CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3548 |
1.3534 |
-0.0014 |
-0.1% |
1.3234 |
| High |
1.3695 |
1.3622 |
-0.0073 |
-0.5% |
1.3652 |
| Low |
1.3487 |
1.3505 |
0.0018 |
0.1% |
1.3188 |
| Close |
1.3519 |
1.3608 |
0.0089 |
0.7% |
1.3608 |
| Range |
0.0208 |
0.0117 |
-0.0091 |
-43.8% |
0.0464 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
176,871 |
131,673 |
-45,198 |
-25.6% |
562,860 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3929 |
1.3886 |
1.3672 |
|
| R3 |
1.3812 |
1.3769 |
1.3640 |
|
| R2 |
1.3695 |
1.3695 |
1.3629 |
|
| R1 |
1.3652 |
1.3652 |
1.3619 |
1.3674 |
| PP |
1.3578 |
1.3578 |
1.3578 |
1.3589 |
| S1 |
1.3535 |
1.3535 |
1.3597 |
1.3557 |
| S2 |
1.3461 |
1.3461 |
1.3587 |
|
| S3 |
1.3344 |
1.3418 |
1.3576 |
|
| S4 |
1.3227 |
1.3301 |
1.3544 |
|
|
| 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 |
1.3695 |
1.3418 |
0.0277 |
2.0% |
0.0159 |
1.2% |
69% |
False |
False |
165,014 |
| 10 |
1.3695 |
1.3136 |
0.0559 |
4.1% |
0.0152 |
1.1% |
84% |
False |
False |
118,575 |
| 20 |
1.3695 |
1.2822 |
0.0873 |
6.4% |
0.0116 |
0.9% |
90% |
False |
False |
60,467 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.4% |
0.0100 |
0.7% |
90% |
False |
False |
30,410 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.4% |
0.0095 |
0.7% |
90% |
False |
False |
20,315 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.6% |
0.0094 |
0.7% |
92% |
False |
False |
15,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4119 |
|
2.618 |
1.3928 |
|
1.618 |
1.3811 |
|
1.000 |
1.3739 |
|
0.618 |
1.3694 |
|
HIGH |
1.3622 |
|
0.618 |
1.3577 |
|
0.500 |
1.3564 |
|
0.382 |
1.3550 |
|
LOW |
1.3505 |
|
0.618 |
1.3433 |
|
1.000 |
1.3388 |
|
1.618 |
1.3316 |
|
2.618 |
1.3199 |
|
4.250 |
1.3008 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3593 |
1.3602 |
| PP |
1.3578 |
1.3597 |
| S1 |
1.3564 |
1.3591 |
|