CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2855 |
1.2853 |
-0.0002 |
0.0% |
1.3068 |
| High |
1.2881 |
1.2883 |
0.0002 |
0.0% |
1.3075 |
| Low |
1.2829 |
1.2822 |
-0.0007 |
-0.1% |
1.2883 |
| Close |
1.2854 |
1.2850 |
-0.0004 |
0.0% |
1.2927 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0192 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
337 |
1,252 |
915 |
271.5% |
2,893 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3035 |
1.3003 |
1.2884 |
|
| R3 |
1.2974 |
1.2942 |
1.2867 |
|
| R2 |
1.2913 |
1.2913 |
1.2861 |
|
| R1 |
1.2881 |
1.2881 |
1.2856 |
1.2867 |
| PP |
1.2852 |
1.2852 |
1.2852 |
1.2844 |
| S1 |
1.2820 |
1.2820 |
1.2844 |
1.2806 |
| S2 |
1.2791 |
1.2791 |
1.2839 |
|
| S3 |
1.2730 |
1.2759 |
1.2833 |
|
| S4 |
1.2669 |
1.2698 |
1.2816 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3538 |
1.3424 |
1.3033 |
|
| R3 |
1.3346 |
1.3232 |
1.2980 |
|
| R2 |
1.3154 |
1.3154 |
1.2962 |
|
| R1 |
1.3040 |
1.3040 |
1.2945 |
1.3001 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2942 |
| S1 |
1.2848 |
1.2848 |
1.2909 |
1.2809 |
| S2 |
1.2770 |
1.2770 |
1.2892 |
|
| S3 |
1.2578 |
1.2656 |
1.2874 |
|
| S4 |
1.2386 |
1.2464 |
1.2821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2967 |
1.2822 |
0.0145 |
1.1% |
0.0072 |
0.6% |
19% |
False |
True |
856 |
| 10 |
1.3085 |
1.2822 |
0.0263 |
2.0% |
0.0075 |
0.6% |
11% |
False |
True |
672 |
| 20 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0081 |
0.6% |
6% |
False |
True |
409 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0083 |
0.6% |
6% |
False |
True |
265 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0086 |
0.7% |
28% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3142 |
|
2.618 |
1.3043 |
|
1.618 |
1.2982 |
|
1.000 |
1.2944 |
|
0.618 |
1.2921 |
|
HIGH |
1.2883 |
|
0.618 |
1.2860 |
|
0.500 |
1.2853 |
|
0.382 |
1.2845 |
|
LOW |
1.2822 |
|
0.618 |
1.2784 |
|
1.000 |
1.2761 |
|
1.618 |
1.2723 |
|
2.618 |
1.2662 |
|
4.250 |
1.2563 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2853 |
1.2891 |
| PP |
1.2852 |
1.2877 |
| S1 |
1.2851 |
1.2864 |
|