CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2981 |
1.2968 |
-0.0013 |
-0.1% |
1.2923 |
| High |
1.3025 |
1.2983 |
-0.0042 |
-0.3% |
1.2965 |
| Low |
1.2963 |
1.2925 |
-0.0038 |
-0.3% |
1.2822 |
| Close |
1.2970 |
1.2972 |
0.0002 |
0.0% |
1.2926 |
| Range |
0.0062 |
0.0058 |
-0.0004 |
-6.5% |
0.0143 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
835 |
444 |
-391 |
-46.8% |
3,808 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3134 |
1.3111 |
1.3004 |
|
| R3 |
1.3076 |
1.3053 |
1.2988 |
|
| R2 |
1.3018 |
1.3018 |
1.2983 |
|
| R1 |
1.2995 |
1.2995 |
1.2977 |
1.3007 |
| PP |
1.2960 |
1.2960 |
1.2960 |
1.2966 |
| S1 |
1.2937 |
1.2937 |
1.2967 |
1.2949 |
| S2 |
1.2902 |
1.2902 |
1.2961 |
|
| S3 |
1.2844 |
1.2879 |
1.2956 |
|
| S4 |
1.2786 |
1.2821 |
1.2940 |
|
|
| 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% |
0.0068 |
0.5% |
74% |
False |
False |
744 |
| 10 |
1.3025 |
1.2822 |
0.0203 |
1.6% |
0.0069 |
0.5% |
74% |
False |
False |
708 |
| 20 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0079 |
0.6% |
30% |
False |
False |
506 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0082 |
0.6% |
30% |
False |
False |
314 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0086 |
0.7% |
47% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3230 |
|
2.618 |
1.3135 |
|
1.618 |
1.3077 |
|
1.000 |
1.3041 |
|
0.618 |
1.3019 |
|
HIGH |
1.2983 |
|
0.618 |
1.2961 |
|
0.500 |
1.2954 |
|
0.382 |
1.2947 |
|
LOW |
1.2925 |
|
0.618 |
1.2889 |
|
1.000 |
1.2867 |
|
1.618 |
1.2831 |
|
2.618 |
1.2773 |
|
4.250 |
1.2679 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2966 |
1.2974 |
| PP |
1.2960 |
1.2973 |
| S1 |
1.2954 |
1.2973 |
|