CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3534 |
1.3548 |
0.0014 |
0.1% |
1.3234 |
| High |
1.3588 |
1.3695 |
0.0107 |
0.8% |
1.3652 |
| Low |
1.3506 |
1.3487 |
-0.0019 |
-0.1% |
1.3188 |
| Close |
1.3560 |
1.3519 |
-0.0041 |
-0.3% |
1.3608 |
| Range |
0.0082 |
0.0208 |
0.0126 |
153.7% |
0.0464 |
| ATR |
0.0113 |
0.0120 |
0.0007 |
6.0% |
0.0000 |
| Volume |
136,627 |
176,871 |
40,244 |
29.5% |
562,860 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4191 |
1.4063 |
1.3633 |
|
| R3 |
1.3983 |
1.3855 |
1.3576 |
|
| R2 |
1.3775 |
1.3775 |
1.3557 |
|
| R1 |
1.3647 |
1.3647 |
1.3538 |
1.3607 |
| PP |
1.3567 |
1.3567 |
1.3567 |
1.3547 |
| S1 |
1.3439 |
1.3439 |
1.3500 |
1.3399 |
| S2 |
1.3359 |
1.3359 |
1.3481 |
|
| S3 |
1.3151 |
1.3231 |
1.3462 |
|
| S4 |
1.2943 |
1.3023 |
1.3405 |
|
|
| 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 |
1.3695 |
1.3188 |
0.0507 |
3.8% |
0.0187 |
1.4% |
65% |
True |
False |
162,441 |
| 10 |
1.3695 |
1.3075 |
0.0620 |
4.6% |
0.0149 |
1.1% |
72% |
True |
False |
105,753 |
| 20 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0113 |
0.8% |
80% |
True |
False |
53,900 |
| 40 |
1.3695 |
1.2822 |
0.0873 |
6.5% |
0.0100 |
0.7% |
80% |
True |
False |
27,121 |
| 60 |
1.3695 |
1.2786 |
0.0909 |
6.7% |
0.0095 |
0.7% |
81% |
True |
False |
18,123 |
| 80 |
1.3695 |
1.2663 |
0.1032 |
7.6% |
0.0094 |
0.7% |
83% |
True |
False |
13,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4579 |
|
2.618 |
1.4240 |
|
1.618 |
1.4032 |
|
1.000 |
1.3903 |
|
0.618 |
1.3824 |
|
HIGH |
1.3695 |
|
0.618 |
1.3616 |
|
0.500 |
1.3591 |
|
0.382 |
1.3566 |
|
LOW |
1.3487 |
|
0.618 |
1.3358 |
|
1.000 |
1.3279 |
|
1.618 |
1.3150 |
|
2.618 |
1.2942 |
|
4.250 |
1.2603 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3591 |
1.3591 |
| PP |
1.3567 |
1.3567 |
| S1 |
1.3543 |
1.3543 |
|