CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3047 |
1.3102 |
0.0055 |
0.4% |
1.2970 |
| High |
1.3119 |
1.3227 |
0.0108 |
0.8% |
1.3227 |
| Low |
1.3037 |
1.3098 |
0.0061 |
0.5% |
1.2913 |
| Close |
1.3087 |
1.3203 |
0.0116 |
0.9% |
1.3203 |
| Range |
0.0082 |
0.0129 |
0.0047 |
57.3% |
0.0314 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.7% |
0.0000 |
| Volume |
114,968 |
139,268 |
24,300 |
21.1% |
498,617 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3512 |
1.3274 |
|
| R3 |
1.3434 |
1.3383 |
1.3238 |
|
| R2 |
1.3305 |
1.3305 |
1.3227 |
|
| R1 |
1.3254 |
1.3254 |
1.3215 |
1.3280 |
| PP |
1.3176 |
1.3176 |
1.3176 |
1.3189 |
| S1 |
1.3125 |
1.3125 |
1.3191 |
1.3151 |
| S2 |
1.3047 |
1.3047 |
1.3179 |
|
| S3 |
1.2918 |
1.2996 |
1.3168 |
|
| S4 |
1.2789 |
1.2867 |
1.3132 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4056 |
1.3944 |
1.3376 |
|
| R3 |
1.3742 |
1.3630 |
1.3289 |
|
| R2 |
1.3428 |
1.3428 |
1.3261 |
|
| R1 |
1.3316 |
1.3316 |
1.3232 |
1.3372 |
| PP |
1.3114 |
1.3114 |
1.3114 |
1.3143 |
| S1 |
1.3002 |
1.3002 |
1.3174 |
1.3058 |
| S2 |
1.2800 |
1.2800 |
1.3145 |
|
| S3 |
1.2486 |
1.2688 |
1.3117 |
|
| S4 |
1.2172 |
1.2374 |
1.3030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3227 |
1.2911 |
0.0316 |
2.4% |
0.0100 |
0.8% |
92% |
True |
False |
120,838 |
| 10 |
1.3227 |
1.2803 |
0.0424 |
3.2% |
0.0089 |
0.7% |
94% |
True |
False |
103,491 |
| 20 |
1.3227 |
1.2783 |
0.0444 |
3.4% |
0.0083 |
0.6% |
95% |
True |
False |
98,198 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.8% |
0.0088 |
0.7% |
83% |
False |
False |
98,404 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.0% |
0.0090 |
0.7% |
87% |
False |
False |
99,651 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.0% |
0.0093 |
0.7% |
87% |
False |
False |
78,141 |
| 100 |
1.3287 |
1.2625 |
0.0662 |
5.0% |
0.0088 |
0.7% |
87% |
False |
False |
62,557 |
| 120 |
1.3287 |
1.2406 |
0.0881 |
6.7% |
0.0091 |
0.7% |
90% |
False |
False |
52,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3775 |
|
2.618 |
1.3565 |
|
1.618 |
1.3436 |
|
1.000 |
1.3356 |
|
0.618 |
1.3307 |
|
HIGH |
1.3227 |
|
0.618 |
1.3178 |
|
0.500 |
1.3163 |
|
0.382 |
1.3147 |
|
LOW |
1.3098 |
|
0.618 |
1.3018 |
|
1.000 |
1.2969 |
|
1.618 |
1.2889 |
|
2.618 |
1.2760 |
|
4.250 |
1.2550 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3190 |
1.3177 |
| PP |
1.3176 |
1.3151 |
| S1 |
1.3163 |
1.3126 |
|