CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3055 |
1.3007 |
-0.0048 |
-0.4% |
1.3160 |
| High |
1.3071 |
1.3045 |
-0.0026 |
-0.2% |
1.3287 |
| Low |
1.2969 |
1.2985 |
0.0016 |
0.1% |
1.3041 |
| Close |
1.3005 |
1.3019 |
0.0014 |
0.1% |
1.3053 |
| Range |
0.0102 |
0.0060 |
-0.0042 |
-41.2% |
0.0246 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
88,184 |
94,990 |
6,806 |
7.7% |
527,605 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3168 |
1.3052 |
|
| R3 |
1.3136 |
1.3108 |
1.3036 |
|
| R2 |
1.3076 |
1.3076 |
1.3030 |
|
| R1 |
1.3048 |
1.3048 |
1.3025 |
1.3062 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.3024 |
| S1 |
1.2988 |
1.2988 |
1.3014 |
1.3002 |
| S2 |
1.2956 |
1.2956 |
1.3008 |
|
| S3 |
1.2896 |
1.2928 |
1.3003 |
|
| S4 |
1.2836 |
1.2868 |
1.2986 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3705 |
1.3188 |
|
| R3 |
1.3619 |
1.3459 |
1.3121 |
|
| R2 |
1.3373 |
1.3373 |
1.3098 |
|
| R1 |
1.3213 |
1.3213 |
1.3076 |
1.3170 |
| PP |
1.3127 |
1.3127 |
1.3127 |
1.3106 |
| S1 |
1.2967 |
1.2967 |
1.3030 |
1.2924 |
| S2 |
1.2881 |
1.2881 |
1.3008 |
|
| S3 |
1.2635 |
1.2721 |
1.2985 |
|
| S4 |
1.2389 |
1.2475 |
1.2918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3287 |
1.2969 |
0.0318 |
2.4% |
0.0101 |
0.8% |
16% |
False |
False |
99,201 |
| 10 |
1.3287 |
1.2969 |
0.0318 |
2.4% |
0.0095 |
0.7% |
16% |
False |
False |
98,740 |
| 20 |
1.3287 |
1.2914 |
0.0373 |
2.9% |
0.0094 |
0.7% |
28% |
False |
False |
99,225 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0094 |
0.7% |
60% |
False |
False |
101,232 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0096 |
0.7% |
60% |
False |
False |
70,195 |
| 80 |
1.3287 |
1.2568 |
0.0719 |
5.5% |
0.0094 |
0.7% |
63% |
False |
False |
52,703 |
| 100 |
1.3287 |
1.2400 |
0.0887 |
6.8% |
0.0093 |
0.7% |
70% |
False |
False |
42,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3300 |
|
2.618 |
1.3202 |
|
1.618 |
1.3142 |
|
1.000 |
1.3105 |
|
0.618 |
1.3082 |
|
HIGH |
1.3045 |
|
0.618 |
1.3022 |
|
0.500 |
1.3015 |
|
0.382 |
1.3008 |
|
LOW |
1.2985 |
|
0.618 |
1.2948 |
|
1.000 |
1.2925 |
|
1.618 |
1.2888 |
|
2.618 |
1.2828 |
|
4.250 |
1.2730 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3018 |
1.3023 |
| PP |
1.3016 |
1.3022 |
| S1 |
1.3015 |
1.3020 |
|