CME British Pound Future December 2017
Trading Metrics calculated at close of trading on 29-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.2956 |
1.2981 |
0.0025 |
0.2% |
1.2923 |
High |
1.2989 |
1.3025 |
0.0036 |
0.3% |
1.2965 |
Low |
1.2922 |
1.2963 |
0.0041 |
0.3% |
1.2822 |
Close |
1.2987 |
1.2970 |
-0.0017 |
-0.1% |
1.2926 |
Range |
0.0067 |
0.0062 |
-0.0005 |
-7.5% |
0.0143 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
991 |
835 |
-156 |
-15.7% |
3,808 |
|
Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3172 |
1.3133 |
1.3004 |
|
R3 |
1.3110 |
1.3071 |
1.2987 |
|
R2 |
1.3048 |
1.3048 |
1.2981 |
|
R1 |
1.3009 |
1.3009 |
1.2976 |
1.2998 |
PP |
1.2986 |
1.2986 |
1.2986 |
1.2980 |
S1 |
1.2947 |
1.2947 |
1.2964 |
1.2936 |
S2 |
1.2924 |
1.2924 |
1.2959 |
|
S3 |
1.2862 |
1.2885 |
1.2953 |
|
S4 |
1.2800 |
1.2823 |
1.2936 |
|
|
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 |
1.3025 |
1.2822 |
0.0203 |
1.6% |
0.0067 |
0.5% |
73% |
True |
False |
723 |
10 |
1.3025 |
1.2822 |
0.0203 |
1.6% |
0.0070 |
0.5% |
73% |
True |
False |
706 |
20 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0079 |
0.6% |
30% |
False |
False |
492 |
40 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0082 |
0.6% |
30% |
False |
False |
305 |
60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0086 |
0.7% |
47% |
False |
False |
260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3289 |
2.618 |
1.3187 |
1.618 |
1.3125 |
1.000 |
1.3087 |
0.618 |
1.3063 |
HIGH |
1.3025 |
0.618 |
1.3001 |
0.500 |
1.2994 |
0.382 |
1.2987 |
LOW |
1.2963 |
0.618 |
1.2925 |
1.000 |
1.2901 |
1.618 |
1.2863 |
2.618 |
1.2801 |
4.250 |
1.2700 |
|
|
Fisher Pivots for day following 29-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2994 |
1.2958 |
PP |
1.2986 |
1.2946 |
S1 |
1.2978 |
1.2934 |
|