CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2924 |
1.2941 |
0.0017 |
0.1% |
1.2886 |
| High |
1.2952 |
1.2988 |
0.0036 |
0.3% |
1.2928 |
| Low |
1.2882 |
1.2910 |
0.0028 |
0.2% |
1.2783 |
| Close |
1.2948 |
1.2931 |
-0.0017 |
-0.1% |
1.2887 |
| Range |
0.0070 |
0.0078 |
0.0008 |
11.4% |
0.0145 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
66,179 |
87,643 |
21,464 |
32.4% |
401,032 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3177 |
1.3132 |
1.2974 |
|
| R3 |
1.3099 |
1.3054 |
1.2952 |
|
| R2 |
1.3021 |
1.3021 |
1.2945 |
|
| R1 |
1.2976 |
1.2976 |
1.2938 |
1.2960 |
| PP |
1.2943 |
1.2943 |
1.2943 |
1.2935 |
| S1 |
1.2898 |
1.2898 |
1.2924 |
1.2882 |
| S2 |
1.2865 |
1.2865 |
1.2917 |
|
| S3 |
1.2787 |
1.2820 |
1.2910 |
|
| S4 |
1.2709 |
1.2742 |
1.2888 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3301 |
1.3239 |
1.2967 |
|
| R3 |
1.3156 |
1.3094 |
1.2927 |
|
| R2 |
1.3011 |
1.3011 |
1.2914 |
|
| R1 |
1.2949 |
1.2949 |
1.2900 |
1.2980 |
| PP |
1.2866 |
1.2866 |
1.2866 |
1.2882 |
| S1 |
1.2804 |
1.2804 |
1.2874 |
1.2835 |
| S2 |
1.2721 |
1.2721 |
1.2860 |
|
| S3 |
1.2576 |
1.2659 |
1.2847 |
|
| S4 |
1.2431 |
1.2514 |
1.2807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2988 |
1.2783 |
0.0205 |
1.6% |
0.0072 |
0.6% |
72% |
True |
False |
79,616 |
| 10 |
1.2988 |
1.2783 |
0.0205 |
1.6% |
0.0074 |
0.6% |
72% |
True |
False |
86,568 |
| 20 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0083 |
0.6% |
29% |
False |
False |
90,730 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0086 |
0.7% |
29% |
False |
False |
95,359 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0092 |
0.7% |
46% |
False |
False |
90,684 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0090 |
0.7% |
46% |
False |
False |
68,166 |
| 100 |
1.3287 |
1.2420 |
0.0867 |
6.7% |
0.0090 |
0.7% |
59% |
False |
False |
54,569 |
| 120 |
1.3287 |
1.2177 |
0.1110 |
8.6% |
0.0091 |
0.7% |
68% |
False |
False |
45,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3320 |
|
2.618 |
1.3192 |
|
1.618 |
1.3114 |
|
1.000 |
1.3066 |
|
0.618 |
1.3036 |
|
HIGH |
1.2988 |
|
0.618 |
1.2958 |
|
0.500 |
1.2949 |
|
0.382 |
1.2940 |
|
LOW |
1.2910 |
|
0.618 |
1.2862 |
|
1.000 |
1.2832 |
|
1.618 |
1.2784 |
|
2.618 |
1.2706 |
|
4.250 |
1.2579 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2949 |
1.2919 |
| PP |
1.2943 |
1.2907 |
| S1 |
1.2937 |
1.2896 |
|