CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2799 |
1.2772 |
-0.0027 |
-0.2% |
1.2771 |
| High |
1.2851 |
1.2795 |
-0.0056 |
-0.4% |
1.2856 |
| Low |
1.2760 |
1.2639 |
-0.0121 |
-0.9% |
1.2676 |
| Close |
1.2766 |
1.2664 |
-0.0102 |
-0.8% |
1.2817 |
| Range |
0.0091 |
0.0156 |
0.0065 |
71.4% |
0.0180 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
3.9% |
0.0000 |
| Volume |
88,802 |
145,264 |
56,462 |
63.6% |
369,877 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3167 |
1.3072 |
1.2750 |
|
| R3 |
1.3011 |
1.2916 |
1.2707 |
|
| R2 |
1.2855 |
1.2855 |
1.2693 |
|
| R1 |
1.2760 |
1.2760 |
1.2678 |
1.2730 |
| PP |
1.2699 |
1.2699 |
1.2699 |
1.2684 |
| S1 |
1.2604 |
1.2604 |
1.2650 |
1.2574 |
| S2 |
1.2543 |
1.2543 |
1.2635 |
|
| S3 |
1.2387 |
1.2448 |
1.2621 |
|
| S4 |
1.2231 |
1.2292 |
1.2578 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3250 |
1.2916 |
|
| R3 |
1.3143 |
1.3070 |
1.2867 |
|
| R2 |
1.2963 |
1.2963 |
1.2850 |
|
| R1 |
1.2890 |
1.2890 |
1.2834 |
1.2927 |
| PP |
1.2783 |
1.2783 |
1.2783 |
1.2801 |
| S1 |
1.2710 |
1.2710 |
1.2801 |
1.2747 |
| S2 |
1.2603 |
1.2603 |
1.2784 |
|
| S3 |
1.2423 |
1.2530 |
1.2768 |
|
| S4 |
1.2243 |
1.2350 |
1.2718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2856 |
1.2639 |
0.0217 |
1.7% |
0.0101 |
0.8% |
12% |
False |
True |
102,952 |
| 10 |
1.3018 |
1.2639 |
0.0379 |
3.0% |
0.0110 |
0.9% |
7% |
False |
True |
66,065 |
| 20 |
1.3078 |
1.2639 |
0.0439 |
3.5% |
0.0102 |
0.8% |
6% |
False |
True |
33,772 |
| 40 |
1.3092 |
1.2639 |
0.0453 |
3.6% |
0.0089 |
0.7% |
6% |
False |
True |
17,018 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.3% |
0.0093 |
0.7% |
36% |
False |
False |
11,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3458 |
|
2.618 |
1.3203 |
|
1.618 |
1.3047 |
|
1.000 |
1.2951 |
|
0.618 |
1.2891 |
|
HIGH |
1.2795 |
|
0.618 |
1.2735 |
|
0.500 |
1.2717 |
|
0.382 |
1.2699 |
|
LOW |
1.2639 |
|
0.618 |
1.2543 |
|
1.000 |
1.2483 |
|
1.618 |
1.2387 |
|
2.618 |
1.2231 |
|
4.250 |
1.1976 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2717 |
1.2745 |
| PP |
1.2699 |
1.2718 |
| S1 |
1.2682 |
1.2691 |
|