CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3007 |
1.3022 |
0.0015 |
0.1% |
1.3160 |
| High |
1.3045 |
1.3031 |
-0.0014 |
-0.1% |
1.3287 |
| Low |
1.2985 |
1.2966 |
-0.0019 |
-0.1% |
1.3041 |
| Close |
1.3019 |
1.2995 |
-0.0024 |
-0.2% |
1.3053 |
| Range |
0.0060 |
0.0065 |
0.0005 |
8.3% |
0.0246 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
94,990 |
75,987 |
-19,003 |
-20.0% |
527,605 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3192 |
1.3159 |
1.3031 |
|
| R3 |
1.3127 |
1.3094 |
1.3013 |
|
| R2 |
1.3062 |
1.3062 |
1.3007 |
|
| R1 |
1.3029 |
1.3029 |
1.3001 |
1.3013 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.2990 |
| S1 |
1.2964 |
1.2964 |
1.2989 |
1.2948 |
| S2 |
1.2932 |
1.2932 |
1.2983 |
|
| S3 |
1.2867 |
1.2899 |
1.2977 |
|
| S4 |
1.2802 |
1.2834 |
1.2959 |
|
|
| 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 |
1.3183 |
1.2966 |
0.0217 |
1.7% |
0.0083 |
0.6% |
13% |
False |
True |
87,086 |
| 10 |
1.3287 |
1.2966 |
0.0321 |
2.5% |
0.0091 |
0.7% |
9% |
False |
True |
94,223 |
| 20 |
1.3287 |
1.2956 |
0.0331 |
2.5% |
0.0094 |
0.7% |
12% |
False |
False |
98,611 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0093 |
0.7% |
56% |
False |
False |
100,378 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0096 |
0.7% |
56% |
False |
False |
71,456 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
56% |
False |
False |
53,647 |
| 100 |
1.3287 |
1.2406 |
0.0881 |
6.8% |
0.0093 |
0.7% |
67% |
False |
False |
42,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3307 |
|
2.618 |
1.3201 |
|
1.618 |
1.3136 |
|
1.000 |
1.3096 |
|
0.618 |
1.3071 |
|
HIGH |
1.3031 |
|
0.618 |
1.3006 |
|
0.500 |
1.2999 |
|
0.382 |
1.2991 |
|
LOW |
1.2966 |
|
0.618 |
1.2926 |
|
1.000 |
1.2901 |
|
1.618 |
1.2861 |
|
2.618 |
1.2796 |
|
4.250 |
1.2690 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2999 |
1.3019 |
| PP |
1.2997 |
1.3011 |
| S1 |
1.2996 |
1.3003 |
|