CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3172 |
1.3290 |
0.0118 |
0.9% |
1.2970 |
| High |
1.3301 |
1.3331 |
0.0030 |
0.2% |
1.3227 |
| Low |
1.3163 |
1.3186 |
0.0023 |
0.2% |
1.2913 |
| Close |
1.3297 |
1.3199 |
-0.0098 |
-0.7% |
1.3203 |
| Range |
0.0138 |
0.0145 |
0.0007 |
5.1% |
0.0314 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.4% |
0.0000 |
| Volume |
190,505 |
195,512 |
5,007 |
2.6% |
498,617 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3581 |
1.3279 |
|
| R3 |
1.3529 |
1.3436 |
1.3239 |
|
| R2 |
1.3384 |
1.3384 |
1.3226 |
|
| R1 |
1.3291 |
1.3291 |
1.3212 |
1.3265 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3226 |
| S1 |
1.3146 |
1.3146 |
1.3186 |
1.3120 |
| S2 |
1.3094 |
1.3094 |
1.3172 |
|
| S3 |
1.2949 |
1.3001 |
1.3159 |
|
| S4 |
1.2804 |
1.2856 |
1.3119 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4056 |
1.3944 |
1.3376 |
|
| R3 |
1.3742 |
1.3630 |
1.3289 |
|
| R2 |
1.3428 |
1.3428 |
1.3261 |
|
| R1 |
1.3316 |
1.3316 |
1.3232 |
1.3372 |
| PP |
1.3114 |
1.3114 |
1.3114 |
1.3143 |
| S1 |
1.3002 |
1.3002 |
1.3174 |
1.3058 |
| S2 |
1.2800 |
1.2800 |
1.3145 |
|
| S3 |
1.2486 |
1.2688 |
1.3117 |
|
| S4 |
1.2172 |
1.2374 |
1.3030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3331 |
1.3037 |
0.0294 |
2.2% |
0.0111 |
0.8% |
55% |
True |
False |
153,088 |
| 10 |
1.3331 |
1.2857 |
0.0474 |
3.6% |
0.0099 |
0.8% |
72% |
True |
False |
131,095 |
| 20 |
1.3331 |
1.2783 |
0.0548 |
4.2% |
0.0086 |
0.7% |
76% |
True |
False |
108,831 |
| 40 |
1.3331 |
1.2783 |
0.0548 |
4.2% |
0.0088 |
0.7% |
76% |
True |
False |
102,735 |
| 60 |
1.3331 |
1.2625 |
0.0706 |
5.3% |
0.0091 |
0.7% |
81% |
True |
False |
103,849 |
| 80 |
1.3331 |
1.2625 |
0.0706 |
5.3% |
0.0093 |
0.7% |
81% |
True |
False |
84,518 |
| 100 |
1.3331 |
1.2625 |
0.0706 |
5.3% |
0.0089 |
0.7% |
81% |
True |
False |
67,666 |
| 120 |
1.3331 |
1.2420 |
0.0911 |
6.9% |
0.0091 |
0.7% |
86% |
True |
False |
56,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3947 |
|
2.618 |
1.3711 |
|
1.618 |
1.3566 |
|
1.000 |
1.3476 |
|
0.618 |
1.3421 |
|
HIGH |
1.3331 |
|
0.618 |
1.3276 |
|
0.500 |
1.3259 |
|
0.382 |
1.3241 |
|
LOW |
1.3186 |
|
0.618 |
1.3096 |
|
1.000 |
1.3041 |
|
1.618 |
1.2951 |
|
2.618 |
1.2806 |
|
4.250 |
1.2570 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3259 |
1.3247 |
| PP |
1.3239 |
1.3231 |
| S1 |
1.3219 |
1.3215 |
|