CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3290 |
1.3208 |
-0.0082 |
-0.6% |
1.2970 |
| High |
1.3331 |
1.3408 |
0.0077 |
0.6% |
1.3227 |
| Low |
1.3186 |
1.3150 |
-0.0036 |
-0.3% |
1.2913 |
| Close |
1.3199 |
1.3399 |
0.0200 |
1.5% |
1.3203 |
| Range |
0.0145 |
0.0258 |
0.0113 |
77.9% |
0.0314 |
| ATR |
0.0094 |
0.0106 |
0.0012 |
12.5% |
0.0000 |
| Volume |
195,512 |
207,275 |
11,763 |
6.0% |
498,617 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4093 |
1.4004 |
1.3541 |
|
| R3 |
1.3835 |
1.3746 |
1.3470 |
|
| R2 |
1.3577 |
1.3577 |
1.3446 |
|
| R1 |
1.3488 |
1.3488 |
1.3423 |
1.3533 |
| PP |
1.3319 |
1.3319 |
1.3319 |
1.3341 |
| S1 |
1.3230 |
1.3230 |
1.3375 |
1.3275 |
| S2 |
1.3061 |
1.3061 |
1.3352 |
|
| S3 |
1.2803 |
1.2972 |
1.3328 |
|
| S4 |
1.2545 |
1.2714 |
1.3257 |
|
|
| 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 |
1.3408 |
1.3098 |
0.0310 |
2.3% |
0.0147 |
1.1% |
97% |
True |
False |
171,550 |
| 10 |
1.3408 |
1.2857 |
0.0551 |
4.1% |
0.0119 |
0.9% |
98% |
True |
False |
142,838 |
| 20 |
1.3408 |
1.2783 |
0.0625 |
4.7% |
0.0096 |
0.7% |
99% |
True |
False |
113,387 |
| 40 |
1.3408 |
1.2783 |
0.0625 |
4.7% |
0.0093 |
0.7% |
99% |
True |
False |
105,977 |
| 60 |
1.3408 |
1.2625 |
0.0783 |
5.8% |
0.0093 |
0.7% |
99% |
True |
False |
104,882 |
| 80 |
1.3408 |
1.2625 |
0.0783 |
5.8% |
0.0095 |
0.7% |
99% |
True |
False |
87,105 |
| 100 |
1.3408 |
1.2625 |
0.0783 |
5.8% |
0.0091 |
0.7% |
99% |
True |
False |
69,736 |
| 120 |
1.3408 |
1.2420 |
0.0988 |
7.4% |
0.0093 |
0.7% |
99% |
True |
False |
58,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4505 |
|
2.618 |
1.4083 |
|
1.618 |
1.3825 |
|
1.000 |
1.3666 |
|
0.618 |
1.3567 |
|
HIGH |
1.3408 |
|
0.618 |
1.3309 |
|
0.500 |
1.3279 |
|
0.382 |
1.3249 |
|
LOW |
1.3150 |
|
0.618 |
1.2991 |
|
1.000 |
1.2892 |
|
1.618 |
1.2733 |
|
2.618 |
1.2475 |
|
4.250 |
1.2054 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3359 |
| PP |
1.3319 |
1.3319 |
| S1 |
1.3279 |
1.3279 |
|