CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2968 |
1.2966 |
-0.0002 |
0.0% |
1.2923 |
| High |
1.2983 |
1.2979 |
-0.0004 |
0.0% |
1.2965 |
| Low |
1.2925 |
1.2896 |
-0.0029 |
-0.2% |
1.2822 |
| Close |
1.2972 |
1.2978 |
0.0006 |
0.0% |
1.2926 |
| Range |
0.0058 |
0.0083 |
0.0025 |
43.1% |
0.0143 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.5% |
0.0000 |
| Volume |
444 |
2,096 |
1,652 |
372.1% |
3,808 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3200 |
1.3172 |
1.3024 |
|
| R3 |
1.3117 |
1.3089 |
1.3001 |
|
| R2 |
1.3034 |
1.3034 |
1.2993 |
|
| R1 |
1.3006 |
1.3006 |
1.2986 |
1.3020 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2958 |
| S1 |
1.2923 |
1.2923 |
1.2970 |
1.2937 |
| S2 |
1.2868 |
1.2868 |
1.2963 |
|
| S3 |
1.2785 |
1.2840 |
1.2955 |
|
| S4 |
1.2702 |
1.2757 |
1.2932 |
|
|
| 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 |
1.2842 |
0.0183 |
1.4% |
0.0073 |
0.6% |
74% |
False |
False |
913 |
| 10 |
1.3025 |
1.2822 |
0.0203 |
1.6% |
0.0072 |
0.6% |
77% |
False |
False |
885 |
| 20 |
1.3219 |
1.2822 |
0.0397 |
3.1% |
0.0075 |
0.6% |
39% |
False |
False |
598 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0082 |
0.6% |
31% |
False |
False |
355 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0086 |
0.7% |
48% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3332 |
|
2.618 |
1.3196 |
|
1.618 |
1.3113 |
|
1.000 |
1.3062 |
|
0.618 |
1.3030 |
|
HIGH |
1.2979 |
|
0.618 |
1.2947 |
|
0.500 |
1.2938 |
|
0.382 |
1.2928 |
|
LOW |
1.2896 |
|
0.618 |
1.2845 |
|
1.000 |
1.2813 |
|
1.618 |
1.2762 |
|
2.618 |
1.2679 |
|
4.250 |
1.2543 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2965 |
1.2972 |
| PP |
1.2951 |
1.2966 |
| S1 |
1.2938 |
1.2961 |
|