CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2996 |
0.0019 |
0.1% |
1.2956 |
| High |
1.3040 |
1.3087 |
0.0047 |
0.4% |
1.3040 |
| Low |
1.2951 |
1.2953 |
0.0002 |
0.0% |
1.2896 |
| Close |
1.2999 |
1.3085 |
0.0086 |
0.7% |
1.2999 |
| Range |
0.0089 |
0.0134 |
0.0045 |
50.6% |
0.0144 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.0% |
0.0000 |
| Volume |
1,654 |
1,758 |
104 |
6.3% |
6,020 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3444 |
1.3398 |
1.3159 |
|
| R3 |
1.3310 |
1.3264 |
1.3122 |
|
| R2 |
1.3176 |
1.3176 |
1.3110 |
|
| R1 |
1.3130 |
1.3130 |
1.3097 |
1.3153 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3053 |
| S1 |
1.2996 |
1.2996 |
1.3073 |
1.3019 |
| S2 |
1.2908 |
1.2908 |
1.3060 |
|
| S3 |
1.2774 |
1.2862 |
1.3048 |
|
| S4 |
1.2640 |
1.2728 |
1.3011 |
|
|
| 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 |
1.3087 |
1.2896 |
0.0191 |
1.5% |
0.0085 |
0.7% |
99% |
True |
False |
1,357 |
| 10 |
1.3087 |
1.2822 |
0.0265 |
2.0% |
0.0080 |
0.6% |
99% |
True |
False |
1,002 |
| 20 |
1.3107 |
1.2822 |
0.0285 |
2.2% |
0.0078 |
0.6% |
92% |
False |
False |
756 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.8% |
0.0084 |
0.6% |
52% |
False |
False |
438 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.0% |
0.0085 |
0.7% |
64% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3657 |
|
2.618 |
1.3438 |
|
1.618 |
1.3304 |
|
1.000 |
1.3221 |
|
0.618 |
1.3170 |
|
HIGH |
1.3087 |
|
0.618 |
1.3036 |
|
0.500 |
1.3020 |
|
0.382 |
1.3004 |
|
LOW |
1.2953 |
|
0.618 |
1.2870 |
|
1.000 |
1.2819 |
|
1.618 |
1.2736 |
|
2.618 |
1.2602 |
|
4.250 |
1.2384 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3063 |
1.3054 |
| PP |
1.3042 |
1.3023 |
| S1 |
1.3020 |
1.2992 |
|