CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2853 |
1.2847 |
-0.0006 |
0.0% |
1.2923 |
| High |
1.2883 |
1.2935 |
0.0052 |
0.4% |
1.2965 |
| Low |
1.2822 |
1.2842 |
0.0020 |
0.2% |
1.2822 |
| Close |
1.2850 |
1.2926 |
0.0076 |
0.6% |
1.2926 |
| Range |
0.0061 |
0.0093 |
0.0032 |
52.5% |
0.0143 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,252 |
202 |
-1,050 |
-83.9% |
3,808 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3180 |
1.3146 |
1.2977 |
|
| R3 |
1.3087 |
1.3053 |
1.2952 |
|
| R2 |
1.2994 |
1.2994 |
1.2943 |
|
| R1 |
1.2960 |
1.2960 |
1.2935 |
1.2977 |
| PP |
1.2901 |
1.2901 |
1.2901 |
1.2910 |
| S1 |
1.2867 |
1.2867 |
1.2917 |
1.2884 |
| S2 |
1.2808 |
1.2808 |
1.2909 |
|
| S3 |
1.2715 |
1.2774 |
1.2900 |
|
| S4 |
1.2622 |
1.2681 |
1.2875 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3333 |
1.3273 |
1.3005 |
|
| R3 |
1.3190 |
1.3130 |
1.2965 |
|
| R2 |
1.3047 |
1.3047 |
1.2952 |
|
| R1 |
1.2987 |
1.2987 |
1.2939 |
1.3017 |
| PP |
1.2904 |
1.2904 |
1.2904 |
1.2920 |
| S1 |
1.2844 |
1.2844 |
1.2913 |
1.2874 |
| S2 |
1.2761 |
1.2761 |
1.2900 |
|
| S3 |
1.2618 |
1.2701 |
1.2887 |
|
| S4 |
1.2475 |
1.2558 |
1.2847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2965 |
1.2822 |
0.0143 |
1.1% |
0.0074 |
0.6% |
73% |
False |
False |
761 |
| 10 |
1.3075 |
1.2822 |
0.0253 |
2.0% |
0.0075 |
0.6% |
41% |
False |
False |
670 |
| 20 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0081 |
0.6% |
21% |
False |
False |
416 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0083 |
0.6% |
21% |
False |
False |
266 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0086 |
0.7% |
40% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3330 |
|
2.618 |
1.3178 |
|
1.618 |
1.3085 |
|
1.000 |
1.3028 |
|
0.618 |
1.2992 |
|
HIGH |
1.2935 |
|
0.618 |
1.2899 |
|
0.500 |
1.2889 |
|
0.382 |
1.2878 |
|
LOW |
1.2842 |
|
0.618 |
1.2785 |
|
1.000 |
1.2749 |
|
1.618 |
1.2692 |
|
2.618 |
1.2599 |
|
4.250 |
1.2447 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2914 |
1.2910 |
| PP |
1.2901 |
1.2894 |
| S1 |
1.2889 |
1.2879 |
|