CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3102 |
1.3195 |
0.0093 |
0.7% |
1.2970 |
| High |
1.3227 |
1.3226 |
-0.0001 |
0.0% |
1.3227 |
| Low |
1.3098 |
1.3163 |
0.0065 |
0.5% |
1.2913 |
| Close |
1.3203 |
1.3177 |
-0.0026 |
-0.2% |
1.3203 |
| Range |
0.0129 |
0.0063 |
-0.0066 |
-51.2% |
0.0314 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
139,268 |
125,191 |
-14,077 |
-10.1% |
498,617 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3378 |
1.3340 |
1.3212 |
|
| R3 |
1.3315 |
1.3277 |
1.3194 |
|
| R2 |
1.3252 |
1.3252 |
1.3189 |
|
| R1 |
1.3214 |
1.3214 |
1.3183 |
1.3202 |
| PP |
1.3189 |
1.3189 |
1.3189 |
1.3182 |
| S1 |
1.3151 |
1.3151 |
1.3171 |
1.3139 |
| S2 |
1.3126 |
1.3126 |
1.3165 |
|
| S3 |
1.3063 |
1.3088 |
1.3160 |
|
| S4 |
1.3000 |
1.3025 |
1.3142 |
|
|
| 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 |
1.2913 |
0.0314 |
2.4% |
0.0095 |
0.7% |
84% |
False |
False |
124,761 |
| 10 |
1.3227 |
1.2857 |
0.0370 |
2.8% |
0.0086 |
0.7% |
86% |
False |
False |
107,875 |
| 20 |
1.3227 |
1.2783 |
0.0444 |
3.4% |
0.0082 |
0.6% |
89% |
False |
False |
99,134 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.8% |
0.0086 |
0.6% |
78% |
False |
False |
98,277 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.0% |
0.0089 |
0.7% |
83% |
False |
False |
100,626 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.0% |
0.0093 |
0.7% |
83% |
False |
False |
79,704 |
| 100 |
1.3287 |
1.2625 |
0.0662 |
5.0% |
0.0088 |
0.7% |
83% |
False |
False |
63,807 |
| 120 |
1.3287 |
1.2420 |
0.0867 |
6.6% |
0.0090 |
0.7% |
87% |
False |
False |
53,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3494 |
|
2.618 |
1.3391 |
|
1.618 |
1.3328 |
|
1.000 |
1.3289 |
|
0.618 |
1.3265 |
|
HIGH |
1.3226 |
|
0.618 |
1.3202 |
|
0.500 |
1.3195 |
|
0.382 |
1.3187 |
|
LOW |
1.3163 |
|
0.618 |
1.3124 |
|
1.000 |
1.3100 |
|
1.618 |
1.3061 |
|
2.618 |
1.2998 |
|
4.250 |
1.2895 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3195 |
1.3162 |
| PP |
1.3189 |
1.3147 |
| S1 |
1.3183 |
1.3132 |
|