CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3436 |
1.3625 |
0.0189 |
1.4% |
1.3234 |
| High |
1.3652 |
1.3655 |
0.0003 |
0.0% |
1.3652 |
| Low |
1.3418 |
1.3501 |
0.0083 |
0.6% |
1.3188 |
| Close |
1.3608 |
1.3526 |
-0.0082 |
-0.6% |
1.3608 |
| Range |
0.0234 |
0.0154 |
-0.0080 |
-34.2% |
0.0464 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.6% |
0.0000 |
| Volume |
223,894 |
156,007 |
-67,887 |
-30.3% |
562,860 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3928 |
1.3611 |
|
| R3 |
1.3869 |
1.3774 |
1.3568 |
|
| R2 |
1.3715 |
1.3715 |
1.3554 |
|
| R1 |
1.3620 |
1.3620 |
1.3540 |
1.3591 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3546 |
| S1 |
1.3466 |
1.3466 |
1.3512 |
1.3437 |
| S2 |
1.3407 |
1.3407 |
1.3498 |
|
| S3 |
1.3253 |
1.3312 |
1.3484 |
|
| S4 |
1.3099 |
1.3158 |
1.3441 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4875 |
1.4705 |
1.3863 |
|
| R3 |
1.4411 |
1.4241 |
1.3736 |
|
| R2 |
1.3947 |
1.3947 |
1.3693 |
|
| R1 |
1.3777 |
1.3777 |
1.3651 |
1.3862 |
| PP |
1.3483 |
1.3483 |
1.3483 |
1.3525 |
| S1 |
1.3313 |
1.3313 |
1.3565 |
1.3398 |
| S2 |
1.3019 |
1.3019 |
1.3523 |
|
| S3 |
1.2555 |
1.2849 |
1.3480 |
|
| S4 |
1.2091 |
1.2385 |
1.3353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3655 |
1.3188 |
0.0467 |
3.5% |
0.0185 |
1.4% |
72% |
True |
False |
133,628 |
| 10 |
1.3655 |
1.2953 |
0.0702 |
5.2% |
0.0140 |
1.0% |
82% |
True |
False |
75,669 |
| 20 |
1.3655 |
1.2822 |
0.0833 |
6.2% |
0.0106 |
0.8% |
85% |
True |
False |
38,326 |
| 40 |
1.3655 |
1.2822 |
0.0833 |
6.2% |
0.0096 |
0.7% |
85% |
True |
False |
19,286 |
| 60 |
1.3655 |
1.2765 |
0.0890 |
6.6% |
0.0092 |
0.7% |
86% |
True |
False |
12,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4310 |
|
2.618 |
1.4058 |
|
1.618 |
1.3904 |
|
1.000 |
1.3809 |
|
0.618 |
1.3750 |
|
HIGH |
1.3655 |
|
0.618 |
1.3596 |
|
0.500 |
1.3578 |
|
0.382 |
1.3560 |
|
LOW |
1.3501 |
|
0.618 |
1.3406 |
|
1.000 |
1.3347 |
|
1.618 |
1.3252 |
|
2.618 |
1.3098 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3578 |
1.3491 |
| PP |
1.3561 |
1.3456 |
| S1 |
1.3543 |
1.3422 |
|