CME British Pound Future December 2017
Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.2952 |
1.2855 |
-0.0097 |
-0.7% |
1.3068 |
High |
1.2960 |
1.2881 |
-0.0079 |
-0.6% |
1.3075 |
Low |
1.2860 |
1.2829 |
-0.0031 |
-0.2% |
1.2883 |
Close |
1.2878 |
1.2854 |
-0.0024 |
-0.2% |
1.2927 |
Range |
0.0100 |
0.0052 |
-0.0048 |
-48.0% |
0.0192 |
ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
455 |
337 |
-118 |
-25.9% |
2,893 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3011 |
1.2984 |
1.2883 |
|
R3 |
1.2959 |
1.2932 |
1.2868 |
|
R2 |
1.2907 |
1.2907 |
1.2864 |
|
R1 |
1.2880 |
1.2880 |
1.2859 |
1.2868 |
PP |
1.2855 |
1.2855 |
1.2855 |
1.2848 |
S1 |
1.2828 |
1.2828 |
1.2849 |
1.2816 |
S2 |
1.2803 |
1.2803 |
1.2844 |
|
S3 |
1.2751 |
1.2776 |
1.2840 |
|
S4 |
1.2699 |
1.2724 |
1.2825 |
|
|
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 |
1.2829 |
0.0138 |
1.1% |
0.0071 |
0.5% |
18% |
False |
True |
671 |
10 |
1.3085 |
1.2829 |
0.0256 |
2.0% |
0.0075 |
0.6% |
10% |
False |
True |
557 |
20 |
1.3323 |
1.2829 |
0.0494 |
3.8% |
0.0083 |
0.6% |
5% |
False |
True |
353 |
40 |
1.3323 |
1.2829 |
0.0494 |
3.8% |
0.0085 |
0.7% |
5% |
False |
True |
239 |
60 |
1.3323 |
1.2663 |
0.0660 |
5.1% |
0.0087 |
0.7% |
29% |
False |
False |
206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3102 |
2.618 |
1.3017 |
1.618 |
1.2965 |
1.000 |
1.2933 |
0.618 |
1.2913 |
HIGH |
1.2881 |
0.618 |
1.2861 |
0.500 |
1.2855 |
0.382 |
1.2849 |
LOW |
1.2829 |
0.618 |
1.2797 |
1.000 |
1.2777 |
1.618 |
1.2745 |
2.618 |
1.2693 |
4.250 |
1.2608 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2855 |
1.2897 |
PP |
1.2855 |
1.2883 |
S1 |
1.2854 |
1.2868 |
|