CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2970 |
1.3042 |
0.0072 |
0.6% |
1.2924 |
| High |
1.3049 |
1.3088 |
0.0039 |
0.3% |
1.3002 |
| Low |
1.2913 |
1.3024 |
0.0111 |
0.9% |
1.2857 |
| Close |
1.3047 |
1.3045 |
-0.0002 |
0.0% |
1.2961 |
| Range |
0.0136 |
0.0064 |
-0.0072 |
-52.9% |
0.0145 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
142,419 |
101,962 |
-40,457 |
-28.4% |
454,949 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3244 |
1.3209 |
1.3080 |
|
| R3 |
1.3180 |
1.3145 |
1.3063 |
|
| R2 |
1.3116 |
1.3116 |
1.3057 |
|
| R1 |
1.3081 |
1.3081 |
1.3051 |
1.3099 |
| PP |
1.3052 |
1.3052 |
1.3052 |
1.3061 |
| S1 |
1.3017 |
1.3017 |
1.3039 |
1.3035 |
| S2 |
1.2988 |
1.2988 |
1.3033 |
|
| S3 |
1.2924 |
1.2953 |
1.3027 |
|
| S4 |
1.2860 |
1.2889 |
1.3010 |
|
|
| 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 |
1.3088 |
1.2857 |
0.0231 |
1.8% |
0.0087 |
0.7% |
81% |
True |
False |
109,101 |
| 10 |
1.3088 |
1.2783 |
0.0305 |
2.3% |
0.0080 |
0.6% |
86% |
True |
False |
94,358 |
| 20 |
1.3088 |
1.2783 |
0.0305 |
2.3% |
0.0079 |
0.6% |
86% |
True |
False |
94,035 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0087 |
0.7% |
52% |
False |
False |
97,175 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
63% |
False |
False |
98,086 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0092 |
0.7% |
63% |
False |
False |
74,970 |
| 100 |
1.3287 |
1.2568 |
0.0719 |
5.5% |
0.0091 |
0.7% |
66% |
False |
False |
60,020 |
| 120 |
1.3287 |
1.2387 |
0.0900 |
6.9% |
0.0091 |
0.7% |
73% |
False |
False |
50,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3360 |
|
2.618 |
1.3256 |
|
1.618 |
1.3192 |
|
1.000 |
1.3152 |
|
0.618 |
1.3128 |
|
HIGH |
1.3088 |
|
0.618 |
1.3064 |
|
0.500 |
1.3056 |
|
0.382 |
1.3048 |
|
LOW |
1.3024 |
|
0.618 |
1.2984 |
|
1.000 |
1.2960 |
|
1.618 |
1.2920 |
|
2.618 |
1.2856 |
|
4.250 |
1.2752 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3056 |
1.3030 |
| PP |
1.3052 |
1.3015 |
| S1 |
1.3049 |
1.3000 |
|