CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2772 |
1.2662 |
-0.0110 |
-0.9% |
1.2771 |
| High |
1.2795 |
1.2746 |
-0.0049 |
-0.4% |
1.2856 |
| Low |
1.2639 |
1.2625 |
-0.0014 |
-0.1% |
1.2676 |
| Close |
1.2664 |
1.2702 |
0.0038 |
0.3% |
1.2817 |
| Range |
0.0156 |
0.0121 |
-0.0035 |
-22.4% |
0.0180 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.1% |
0.0000 |
| Volume |
145,264 |
122,943 |
-22,321 |
-15.4% |
369,877 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.2999 |
1.2769 |
|
| R3 |
1.2933 |
1.2878 |
1.2735 |
|
| R2 |
1.2812 |
1.2812 |
1.2724 |
|
| R1 |
1.2757 |
1.2757 |
1.2713 |
1.2785 |
| PP |
1.2691 |
1.2691 |
1.2691 |
1.2705 |
| S1 |
1.2636 |
1.2636 |
1.2691 |
1.2664 |
| S2 |
1.2570 |
1.2570 |
1.2680 |
|
| S3 |
1.2449 |
1.2515 |
1.2669 |
|
| S4 |
1.2328 |
1.2394 |
1.2635 |
|
|
| 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 |
1.2851 |
1.2625 |
0.0226 |
1.8% |
0.0106 |
0.8% |
34% |
False |
True |
105,513 |
| 10 |
1.3017 |
1.2625 |
0.0392 |
3.1% |
0.0113 |
0.9% |
20% |
False |
True |
76,410 |
| 20 |
1.3057 |
1.2625 |
0.0432 |
3.4% |
0.0104 |
0.8% |
18% |
False |
True |
39,900 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.7% |
0.0091 |
0.7% |
16% |
False |
True |
20,089 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.3% |
0.0093 |
0.7% |
42% |
False |
False |
13,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3260 |
|
2.618 |
1.3063 |
|
1.618 |
1.2942 |
|
1.000 |
1.2867 |
|
0.618 |
1.2821 |
|
HIGH |
1.2746 |
|
0.618 |
1.2700 |
|
0.500 |
1.2686 |
|
0.382 |
1.2671 |
|
LOW |
1.2625 |
|
0.618 |
1.2550 |
|
1.000 |
1.2504 |
|
1.618 |
1.2429 |
|
2.618 |
1.2308 |
|
4.250 |
1.2111 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2697 |
1.2738 |
| PP |
1.2691 |
1.2726 |
| S1 |
1.2686 |
1.2714 |
|