CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.3140 |
0.0054 |
0.4% |
1.2996 |
| High |
1.3157 |
1.3265 |
0.0108 |
0.8% |
1.3265 |
| Low |
1.3075 |
1.3136 |
0.0061 |
0.5% |
1.2953 |
| Close |
1.3125 |
1.3240 |
0.0115 |
0.9% |
1.3240 |
| Range |
0.0082 |
0.0129 |
0.0047 |
57.3% |
0.0312 |
| ATR |
0.0081 |
0.0085 |
0.0004 |
5.2% |
0.0000 |
| Volume |
3,446 |
21,721 |
18,275 |
530.3% |
37,829 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3601 |
1.3549 |
1.3311 |
|
| R3 |
1.3472 |
1.3420 |
1.3275 |
|
| R2 |
1.3343 |
1.3343 |
1.3264 |
|
| R1 |
1.3291 |
1.3291 |
1.3252 |
1.3317 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3227 |
| S1 |
1.3162 |
1.3162 |
1.3228 |
1.3188 |
| S2 |
1.3085 |
1.3085 |
1.3216 |
|
| S3 |
1.2956 |
1.3033 |
1.3205 |
|
| S4 |
1.2827 |
1.2904 |
1.3169 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4089 |
1.3976 |
1.3412 |
|
| R3 |
1.3777 |
1.3664 |
1.3326 |
|
| R2 |
1.3465 |
1.3465 |
1.3297 |
|
| R1 |
1.3352 |
1.3352 |
1.3269 |
1.3409 |
| PP |
1.3153 |
1.3153 |
1.3153 |
1.3181 |
| S1 |
1.3040 |
1.3040 |
1.3211 |
1.3097 |
| S2 |
1.2841 |
1.2841 |
1.3183 |
|
| S3 |
1.2529 |
1.2728 |
1.3154 |
|
| S4 |
1.2217 |
1.2416 |
1.3068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3265 |
1.2951 |
0.0314 |
2.4% |
0.0099 |
0.8% |
92% |
True |
False |
7,896 |
| 10 |
1.3265 |
1.2842 |
0.0423 |
3.2% |
0.0086 |
0.6% |
94% |
True |
False |
4,405 |
| 20 |
1.3265 |
1.2822 |
0.0443 |
3.3% |
0.0080 |
0.6% |
94% |
True |
False |
2,538 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.8% |
0.0085 |
0.6% |
83% |
False |
False |
1,335 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.0% |
0.0085 |
0.6% |
87% |
False |
False |
940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3813 |
|
2.618 |
1.3603 |
|
1.618 |
1.3474 |
|
1.000 |
1.3394 |
|
0.618 |
1.3345 |
|
HIGH |
1.3265 |
|
0.618 |
1.3216 |
|
0.500 |
1.3201 |
|
0.382 |
1.3185 |
|
LOW |
1.3136 |
|
0.618 |
1.3056 |
|
1.000 |
1.3007 |
|
1.618 |
1.2927 |
|
2.618 |
1.2798 |
|
4.250 |
1.2588 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3215 |
| PP |
1.3214 |
1.3189 |
| S1 |
1.3201 |
1.3164 |
|