CME British Pound Future December 2017
Trading Metrics calculated at close of trading on 28-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.2847 |
1.2956 |
0.0109 |
0.8% |
1.2923 |
High |
1.2935 |
1.2989 |
0.0054 |
0.4% |
1.2965 |
Low |
1.2842 |
1.2922 |
0.0080 |
0.6% |
1.2822 |
Close |
1.2926 |
1.2987 |
0.0061 |
0.5% |
1.2926 |
Range |
0.0093 |
0.0067 |
-0.0026 |
-28.0% |
0.0143 |
ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
202 |
991 |
789 |
390.6% |
3,808 |
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3167 |
1.3144 |
1.3024 |
|
R3 |
1.3100 |
1.3077 |
1.3005 |
|
R2 |
1.3033 |
1.3033 |
1.2999 |
|
R1 |
1.3010 |
1.3010 |
1.2993 |
1.3022 |
PP |
1.2966 |
1.2966 |
1.2966 |
1.2972 |
S1 |
1.2943 |
1.2943 |
1.2981 |
1.2955 |
S2 |
1.2899 |
1.2899 |
1.2975 |
|
S3 |
1.2832 |
1.2876 |
1.2969 |
|
S4 |
1.2765 |
1.2809 |
1.2950 |
|
|
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 |
1.2989 |
1.2822 |
0.0167 |
1.3% |
0.0075 |
0.6% |
99% |
True |
False |
647 |
10 |
1.3022 |
1.2822 |
0.0200 |
1.5% |
0.0076 |
0.6% |
83% |
False |
False |
718 |
20 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0078 |
0.6% |
33% |
False |
False |
458 |
40 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0082 |
0.6% |
33% |
False |
False |
286 |
60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0086 |
0.7% |
49% |
False |
False |
246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3274 |
2.618 |
1.3164 |
1.618 |
1.3097 |
1.000 |
1.3056 |
0.618 |
1.3030 |
HIGH |
1.2989 |
0.618 |
1.2963 |
0.500 |
1.2956 |
0.382 |
1.2948 |
LOW |
1.2922 |
0.618 |
1.2881 |
1.000 |
1.2855 |
1.618 |
1.2814 |
2.618 |
1.2747 |
4.250 |
1.2637 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2977 |
1.2960 |
PP |
1.2966 |
1.2933 |
S1 |
1.2956 |
1.2906 |
|