CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2932 |
1.2970 |
0.0038 |
0.3% |
1.2924 |
| High |
1.3002 |
1.3049 |
0.0047 |
0.4% |
1.3002 |
| Low |
1.2911 |
1.2913 |
0.0002 |
0.0% |
1.2857 |
| Close |
1.2961 |
1.3047 |
0.0086 |
0.7% |
1.2961 |
| Range |
0.0091 |
0.0136 |
0.0045 |
49.5% |
0.0145 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.7% |
0.0000 |
| Volume |
105,574 |
142,419 |
36,845 |
34.9% |
454,949 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3411 |
1.3365 |
1.3122 |
|
| R3 |
1.3275 |
1.3229 |
1.3084 |
|
| R2 |
1.3139 |
1.3139 |
1.3072 |
|
| R1 |
1.3093 |
1.3093 |
1.3059 |
1.3116 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3015 |
| S1 |
1.2957 |
1.2957 |
1.3035 |
1.2980 |
| S2 |
1.2867 |
1.2867 |
1.3022 |
|
| S3 |
1.2731 |
1.2821 |
1.3010 |
|
| S4 |
1.2595 |
1.2685 |
1.2972 |
|
|
| 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 |
1.3049 |
1.2857 |
0.0192 |
1.5% |
0.0090 |
0.7% |
99% |
True |
False |
106,237 |
| 10 |
1.3049 |
1.2783 |
0.0266 |
2.0% |
0.0083 |
0.6% |
99% |
True |
False |
92,781 |
| 20 |
1.3071 |
1.2783 |
0.0288 |
2.2% |
0.0081 |
0.6% |
92% |
False |
False |
93,346 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0088 |
0.7% |
52% |
False |
False |
97,262 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
64% |
False |
False |
97,036 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0092 |
0.7% |
64% |
False |
False |
73,701 |
| 100 |
1.3287 |
1.2555 |
0.0732 |
5.6% |
0.0091 |
0.7% |
67% |
False |
False |
59,001 |
| 120 |
1.3287 |
1.2306 |
0.0981 |
7.5% |
0.0091 |
0.7% |
76% |
False |
False |
49,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3627 |
|
2.618 |
1.3405 |
|
1.618 |
1.3269 |
|
1.000 |
1.3185 |
|
0.618 |
1.3133 |
|
HIGH |
1.3049 |
|
0.618 |
1.2997 |
|
0.500 |
1.2981 |
|
0.382 |
1.2965 |
|
LOW |
1.2913 |
|
0.618 |
1.2829 |
|
1.000 |
1.2777 |
|
1.618 |
1.2693 |
|
2.618 |
1.2557 |
|
4.250 |
1.2335 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3025 |
1.3016 |
| PP |
1.3003 |
1.2984 |
| S1 |
1.2981 |
1.2953 |
|