CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3209 |
1.3330 |
0.0121 |
0.9% |
1.2996 |
| High |
1.3337 |
1.3367 |
0.0030 |
0.2% |
1.3265 |
| Low |
1.3201 |
1.3222 |
0.0021 |
0.2% |
1.2953 |
| Close |
1.3333 |
1.3235 |
-0.0098 |
-0.7% |
1.3240 |
| Range |
0.0136 |
0.0145 |
0.0009 |
6.6% |
0.0312 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.7% |
0.0000 |
| Volume |
68,079 |
101,350 |
33,271 |
48.9% |
37,829 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3617 |
1.3315 |
|
| R3 |
1.3565 |
1.3472 |
1.3275 |
|
| R2 |
1.3420 |
1.3420 |
1.3262 |
|
| R1 |
1.3327 |
1.3327 |
1.3248 |
1.3301 |
| PP |
1.3275 |
1.3275 |
1.3275 |
1.3262 |
| S1 |
1.3182 |
1.3182 |
1.3222 |
1.3156 |
| S2 |
1.3130 |
1.3130 |
1.3208 |
|
| S3 |
1.2985 |
1.3037 |
1.3195 |
|
| S4 |
1.2840 |
1.2892 |
1.3155 |
|
|
| 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 |
1.3367 |
1.3075 |
0.0292 |
2.2% |
0.0111 |
0.8% |
55% |
True |
False |
49,064 |
| 10 |
1.3367 |
1.2896 |
0.0471 |
3.6% |
0.0098 |
0.7% |
72% |
True |
False |
26,217 |
| 20 |
1.3367 |
1.2822 |
0.0545 |
4.1% |
0.0084 |
0.6% |
76% |
True |
False |
13,462 |
| 40 |
1.3367 |
1.2822 |
0.0545 |
4.1% |
0.0085 |
0.6% |
76% |
True |
False |
6,825 |
| 60 |
1.3367 |
1.2663 |
0.0704 |
5.3% |
0.0087 |
0.7% |
81% |
True |
False |
4,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3983 |
|
2.618 |
1.3747 |
|
1.618 |
1.3602 |
|
1.000 |
1.3512 |
|
0.618 |
1.3457 |
|
HIGH |
1.3367 |
|
0.618 |
1.3312 |
|
0.500 |
1.3295 |
|
0.382 |
1.3277 |
|
LOW |
1.3222 |
|
0.618 |
1.3132 |
|
1.000 |
1.3077 |
|
1.618 |
1.2987 |
|
2.618 |
1.2842 |
|
4.250 |
1.2606 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3295 |
1.3284 |
| PP |
1.3275 |
1.3267 |
| S1 |
1.3255 |
1.3251 |
|