.7% |
35% |
False |
False |
95,397 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0092 |
0.7% |
51% |
False |
False |
95,186 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
51% |
False |
False |
71,925 |
| 100 |
1.3287 |
1.2534 |
0.0753 |
5.8% |
0.0090 |
0.7% |
57% |
False |
False |
57,578 |
| 120 |
1.3287 |
1.2213 |
0.1074 |
8.3% |
0.0091 |
0.7% |
70% |
False |
False |
47,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3389 |
|
2.618 |
1.3240 |
|
1.618 |
1.3149 |
|
1.000 |
1.3093 |
|
0.618 |
1.3058 |
|
HIGH |
1.3002 |
|
0.618 |
1.2967 |
|
0.500 |
1.2957 |
|
0.382 |
1.2946 |
|
LOW |
1.2911 |
|
0.618 |
1.2855 |
|
1.000 |
1.2820 |
|
1.618 |
1.2764 |
|
2.618 |
1.2673 |
|
4.250 |
1.2524 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2960 |
1.2951 |
| PP |
1.2958 |
1.2940 |
| S1 |
1.2957 |
1.2930 |
|