CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3505 |
1.3496 |
-0.0009 |
-0.1% |
1.3625 |
| High |
1.3549 |
1.3498 |
-0.0051 |
-0.4% |
1.3695 |
| Low |
1.3444 |
1.3398 |
-0.0046 |
-0.3% |
1.3485 |
| Close |
1.3489 |
1.3438 |
-0.0051 |
-0.4% |
1.3563 |
| Range |
0.0105 |
0.0100 |
-0.0005 |
-4.8% |
0.0210 |
| ATR |
0.0121 |
0.0120 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
111,324 |
118,559 |
7,235 |
6.5% |
802,448 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3745 |
1.3691 |
1.3493 |
|
| R3 |
1.3645 |
1.3591 |
1.3466 |
|
| R2 |
1.3545 |
1.3545 |
1.3456 |
|
| R1 |
1.3491 |
1.3491 |
1.3447 |
1.3468 |
| PP |
1.3445 |
1.3445 |
1.3445 |
1.3433 |
| S1 |
1.3391 |
1.3391 |
1.3429 |
1.3368 |
| S2 |
1.3345 |
1.3345 |
1.3420 |
|
| S3 |
1.3245 |
1.3291 |
1.3411 |
|
| S4 |
1.3145 |
1.3191 |
1.3383 |
|
|
| 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 |
1.3630 |
1.3398 |
0.0232 |
1.7% |
0.0121 |
0.9% |
17% |
False |
True |
137,681 |
| 10 |
1.3695 |
1.3188 |
0.0507 |
3.8% |
0.0154 |
1.1% |
49% |
False |
False |
150,061 |
| 20 |
1.3695 |
1.2896 |
0.0799 |
5.9% |
0.0126 |
0.9% |
68% |
False |
False |
88,139 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0103 |
0.8% |
71% |
False |
False |
44,316 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0097 |
0.7% |
71% |
False |
False |
29,583 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0096 |
0.7% |
75% |
False |
False |
22,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3923 |
|
2.618 |
1.3760 |
|
1.618 |
1.3660 |
|
1.000 |
1.3598 |
|
0.618 |
1.3560 |
|
HIGH |
1.3498 |
|
0.618 |
1.3460 |
|
0.500 |
1.3448 |
|
0.382 |
1.3436 |
|
LOW |
1.3398 |
|
0.618 |
1.3336 |
|
1.000 |
1.3298 |
|
1.618 |
1.3236 |
|
2.618 |
1.3136 |
|
4.250 |
1.2973 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3448 |
1.3502 |
| PP |
1.3445 |
1.3480 |
| S1 |
1.3441 |
1.3459 |
|