CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3085 |
1.3086 |
0.0001 |
0.0% |
1.2956 |
| High |
1.3125 |
1.3157 |
0.0032 |
0.2% |
1.3040 |
| Low |
1.3062 |
1.3075 |
0.0013 |
0.1% |
1.2896 |
| Close |
1.3083 |
1.3125 |
0.0042 |
0.3% |
1.2999 |
| Range |
0.0063 |
0.0082 |
0.0019 |
30.2% |
0.0144 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
| Volume |
10,904 |
3,446 |
-7,458 |
-68.4% |
6,020 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3365 |
1.3327 |
1.3170 |
|
| R3 |
1.3283 |
1.3245 |
1.3148 |
|
| R2 |
1.3201 |
1.3201 |
1.3140 |
|
| R1 |
1.3163 |
1.3163 |
1.3133 |
1.3182 |
| PP |
1.3119 |
1.3119 |
1.3119 |
1.3129 |
| S1 |
1.3081 |
1.3081 |
1.3117 |
1.3100 |
| S2 |
1.3037 |
1.3037 |
1.3110 |
|
| S3 |
1.2955 |
1.2999 |
1.3102 |
|
| S4 |
1.2873 |
1.2917 |
1.3080 |
|
|
| 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 |
1.3157 |
1.2896 |
0.0261 |
2.0% |
0.0090 |
0.7% |
88% |
True |
False |
3,971 |
| 10 |
1.3157 |
1.2822 |
0.0335 |
2.6% |
0.0079 |
0.6% |
90% |
True |
False |
2,358 |
| 20 |
1.3157 |
1.2822 |
0.0335 |
2.6% |
0.0077 |
0.6% |
90% |
True |
False |
1,457 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.8% |
0.0083 |
0.6% |
60% |
False |
False |
794 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.0% |
0.0084 |
0.6% |
70% |
False |
False |
578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3506 |
|
2.618 |
1.3372 |
|
1.618 |
1.3290 |
|
1.000 |
1.3239 |
|
0.618 |
1.3208 |
|
HIGH |
1.3157 |
|
0.618 |
1.3126 |
|
0.500 |
1.3116 |
|
0.382 |
1.3106 |
|
LOW |
1.3075 |
|
0.618 |
1.3024 |
|
1.000 |
1.2993 |
|
1.618 |
1.2942 |
|
2.618 |
1.2860 |
|
4.250 |
1.2727 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3122 |
1.3102 |
| PP |
1.3119 |
1.3078 |
| S1 |
1.3116 |
1.3055 |
|