CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3534 |
1.3615 |
0.0081 |
0.6% |
1.3625 |
| High |
1.3622 |
1.3630 |
0.0008 |
0.1% |
1.3695 |
| Low |
1.3505 |
1.3485 |
-0.0020 |
-0.1% |
1.3485 |
| Close |
1.3608 |
1.3563 |
-0.0045 |
-0.3% |
1.3563 |
| Range |
0.0117 |
0.0145 |
0.0028 |
23.9% |
0.0210 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.5% |
0.0000 |
| Volume |
131,673 |
201,270 |
69,597 |
52.9% |
802,448 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3994 |
1.3924 |
1.3643 |
|
| R3 |
1.3849 |
1.3779 |
1.3603 |
|
| R2 |
1.3704 |
1.3704 |
1.3590 |
|
| R1 |
1.3634 |
1.3634 |
1.3576 |
1.3597 |
| PP |
1.3559 |
1.3559 |
1.3559 |
1.3541 |
| S1 |
1.3489 |
1.3489 |
1.3550 |
1.3452 |
| S2 |
1.3414 |
1.3414 |
1.3536 |
|
| S3 |
1.3269 |
1.3344 |
1.3523 |
|
| S4 |
1.3124 |
1.3199 |
1.3483 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4211 |
1.4097 |
1.3679 |
|
| R3 |
1.4001 |
1.3887 |
1.3621 |
|
| R2 |
1.3791 |
1.3791 |
1.3602 |
|
| R1 |
1.3677 |
1.3677 |
1.3582 |
1.3629 |
| PP |
1.3581 |
1.3581 |
1.3581 |
1.3557 |
| S1 |
1.3467 |
1.3467 |
1.3544 |
1.3419 |
| S2 |
1.3371 |
1.3371 |
1.3525 |
|
| S3 |
1.3161 |
1.3257 |
1.3505 |
|
| S4 |
1.2951 |
1.3047 |
1.3448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3695 |
1.3485 |
0.0210 |
1.5% |
0.0141 |
1.0% |
37% |
False |
True |
160,489 |
| 10 |
1.3695 |
1.3188 |
0.0507 |
3.7% |
0.0154 |
1.1% |
74% |
False |
False |
136,530 |
| 20 |
1.3695 |
1.2842 |
0.0853 |
6.3% |
0.0120 |
0.9% |
85% |
False |
False |
70,467 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.4% |
0.0101 |
0.7% |
85% |
False |
False |
35,438 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.4% |
0.0095 |
0.7% |
85% |
False |
False |
23,666 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.6% |
0.0094 |
0.7% |
87% |
False |
False |
17,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4246 |
|
2.618 |
1.4010 |
|
1.618 |
1.3865 |
|
1.000 |
1.3775 |
|
0.618 |
1.3720 |
|
HIGH |
1.3630 |
|
0.618 |
1.3575 |
|
0.500 |
1.3558 |
|
0.382 |
1.3540 |
|
LOW |
1.3485 |
|
0.618 |
1.3395 |
|
1.000 |
1.3340 |
|
1.618 |
1.3250 |
|
2.618 |
1.3105 |
|
4.250 |
1.2869 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3561 |
1.3590 |
| PP |
1.3559 |
1.3581 |
| S1 |
1.3558 |
1.3572 |
|