CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3208 |
1.3397 |
0.0189 |
1.4% |
1.3195 |
| High |
1.3408 |
1.3616 |
0.0208 |
1.6% |
1.3616 |
| Low |
1.3150 |
1.3383 |
0.0233 |
1.8% |
1.3150 |
| Close |
1.3399 |
1.3573 |
0.0174 |
1.3% |
1.3573 |
| Range |
0.0258 |
0.0233 |
-0.0025 |
-9.7% |
0.0466 |
| ATR |
0.0106 |
0.0115 |
0.0009 |
8.6% |
0.0000 |
| Volume |
207,275 |
43,347 |
-163,928 |
-79.1% |
761,830 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4223 |
1.4131 |
1.3701 |
|
| R3 |
1.3990 |
1.3898 |
1.3637 |
|
| R2 |
1.3757 |
1.3757 |
1.3616 |
|
| R1 |
1.3665 |
1.3665 |
1.3594 |
1.3711 |
| PP |
1.3524 |
1.3524 |
1.3524 |
1.3547 |
| S1 |
1.3432 |
1.3432 |
1.3552 |
1.3478 |
| S2 |
1.3291 |
1.3291 |
1.3530 |
|
| S3 |
1.3058 |
1.3199 |
1.3509 |
|
| S4 |
1.2825 |
1.2966 |
1.3445 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4844 |
1.4675 |
1.3829 |
|
| R3 |
1.4378 |
1.4209 |
1.3701 |
|
| R2 |
1.3912 |
1.3912 |
1.3658 |
|
| R1 |
1.3743 |
1.3743 |
1.3616 |
1.3828 |
| PP |
1.3446 |
1.3446 |
1.3446 |
1.3489 |
| S1 |
1.3277 |
1.3277 |
1.3530 |
1.3362 |
| S2 |
1.2980 |
1.2980 |
1.3488 |
|
| S3 |
1.2514 |
1.2811 |
1.3445 |
|
| S4 |
1.2048 |
1.2345 |
1.3317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3616 |
1.3150 |
0.0466 |
3.4% |
0.0167 |
1.2% |
91% |
True |
False |
152,366 |
| 10 |
1.3616 |
1.2911 |
0.0705 |
5.2% |
0.0134 |
1.0% |
94% |
True |
False |
136,602 |
| 20 |
1.3616 |
1.2783 |
0.0833 |
6.1% |
0.0105 |
0.8% |
95% |
True |
False |
110,862 |
| 40 |
1.3616 |
1.2783 |
0.0833 |
6.1% |
0.0097 |
0.7% |
95% |
True |
False |
103,790 |
| 60 |
1.3616 |
1.2687 |
0.0929 |
6.8% |
0.0095 |
0.7% |
95% |
True |
False |
103,556 |
| 80 |
1.3616 |
1.2625 |
0.0991 |
7.3% |
0.0097 |
0.7% |
96% |
True |
False |
87,642 |
| 100 |
1.3616 |
1.2625 |
0.0991 |
7.3% |
0.0093 |
0.7% |
96% |
True |
False |
70,169 |
| 120 |
1.3616 |
1.2420 |
0.1196 |
8.8% |
0.0094 |
0.7% |
96% |
True |
False |
58,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4606 |
|
2.618 |
1.4226 |
|
1.618 |
1.3993 |
|
1.000 |
1.3849 |
|
0.618 |
1.3760 |
|
HIGH |
1.3616 |
|
0.618 |
1.3527 |
|
0.500 |
1.3500 |
|
0.382 |
1.3472 |
|
LOW |
1.3383 |
|
0.618 |
1.3239 |
|
1.000 |
1.3150 |
|
1.618 |
1.3006 |
|
2.618 |
1.2773 |
|
4.250 |
1.2393 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3549 |
1.3510 |
| PP |
1.3524 |
1.3446 |
| S1 |
1.3500 |
1.3383 |
|