CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3528 |
1.3505 |
-0.0023 |
-0.2% |
1.3625 |
| High |
1.3605 |
1.3549 |
-0.0056 |
-0.4% |
1.3695 |
| Low |
1.3467 |
1.3444 |
-0.0023 |
-0.2% |
1.3485 |
| Close |
1.3505 |
1.3489 |
-0.0016 |
-0.1% |
1.3563 |
| Range |
0.0138 |
0.0105 |
-0.0033 |
-23.9% |
0.0210 |
| ATR |
0.0123 |
0.0121 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
125,580 |
111,324 |
-14,256 |
-11.4% |
802,448 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3809 |
1.3754 |
1.3547 |
|
| R3 |
1.3704 |
1.3649 |
1.3518 |
|
| R2 |
1.3599 |
1.3599 |
1.3508 |
|
| R1 |
1.3544 |
1.3544 |
1.3499 |
1.3519 |
| PP |
1.3494 |
1.3494 |
1.3494 |
1.3482 |
| S1 |
1.3439 |
1.3439 |
1.3479 |
1.3414 |
| S2 |
1.3389 |
1.3389 |
1.3470 |
|
| S3 |
1.3284 |
1.3334 |
1.3460 |
|
| S4 |
1.3179 |
1.3229 |
1.3431 |
|
|
| 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 |
1.3444 |
0.0251 |
1.9% |
0.0143 |
1.1% |
18% |
False |
True |
149,343 |
| 10 |
1.3695 |
1.3188 |
0.0507 |
3.8% |
0.0158 |
1.2% |
59% |
False |
False |
148,340 |
| 20 |
1.3695 |
1.2896 |
0.0799 |
5.9% |
0.0124 |
0.9% |
74% |
False |
False |
82,253 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0101 |
0.8% |
76% |
False |
False |
41,355 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0096 |
0.7% |
76% |
False |
False |
27,608 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0096 |
0.7% |
80% |
False |
False |
20,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3995 |
|
2.618 |
1.3824 |
|
1.618 |
1.3719 |
|
1.000 |
1.3654 |
|
0.618 |
1.3614 |
|
HIGH |
1.3549 |
|
0.618 |
1.3509 |
|
0.500 |
1.3497 |
|
0.382 |
1.3484 |
|
LOW |
1.3444 |
|
0.618 |
1.3379 |
|
1.000 |
1.3339 |
|
1.618 |
1.3274 |
|
2.618 |
1.3169 |
|
4.250 |
1.2998 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3497 |
1.3537 |
| PP |
1.3494 |
1.3521 |
| S1 |
1.3492 |
1.3505 |
|