CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3330 |
1.3244 |
-0.0086 |
-0.6% |
1.2996 |
| High |
1.3367 |
1.3444 |
0.0077 |
0.6% |
1.3265 |
| Low |
1.3222 |
1.3188 |
-0.0034 |
-0.3% |
1.2953 |
| Close |
1.3235 |
1.3434 |
0.0199 |
1.5% |
1.3240 |
| Range |
0.0145 |
0.0256 |
0.0111 |
76.6% |
0.0312 |
| ATR |
0.0092 |
0.0103 |
0.0012 |
12.8% |
0.0000 |
| Volume |
101,350 |
118,810 |
17,460 |
17.2% |
37,829 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4123 |
1.4035 |
1.3575 |
|
| R3 |
1.3867 |
1.3779 |
1.3504 |
|
| R2 |
1.3611 |
1.3611 |
1.3481 |
|
| R1 |
1.3523 |
1.3523 |
1.3457 |
1.3567 |
| PP |
1.3355 |
1.3355 |
1.3355 |
1.3378 |
| S1 |
1.3267 |
1.3267 |
1.3411 |
1.3311 |
| S2 |
1.3099 |
1.3099 |
1.3387 |
|
| S3 |
1.2843 |
1.3011 |
1.3364 |
|
| S4 |
1.2587 |
1.2755 |
1.3293 |
|
|
| 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 |
1.3444 |
1.3136 |
0.0308 |
2.3% |
0.0146 |
1.1% |
97% |
True |
False |
72,137 |
| 10 |
1.3444 |
1.2896 |
0.0548 |
4.1% |
0.0118 |
0.9% |
98% |
True |
False |
38,054 |
| 20 |
1.3444 |
1.2822 |
0.0622 |
4.6% |
0.0094 |
0.7% |
98% |
True |
False |
19,381 |
| 40 |
1.3444 |
1.2822 |
0.0622 |
4.6% |
0.0090 |
0.7% |
98% |
True |
False |
9,795 |
| 60 |
1.3444 |
1.2663 |
0.0781 |
5.8% |
0.0088 |
0.7% |
99% |
True |
False |
6,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4532 |
|
2.618 |
1.4114 |
|
1.618 |
1.3858 |
|
1.000 |
1.3700 |
|
0.618 |
1.3602 |
|
HIGH |
1.3444 |
|
0.618 |
1.3346 |
|
0.500 |
1.3316 |
|
0.382 |
1.3286 |
|
LOW |
1.3188 |
|
0.618 |
1.3030 |
|
1.000 |
1.2932 |
|
1.618 |
1.2774 |
|
2.618 |
1.2518 |
|
4.250 |
1.2100 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3395 |
1.3395 |
| PP |
1.3355 |
1.3355 |
| S1 |
1.3316 |
1.3316 |
|