CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3140 |
1.3234 |
0.0094 |
0.7% |
1.2996 |
| High |
1.3265 |
1.3262 |
-0.0003 |
0.0% |
1.3265 |
| Low |
1.3136 |
1.3200 |
0.0064 |
0.5% |
1.2953 |
| Close |
1.3240 |
1.3214 |
-0.0026 |
-0.2% |
1.3240 |
| Range |
0.0129 |
0.0062 |
-0.0067 |
-51.9% |
0.0312 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
21,721 |
50,727 |
29,006 |
133.5% |
37,829 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3411 |
1.3375 |
1.3248 |
|
| R3 |
1.3349 |
1.3313 |
1.3231 |
|
| R2 |
1.3287 |
1.3287 |
1.3225 |
|
| R1 |
1.3251 |
1.3251 |
1.3220 |
1.3238 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3219 |
| S1 |
1.3189 |
1.3189 |
1.3208 |
1.3176 |
| S2 |
1.3163 |
1.3163 |
1.3203 |
|
| S3 |
1.3101 |
1.3127 |
1.3197 |
|
| S4 |
1.3039 |
1.3065 |
1.3180 |
|
|
| 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 |
1.2953 |
0.0312 |
2.4% |
0.0094 |
0.7% |
84% |
False |
False |
17,711 |
| 10 |
1.3265 |
1.2896 |
0.0369 |
2.8% |
0.0083 |
0.6% |
86% |
False |
False |
9,457 |
| 20 |
1.3265 |
1.2822 |
0.0443 |
3.4% |
0.0079 |
0.6% |
88% |
False |
False |
5,063 |
| 40 |
1.3323 |
1.2822 |
0.0501 |
3.8% |
0.0082 |
0.6% |
78% |
False |
False |
2,600 |
| 60 |
1.3323 |
1.2663 |
0.0660 |
5.0% |
0.0084 |
0.6% |
83% |
False |
False |
1,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3526 |
|
2.618 |
1.3424 |
|
1.618 |
1.3362 |
|
1.000 |
1.3324 |
|
0.618 |
1.3300 |
|
HIGH |
1.3262 |
|
0.618 |
1.3238 |
|
0.500 |
1.3231 |
|
0.382 |
1.3224 |
|
LOW |
1.3200 |
|
0.618 |
1.3162 |
|
1.000 |
1.3138 |
|
1.618 |
1.3100 |
|
2.618 |
1.3038 |
|
4.250 |
1.2937 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3231 |
1.3199 |
| PP |
1.3225 |
1.3185 |
| S1 |
1.3220 |
1.3170 |
|