CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3195 |
1.3172 |
-0.0023 |
-0.2% |
1.2970 |
| High |
1.3226 |
1.3301 |
0.0075 |
0.6% |
1.3227 |
| Low |
1.3163 |
1.3163 |
0.0000 |
0.0% |
1.2913 |
| Close |
1.3177 |
1.3297 |
0.0120 |
0.9% |
1.3203 |
| Range |
0.0063 |
0.0138 |
0.0075 |
119.0% |
0.0314 |
| ATR |
0.0086 |
0.0090 |
0.0004 |
4.3% |
0.0000 |
| Volume |
125,191 |
190,505 |
65,314 |
52.2% |
498,617 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3668 |
1.3620 |
1.3373 |
|
| R3 |
1.3530 |
1.3482 |
1.3335 |
|
| R2 |
1.3392 |
1.3392 |
1.3322 |
|
| R1 |
1.3344 |
1.3344 |
1.3310 |
1.3368 |
| PP |
1.3254 |
1.3254 |
1.3254 |
1.3266 |
| S1 |
1.3206 |
1.3206 |
1.3284 |
1.3230 |
| S2 |
1.3116 |
1.3116 |
1.3272 |
|
| S3 |
1.2978 |
1.3068 |
1.3259 |
|
| S4 |
1.2840 |
1.2930 |
1.3221 |
|
|
| 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 |
1.3301 |
1.3024 |
0.0277 |
2.1% |
0.0095 |
0.7% |
99% |
True |
False |
134,378 |
| 10 |
1.3301 |
1.2857 |
0.0444 |
3.3% |
0.0093 |
0.7% |
99% |
True |
False |
120,308 |
| 20 |
1.3301 |
1.2783 |
0.0518 |
3.9% |
0.0085 |
0.6% |
99% |
True |
False |
105,121 |
| 40 |
1.3301 |
1.2783 |
0.0518 |
3.9% |
0.0087 |
0.7% |
99% |
True |
False |
100,987 |
| 60 |
1.3301 |
1.2625 |
0.0676 |
5.1% |
0.0090 |
0.7% |
99% |
True |
False |
102,070 |
| 80 |
1.3301 |
1.2625 |
0.0676 |
5.1% |
0.0092 |
0.7% |
99% |
True |
False |
82,077 |
| 100 |
1.3301 |
1.2625 |
0.0676 |
5.1% |
0.0089 |
0.7% |
99% |
True |
False |
65,711 |
| 120 |
1.3301 |
1.2420 |
0.0881 |
6.6% |
0.0091 |
0.7% |
100% |
True |
False |
54,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3888 |
|
2.618 |
1.3662 |
|
1.618 |
1.3524 |
|
1.000 |
1.3439 |
|
0.618 |
1.3386 |
|
HIGH |
1.3301 |
|
0.618 |
1.3248 |
|
0.500 |
1.3232 |
|
0.382 |
1.3216 |
|
LOW |
1.3163 |
|
0.618 |
1.3078 |
|
1.000 |
1.3025 |
|
1.618 |
1.2940 |
|
2.618 |
1.2802 |
|
4.250 |
1.2577 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3275 |
1.3265 |
| PP |
1.3254 |
1.3232 |
| S1 |
1.3232 |
1.3200 |
|