CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3028 |
1.2975 |
-0.0053 |
-0.4% |
1.3061 |
| High |
1.3036 |
1.2985 |
-0.0051 |
-0.4% |
1.3077 |
| Low |
1.2970 |
1.2860 |
-0.0110 |
-0.8% |
1.2954 |
| Close |
1.2984 |
1.2877 |
-0.0107 |
-0.8% |
1.3028 |
| Range |
0.0066 |
0.0125 |
0.0059 |
89.4% |
0.0123 |
| ATR |
0.0090 |
0.0092 |
0.0003 |
2.8% |
0.0000 |
| Volume |
70,763 |
121,313 |
50,550 |
71.4% |
433,921 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3205 |
1.2946 |
|
| R3 |
1.3157 |
1.3080 |
1.2911 |
|
| R2 |
1.3032 |
1.3032 |
1.2900 |
|
| R1 |
1.2955 |
1.2955 |
1.2888 |
1.2931 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2896 |
| S1 |
1.2830 |
1.2830 |
1.2866 |
1.2806 |
| S2 |
1.2782 |
1.2782 |
1.2854 |
|
| S3 |
1.2657 |
1.2705 |
1.2843 |
|
| S4 |
1.2532 |
1.2580 |
1.2808 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3389 |
1.3331 |
1.3096 |
|
| R3 |
1.3266 |
1.3208 |
1.3062 |
|
| R2 |
1.3143 |
1.3143 |
1.3051 |
|
| R1 |
1.3085 |
1.3085 |
1.3039 |
1.3053 |
| PP |
1.3020 |
1.3020 |
1.3020 |
1.3003 |
| S1 |
1.2962 |
1.2962 |
1.3017 |
1.2930 |
| S2 |
1.2897 |
1.2897 |
1.3005 |
|
| S3 |
1.2774 |
1.2839 |
1.2994 |
|
| S4 |
1.2651 |
1.2716 |
1.2960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3046 |
1.2860 |
0.0186 |
1.4% |
0.0082 |
0.6% |
9% |
False |
True |
93,903 |
| 10 |
1.3287 |
1.2860 |
0.0427 |
3.3% |
0.0092 |
0.7% |
4% |
False |
True |
94,891 |
| 20 |
1.3287 |
1.2860 |
0.0427 |
3.3% |
0.0089 |
0.7% |
4% |
False |
True |
96,638 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0094 |
0.7% |
38% |
False |
False |
101,357 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0095 |
0.7% |
38% |
False |
False |
76,414 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
38% |
False |
False |
57,374 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0092 |
0.7% |
53% |
False |
False |
45,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3516 |
|
2.618 |
1.3312 |
|
1.618 |
1.3187 |
|
1.000 |
1.3110 |
|
0.618 |
1.3062 |
|
HIGH |
1.2985 |
|
0.618 |
1.2937 |
|
0.500 |
1.2923 |
|
0.382 |
1.2908 |
|
LOW |
1.2860 |
|
0.618 |
1.2783 |
|
1.000 |
1.2735 |
|
1.618 |
1.2658 |
|
2.618 |
1.2533 |
|
4.250 |
1.2329 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2923 |
1.2953 |
| PP |
1.2907 |
1.2928 |
| S1 |
1.2892 |
1.2902 |
|