CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3234 |
1.3209 |
-0.0025 |
-0.2% |
1.2996 |
| High |
1.3262 |
1.3337 |
0.0075 |
0.6% |
1.3265 |
| Low |
1.3200 |
1.3201 |
0.0001 |
0.0% |
1.2953 |
| Close |
1.3214 |
1.3333 |
0.0119 |
0.9% |
1.3240 |
| Range |
0.0062 |
0.0136 |
0.0074 |
119.4% |
0.0312 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.5% |
0.0000 |
| Volume |
50,727 |
68,079 |
17,352 |
34.2% |
37,829 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3698 |
1.3652 |
1.3408 |
|
| R3 |
1.3562 |
1.3516 |
1.3370 |
|
| R2 |
1.3426 |
1.3426 |
1.3358 |
|
| R1 |
1.3380 |
1.3380 |
1.3345 |
1.3403 |
| PP |
1.3290 |
1.3290 |
1.3290 |
1.3302 |
| S1 |
1.3244 |
1.3244 |
1.3321 |
1.3267 |
| S2 |
1.3154 |
1.3154 |
1.3308 |
|
| S3 |
1.3018 |
1.3108 |
1.3296 |
|
| S4 |
1.2882 |
1.2972 |
1.3258 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4089 |
1.3976 |
1.3412 |
|
| R3 |
1.3777 |
1.3664 |
1.3326 |
|
| R2 |
1.3465 |
1.3465 |
1.3297 |
|
| R1 |
1.3352 |
1.3352 |
1.3269 |
1.3409 |
| PP |
1.3153 |
1.3153 |
1.3153 |
1.3181 |
| S1 |
1.3040 |
1.3040 |
1.3211 |
1.3097 |
| S2 |
1.2841 |
1.2841 |
1.3183 |
|
| S3 |
1.2529 |
1.2728 |
1.3154 |
|
| S4 |
1.2217 |
1.2416 |
1.3068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3337 |
1.3062 |
0.0275 |
2.1% |
0.0094 |
0.7% |
99% |
True |
False |
30,975 |
| 10 |
1.3337 |
1.2896 |
0.0441 |
3.3% |
0.0090 |
0.7% |
99% |
True |
False |
16,166 |
| 20 |
1.3337 |
1.2822 |
0.0515 |
3.9% |
0.0083 |
0.6% |
99% |
True |
False |
8,442 |
| 40 |
1.3337 |
1.2822 |
0.0515 |
3.9% |
0.0084 |
0.6% |
99% |
True |
False |
4,300 |
| 60 |
1.3337 |
1.2663 |
0.0674 |
5.1% |
0.0086 |
0.6% |
99% |
True |
False |
2,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3915 |
|
2.618 |
1.3693 |
|
1.618 |
1.3557 |
|
1.000 |
1.3473 |
|
0.618 |
1.3421 |
|
HIGH |
1.3337 |
|
0.618 |
1.3285 |
|
0.500 |
1.3269 |
|
0.382 |
1.3253 |
|
LOW |
1.3201 |
|
0.618 |
1.3117 |
|
1.000 |
1.3065 |
|
1.618 |
1.2981 |
|
2.618 |
1.2845 |
|
4.250 |
1.2623 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3312 |
1.3301 |
| PP |
1.3290 |
1.3269 |
| S1 |
1.3269 |
1.3237 |
|