CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3615 |
1.3528 |
-0.0087 |
-0.6% |
1.3625 |
| High |
1.3630 |
1.3605 |
-0.0025 |
-0.2% |
1.3695 |
| Low |
1.3485 |
1.3467 |
-0.0018 |
-0.1% |
1.3485 |
| Close |
1.3563 |
1.3505 |
-0.0058 |
-0.4% |
1.3563 |
| Range |
0.0145 |
0.0138 |
-0.0007 |
-4.8% |
0.0210 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
1.0% |
0.0000 |
| Volume |
201,270 |
125,580 |
-75,690 |
-37.6% |
802,448 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3860 |
1.3581 |
|
| R3 |
1.3802 |
1.3722 |
1.3543 |
|
| R2 |
1.3664 |
1.3664 |
1.3530 |
|
| R1 |
1.3584 |
1.3584 |
1.3518 |
1.3555 |
| PP |
1.3526 |
1.3526 |
1.3526 |
1.3511 |
| S1 |
1.3446 |
1.3446 |
1.3492 |
1.3417 |
| S2 |
1.3388 |
1.3388 |
1.3480 |
|
| S3 |
1.3250 |
1.3308 |
1.3467 |
|
| S4 |
1.3112 |
1.3170 |
1.3429 |
|
|
| 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 |
1.3467 |
0.0228 |
1.7% |
0.0138 |
1.0% |
17% |
False |
True |
154,404 |
| 10 |
1.3695 |
1.3188 |
0.0507 |
3.8% |
0.0162 |
1.2% |
63% |
False |
False |
144,016 |
| 20 |
1.3695 |
1.2896 |
0.0799 |
5.9% |
0.0122 |
0.9% |
76% |
False |
False |
76,736 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0102 |
0.8% |
78% |
False |
False |
38,576 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0096 |
0.7% |
78% |
False |
False |
25,756 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.6% |
0.0095 |
0.7% |
82% |
False |
False |
19,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4192 |
|
2.618 |
1.3966 |
|
1.618 |
1.3828 |
|
1.000 |
1.3743 |
|
0.618 |
1.3690 |
|
HIGH |
1.3605 |
|
0.618 |
1.3552 |
|
0.500 |
1.3536 |
|
0.382 |
1.3520 |
|
LOW |
1.3467 |
|
0.618 |
1.3382 |
|
1.000 |
1.3329 |
|
1.618 |
1.3244 |
|
2.618 |
1.3106 |
|
4.250 |
1.2881 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3536 |
1.3549 |
| PP |
1.3526 |
1.3534 |
| S1 |
1.3515 |
1.3520 |
|