CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3397 |
1.3590 |
0.0193 |
1.4% |
1.3195 |
| High |
1.3616 |
1.3618 |
0.0002 |
0.0% |
1.3616 |
| Low |
1.3383 |
1.3534 |
0.0151 |
1.1% |
1.3150 |
| Close |
1.3573 |
1.3563 |
-0.0010 |
-0.1% |
1.3573 |
| Range |
0.0233 |
0.0084 |
-0.0149 |
-63.9% |
0.0466 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
43,347 |
3,641 |
-39,706 |
-91.6% |
761,830 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3824 |
1.3777 |
1.3609 |
|
| R3 |
1.3740 |
1.3693 |
1.3586 |
|
| R2 |
1.3656 |
1.3656 |
1.3578 |
|
| R1 |
1.3609 |
1.3609 |
1.3571 |
1.3591 |
| PP |
1.3572 |
1.3572 |
1.3572 |
1.3562 |
| S1 |
1.3525 |
1.3525 |
1.3555 |
1.3507 |
| S2 |
1.3488 |
1.3488 |
1.3548 |
|
| S3 |
1.3404 |
1.3441 |
1.3540 |
|
| S4 |
1.3320 |
1.3357 |
1.3517 |
|
|
| 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 |
1.3618 |
1.3150 |
0.0468 |
3.5% |
0.0172 |
1.3% |
88% |
True |
False |
128,056 |
| 10 |
1.3618 |
1.2913 |
0.0705 |
5.2% |
0.0133 |
1.0% |
92% |
True |
False |
126,408 |
| 20 |
1.3618 |
1.2783 |
0.0835 |
6.2% |
0.0105 |
0.8% |
93% |
True |
False |
106,003 |
| 40 |
1.3618 |
1.2783 |
0.0835 |
6.2% |
0.0097 |
0.7% |
93% |
True |
False |
101,580 |
| 60 |
1.3618 |
1.2709 |
0.0909 |
6.7% |
0.0096 |
0.7% |
94% |
True |
False |
102,510 |
| 80 |
1.3618 |
1.2625 |
0.0993 |
7.3% |
0.0097 |
0.7% |
94% |
True |
False |
87,685 |
| 100 |
1.3618 |
1.2625 |
0.0993 |
7.3% |
0.0093 |
0.7% |
94% |
True |
False |
70,203 |
| 120 |
1.3618 |
1.2420 |
0.1198 |
8.8% |
0.0094 |
0.7% |
95% |
True |
False |
58,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3975 |
|
2.618 |
1.3838 |
|
1.618 |
1.3754 |
|
1.000 |
1.3702 |
|
0.618 |
1.3670 |
|
HIGH |
1.3618 |
|
0.618 |
1.3586 |
|
0.500 |
1.3576 |
|
0.382 |
1.3566 |
|
LOW |
1.3534 |
|
0.618 |
1.3482 |
|
1.000 |
1.3450 |
|
1.618 |
1.3398 |
|
2.618 |
1.3314 |
|
4.250 |
1.3177 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3576 |
1.3503 |
| PP |
1.3572 |
1.3444 |
| S1 |
1.3567 |
1.3384 |
|