CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2923 |
1.2952 |
0.0029 |
0.2% |
1.3068 |
| High |
1.2965 |
1.2960 |
-0.0005 |
0.0% |
1.3075 |
| Low |
1.2901 |
1.2860 |
-0.0041 |
-0.3% |
1.2883 |
| Close |
1.2950 |
1.2878 |
-0.0072 |
-0.6% |
1.2927 |
| Range |
0.0064 |
0.0100 |
0.0036 |
56.3% |
0.0192 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,562 |
455 |
-1,107 |
-70.9% |
2,893 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3199 |
1.3139 |
1.2933 |
|
| R3 |
1.3099 |
1.3039 |
1.2906 |
|
| R2 |
1.2999 |
1.2999 |
1.2896 |
|
| R1 |
1.2939 |
1.2939 |
1.2887 |
1.2919 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2890 |
| S1 |
1.2839 |
1.2839 |
1.2869 |
1.2819 |
| S2 |
1.2799 |
1.2799 |
1.2860 |
|
| S3 |
1.2699 |
1.2739 |
1.2851 |
|
| S4 |
1.2599 |
1.2639 |
1.2823 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3538 |
1.3424 |
1.3033 |
|
| R3 |
1.3346 |
1.3232 |
1.2980 |
|
| R2 |
1.3154 |
1.3154 |
1.2962 |
|
| R1 |
1.3040 |
1.3040 |
1.2945 |
1.3001 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2942 |
| S1 |
1.2848 |
1.2848 |
1.2909 |
1.2809 |
| S2 |
1.2770 |
1.2770 |
1.2892 |
|
| S3 |
1.2578 |
1.2656 |
1.2874 |
|
| S4 |
1.2386 |
1.2464 |
1.2821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2967 |
1.2860 |
0.0107 |
0.8% |
0.0072 |
0.6% |
17% |
False |
True |
689 |
| 10 |
1.3085 |
1.2860 |
0.0225 |
1.7% |
0.0075 |
0.6% |
8% |
False |
True |
532 |
| 20 |
1.3323 |
1.2860 |
0.0463 |
3.6% |
0.0087 |
0.7% |
4% |
False |
True |
342 |
| 40 |
1.3323 |
1.2786 |
0.0537 |
4.2% |
0.0087 |
0.7% |
17% |
False |
False |
234 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0088 |
0.7% |
33% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3385 |
|
2.618 |
1.3222 |
|
1.618 |
1.3122 |
|
1.000 |
1.3060 |
|
0.618 |
1.3022 |
|
HIGH |
1.2960 |
|
0.618 |
1.2922 |
|
0.500 |
1.2910 |
|
0.382 |
1.2898 |
|
LOW |
1.2860 |
|
0.618 |
1.2798 |
|
1.000 |
1.2760 |
|
1.618 |
1.2698 |
|
2.618 |
1.2598 |
|
4.250 |
1.2435 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2914 |
| PP |
1.2899 |
1.2902 |
| S1 |
1.2889 |
1.2890 |
|