CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2930 |
1.2932 |
0.0002 |
0.0% |
1.2886 |
| High |
1.2946 |
1.2942 |
-0.0004 |
0.0% |
1.2928 |
| Low |
1.2886 |
1.2857 |
-0.0029 |
-0.2% |
1.2783 |
| Close |
1.2933 |
1.2940 |
0.0007 |
0.1% |
1.2887 |
| Range |
0.0060 |
0.0085 |
0.0025 |
41.7% |
0.0145 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.3% |
0.0000 |
| Volume |
89,841 |
105,712 |
15,871 |
17.7% |
401,032 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3168 |
1.3139 |
1.2987 |
|
| R3 |
1.3083 |
1.3054 |
1.2963 |
|
| R2 |
1.2998 |
1.2998 |
1.2956 |
|
| R1 |
1.2969 |
1.2969 |
1.2948 |
1.2984 |
| PP |
1.2913 |
1.2913 |
1.2913 |
1.2920 |
| S1 |
1.2884 |
1.2884 |
1.2932 |
1.2899 |
| S2 |
1.2828 |
1.2828 |
1.2924 |
|
| S3 |
1.2743 |
1.2799 |
1.2917 |
|
| S4 |
1.2658 |
1.2714 |
1.2893 |
|
|
| 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 |
1.2803 |
0.0185 |
1.4% |
0.0078 |
0.6% |
74% |
False |
False |
86,144 |
| 10 |
1.2988 |
1.2783 |
0.0205 |
1.6% |
0.0076 |
0.6% |
77% |
False |
False |
85,121 |
| 20 |
1.3183 |
1.2783 |
0.0400 |
3.1% |
0.0079 |
0.6% |
39% |
False |
False |
89,760 |
| 40 |
1.3287 |
1.2783 |
0.0504 |
3.9% |
0.0087 |
0.7% |
31% |
False |
False |
95,226 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
48% |
False |
False |
93,524 |
| 80 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0091 |
0.7% |
48% |
False |
False |
70,608 |
| 100 |
1.3287 |
1.2459 |
0.0828 |
6.4% |
0.0090 |
0.7% |
58% |
False |
False |
56,522 |
| 120 |
1.3287 |
1.2177 |
0.1110 |
8.6% |
0.0091 |
0.7% |
69% |
False |
False |
47,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3303 |
|
2.618 |
1.3165 |
|
1.618 |
1.3080 |
|
1.000 |
1.3027 |
|
0.618 |
1.2995 |
|
HIGH |
1.2942 |
|
0.618 |
1.2910 |
|
0.500 |
1.2900 |
|
0.382 |
1.2889 |
|
LOW |
1.2857 |
|
0.618 |
1.2804 |
|
1.000 |
1.2772 |
|
1.618 |
1.2719 |
|
2.618 |
1.2634 |
|
4.250 |
1.2496 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.2934 |
| PP |
1.2913 |
1.2928 |
| S1 |
1.2900 |
1.2923 |
|