CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3042 |
1.3047 |
0.0005 |
0.0% |
1.2924 |
| High |
1.3088 |
1.3119 |
0.0031 |
0.2% |
1.3002 |
| Low |
1.3024 |
1.3037 |
0.0013 |
0.1% |
1.2857 |
| Close |
1.3045 |
1.3087 |
0.0042 |
0.3% |
1.2961 |
| Range |
0.0064 |
0.0082 |
0.0018 |
28.1% |
0.0145 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
101,962 |
114,968 |
13,006 |
12.8% |
454,949 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3289 |
1.3132 |
|
| R3 |
1.3245 |
1.3207 |
1.3110 |
|
| R2 |
1.3163 |
1.3163 |
1.3102 |
|
| R1 |
1.3125 |
1.3125 |
1.3095 |
1.3144 |
| PP |
1.3081 |
1.3081 |
1.3081 |
1.3091 |
| S1 |
1.3043 |
1.3043 |
1.3079 |
1.3062 |
| S2 |
1.2999 |
1.2999 |
1.3072 |
|
| S3 |
1.2917 |
1.2961 |
1.3064 |
|
| S4 |
1.2835 |
1.2879 |
1.3042 |
|
|
| 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 |
1.3119 |
1.2857 |
0.0262 |
2.0% |
0.0092 |
0.7% |
88% |
True |
False |
114,127 |
| 10 |
1.3119 |
1.2783 |
0.0336 |
2.6% |
0.0082 |
0.6% |
90% |
True |
False |
97,330 |
| 20 |
1.3119 |
1.2783 |
0.0336 |
2.6% |
0.0080 |
0.6% |
90% |
True |
False |
95,034 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0087 |
0.7% |
60% |
False |
False |
97,129 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0089 |
0.7% |
70% |
False |
False |
99,166 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0092 |
0.7% |
70% |
False |
False |
76,405 |
| 100 |
1.3287 |
1.2568 |
0.0719 |
5.5% |
0.0091 |
0.7% |
72% |
False |
False |
61,169 |
| 120 |
1.3287 |
1.2400 |
0.0887 |
6.8% |
0.0091 |
0.7% |
77% |
False |
False |
50,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3468 |
|
2.618 |
1.3334 |
|
1.618 |
1.3252 |
|
1.000 |
1.3201 |
|
0.618 |
1.3170 |
|
HIGH |
1.3119 |
|
0.618 |
1.3088 |
|
0.500 |
1.3078 |
|
0.382 |
1.3068 |
|
LOW |
1.3037 |
|
0.618 |
1.2986 |
|
1.000 |
1.2955 |
|
1.618 |
1.2904 |
|
2.618 |
1.2822 |
|
4.250 |
1.2689 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3084 |
1.3063 |
| PP |
1.3081 |
1.3040 |
| S1 |
1.3078 |
1.3016 |
|