CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2966 |
1.2977 |
0.0011 |
0.1% |
1.2956 |
| High |
1.2979 |
1.3040 |
0.0061 |
0.5% |
1.3040 |
| Low |
1.2896 |
1.2951 |
0.0055 |
0.4% |
1.2896 |
| Close |
1.2978 |
1.2999 |
0.0021 |
0.2% |
1.2999 |
| Range |
0.0083 |
0.0089 |
0.0006 |
7.2% |
0.0144 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2,096 |
1,654 |
-442 |
-21.1% |
6,020 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3264 |
1.3220 |
1.3048 |
|
| R3 |
1.3175 |
1.3131 |
1.3023 |
|
| R2 |
1.3086 |
1.3086 |
1.3015 |
|
| R1 |
1.3042 |
1.3042 |
1.3007 |
1.3064 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.3008 |
| S1 |
1.2953 |
1.2953 |
1.2991 |
1.2975 |
| S2 |
1.2908 |
1.2908 |
1.2983 |
|
| S3 |
1.2819 |
1.2864 |
1.2975 |
|
| S4 |
1.2730 |
1.2775 |
1.2950 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3410 |
1.3349 |
1.3078 |
|
| R3 |
1.3266 |
1.3205 |
1.3039 |
|
| R2 |
1.3122 |
1.3122 |
1.3025 |
|
| R1 |
1.3061 |
1.3061 |
1.3012 |
1.3092 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2994 |
| S1 |
1.2917 |
1.2917 |
1.2986 |
1.2948 |
| S2 |
1.2834 |
1.2834 |
1.2973 |
|
| S3 |
1.2690 |
1.2773 |
1.2959 |
|
| S4 |
1.2546 |
1.2629 |
1.2920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3040 |
1.2896 |
0.0144 |
1.1% |
0.0072 |
0.6% |
72% |
True |
False |
1,204 |
| 10 |
1.3040 |
1.2822 |
0.0218 |
1.7% |
0.0073 |
0.6% |
81% |
True |
False |
982 |
| 20 |
1.3113 |
1.2822 |
0.0291 |
2.2% |
0.0073 |
0.6% |
61% |
False |
False |
671 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.9% |
0.0082 |
0.6% |
35% |
False |
False |
395 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0086 |
0.7% |
51% |
False |
False |
325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3418 |
|
2.618 |
1.3273 |
|
1.618 |
1.3184 |
|
1.000 |
1.3129 |
|
0.618 |
1.3095 |
|
HIGH |
1.3040 |
|
0.618 |
1.3006 |
|
0.500 |
1.2996 |
|
0.382 |
1.2985 |
|
LOW |
1.2951 |
|
0.618 |
1.2896 |
|
1.000 |
1.2862 |
|
1.618 |
1.2807 |
|
2.618 |
1.2718 |
|
4.250 |
1.2573 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2998 |
1.2989 |
| PP |
1.2997 |
1.2978 |
| S1 |
1.2996 |
1.2968 |
|