CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3625 |
1.3534 |
-0.0091 |
-0.7% |
1.3234 |
| High |
1.3655 |
1.3588 |
-0.0067 |
-0.5% |
1.3652 |
| Low |
1.3501 |
1.3506 |
0.0005 |
0.0% |
1.3188 |
| Close |
1.3526 |
1.3560 |
0.0034 |
0.3% |
1.3608 |
| Range |
0.0154 |
0.0082 |
-0.0072 |
-46.8% |
0.0464 |
| ATR |
0.0116 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
156,007 |
136,627 |
-19,380 |
-12.4% |
562,860 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3797 |
1.3761 |
1.3605 |
|
| R3 |
1.3715 |
1.3679 |
1.3583 |
|
| R2 |
1.3633 |
1.3633 |
1.3575 |
|
| R1 |
1.3597 |
1.3597 |
1.3568 |
1.3615 |
| PP |
1.3551 |
1.3551 |
1.3551 |
1.3561 |
| S1 |
1.3515 |
1.3515 |
1.3552 |
1.3533 |
| S2 |
1.3469 |
1.3469 |
1.3545 |
|
| S3 |
1.3387 |
1.3433 |
1.3537 |
|
| S4 |
1.3305 |
1.3351 |
1.3515 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4875 |
1.4705 |
1.3863 |
|
| R3 |
1.4411 |
1.4241 |
1.3736 |
|
| R2 |
1.3947 |
1.3947 |
1.3693 |
|
| R1 |
1.3777 |
1.3777 |
1.3651 |
1.3862 |
| PP |
1.3483 |
1.3483 |
1.3483 |
1.3525 |
| S1 |
1.3313 |
1.3313 |
1.3565 |
1.3398 |
| S2 |
1.3019 |
1.3019 |
1.3523 |
|
| S3 |
1.2555 |
1.2849 |
1.3480 |
|
| S4 |
1.2091 |
1.2385 |
1.3353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3655 |
1.3188 |
0.0467 |
3.4% |
0.0174 |
1.3% |
80% |
False |
False |
147,337 |
| 10 |
1.3655 |
1.3062 |
0.0593 |
4.4% |
0.0134 |
1.0% |
84% |
False |
False |
89,156 |
| 20 |
1.3655 |
1.2822 |
0.0833 |
6.1% |
0.0107 |
0.8% |
89% |
False |
False |
45,079 |
| 40 |
1.3655 |
1.2822 |
0.0833 |
6.1% |
0.0096 |
0.7% |
89% |
False |
False |
22,701 |
| 60 |
1.3655 |
1.2776 |
0.0879 |
6.5% |
0.0093 |
0.7% |
89% |
False |
False |
15,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3937 |
|
2.618 |
1.3803 |
|
1.618 |
1.3721 |
|
1.000 |
1.3670 |
|
0.618 |
1.3639 |
|
HIGH |
1.3588 |
|
0.618 |
1.3557 |
|
0.500 |
1.3547 |
|
0.382 |
1.3537 |
|
LOW |
1.3506 |
|
0.618 |
1.3455 |
|
1.000 |
1.3424 |
|
1.618 |
1.3373 |
|
2.618 |
1.3291 |
|
4.250 |
1.3158 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3556 |
1.3552 |
| PP |
1.3551 |
1.3544 |
| S1 |
1.3547 |
1.3537 |
|