CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2996 |
1.3085 |
0.0089 |
0.7% |
1.2956 |
| High |
1.3087 |
1.3125 |
0.0038 |
0.3% |
1.3040 |
| Low |
1.2953 |
1.3062 |
0.0109 |
0.8% |
1.2896 |
| Close |
1.3085 |
1.3083 |
-0.0002 |
0.0% |
1.2999 |
| Range |
0.0134 |
0.0063 |
-0.0071 |
-53.0% |
0.0144 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,758 |
10,904 |
9,146 |
520.3% |
6,020 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3279 |
1.3244 |
1.3118 |
|
| R3 |
1.3216 |
1.3181 |
1.3100 |
|
| R2 |
1.3153 |
1.3153 |
1.3095 |
|
| R1 |
1.3118 |
1.3118 |
1.3089 |
1.3104 |
| PP |
1.3090 |
1.3090 |
1.3090 |
1.3083 |
| S1 |
1.3055 |
1.3055 |
1.3077 |
1.3041 |
| S2 |
1.3027 |
1.3027 |
1.3071 |
|
| S3 |
1.2964 |
1.2992 |
1.3066 |
|
| S4 |
1.2901 |
1.2929 |
1.3048 |
|
|
| 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 |
1.3125 |
1.2896 |
0.0229 |
1.8% |
0.0085 |
0.7% |
82% |
True |
False |
3,371 |
| 10 |
1.3125 |
1.2822 |
0.0303 |
2.3% |
0.0076 |
0.6% |
86% |
True |
False |
2,047 |
| 20 |
1.3125 |
1.2822 |
0.0303 |
2.3% |
0.0076 |
0.6% |
86% |
True |
False |
1,289 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.8% |
0.0083 |
0.6% |
52% |
False |
False |
710 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.0% |
0.0084 |
0.6% |
64% |
False |
False |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3393 |
|
2.618 |
1.3290 |
|
1.618 |
1.3227 |
|
1.000 |
1.3188 |
|
0.618 |
1.3164 |
|
HIGH |
1.3125 |
|
0.618 |
1.3101 |
|
0.500 |
1.3094 |
|
0.382 |
1.3086 |
|
LOW |
1.3062 |
|
0.618 |
1.3023 |
|
1.000 |
1.2999 |
|
1.618 |
1.2960 |
|
2.618 |
1.2897 |
|
4.250 |
1.2794 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3094 |
1.3068 |
| PP |
1.3090 |
1.3053 |
| S1 |
1.3087 |
1.3038 |
|