CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3496 |
1.3427 |
-0.0069 |
-0.5% |
1.3625 |
| High |
1.3498 |
1.3488 |
-0.0010 |
-0.1% |
1.3695 |
| Low |
1.3398 |
1.3374 |
-0.0024 |
-0.2% |
1.3485 |
| Close |
1.3438 |
1.3478 |
0.0040 |
0.3% |
1.3563 |
| Range |
0.0100 |
0.0114 |
0.0014 |
14.0% |
0.0210 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
118,559 |
112,555 |
-6,004 |
-5.1% |
802,448 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3789 |
1.3747 |
1.3541 |
|
| R3 |
1.3675 |
1.3633 |
1.3509 |
|
| R2 |
1.3561 |
1.3561 |
1.3499 |
|
| R1 |
1.3519 |
1.3519 |
1.3488 |
1.3540 |
| PP |
1.3447 |
1.3447 |
1.3447 |
1.3457 |
| S1 |
1.3405 |
1.3405 |
1.3468 |
1.3426 |
| S2 |
1.3333 |
1.3333 |
1.3457 |
|
| S3 |
1.3219 |
1.3291 |
1.3447 |
|
| S4 |
1.3105 |
1.3177 |
1.3415 |
|
|
| 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 |
1.3374 |
0.0256 |
1.9% |
0.0120 |
0.9% |
41% |
False |
True |
133,857 |
| 10 |
1.3695 |
1.3374 |
0.0321 |
2.4% |
0.0140 |
1.0% |
32% |
False |
True |
149,436 |
| 20 |
1.3695 |
1.2896 |
0.0799 |
5.9% |
0.0129 |
1.0% |
73% |
False |
False |
93,745 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0104 |
0.8% |
75% |
False |
False |
47,125 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0097 |
0.7% |
75% |
False |
False |
31,457 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.7% |
0.0097 |
0.7% |
79% |
False |
False |
23,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3973 |
|
2.618 |
1.3786 |
|
1.618 |
1.3672 |
|
1.000 |
1.3602 |
|
0.618 |
1.3558 |
|
HIGH |
1.3488 |
|
0.618 |
1.3444 |
|
0.500 |
1.3431 |
|
0.382 |
1.3418 |
|
LOW |
1.3374 |
|
0.618 |
1.3304 |
|
1.000 |
1.3260 |
|
1.618 |
1.3190 |
|
2.618 |
1.3076 |
|
4.250 |
1.2890 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3462 |
1.3473 |
| PP |
1.3447 |
1.3467 |
| S1 |
1.3431 |
1.3462 |
|