CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2708 |
1.2713 |
0.0005 |
0.0% |
1.2799 |
| High |
1.2725 |
1.2778 |
0.0053 |
0.4% |
1.2851 |
| Low |
1.2687 |
1.2709 |
0.0022 |
0.2% |
1.2625 |
| Close |
1.2703 |
1.2756 |
0.0053 |
0.4% |
1.2756 |
| Range |
0.0038 |
0.0069 |
0.0031 |
81.6% |
0.0226 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
66,366 |
86,075 |
19,709 |
29.7% |
509,450 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2955 |
1.2924 |
1.2794 |
|
| R3 |
1.2886 |
1.2855 |
1.2775 |
|
| R2 |
1.2817 |
1.2817 |
1.2769 |
|
| R1 |
1.2786 |
1.2786 |
1.2762 |
1.2802 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2755 |
| S1 |
1.2717 |
1.2717 |
1.2750 |
1.2733 |
| S2 |
1.2679 |
1.2679 |
1.2743 |
|
| S3 |
1.2610 |
1.2648 |
1.2737 |
|
| S4 |
1.2541 |
1.2579 |
1.2718 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3315 |
1.2880 |
|
| R3 |
1.3196 |
1.3089 |
1.2818 |
|
| R2 |
1.2970 |
1.2970 |
1.2797 |
|
| R1 |
1.2863 |
1.2863 |
1.2777 |
1.2804 |
| PP |
1.2744 |
1.2744 |
1.2744 |
1.2714 |
| S1 |
1.2637 |
1.2637 |
1.2735 |
1.2578 |
| S2 |
1.2518 |
1.2518 |
1.2715 |
|
| S3 |
1.2292 |
1.2411 |
1.2694 |
|
| S4 |
1.2066 |
1.2185 |
1.2632 |
|
|
| 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% |
0.0095 |
0.7% |
58% |
False |
False |
101,890 |
| 10 |
1.2856 |
1.2625 |
0.0231 |
1.8% |
0.0098 |
0.8% |
57% |
False |
False |
87,932 |
| 20 |
1.3018 |
1.2625 |
0.0393 |
3.1% |
0.0102 |
0.8% |
33% |
False |
False |
47,482 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.7% |
0.0090 |
0.7% |
28% |
False |
False |
23,888 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.3% |
0.0091 |
0.7% |
50% |
False |
False |
15,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3071 |
|
2.618 |
1.2959 |
|
1.618 |
1.2890 |
|
1.000 |
1.2847 |
|
0.618 |
1.2821 |
|
HIGH |
1.2778 |
|
0.618 |
1.2752 |
|
0.500 |
1.2744 |
|
0.382 |
1.2735 |
|
LOW |
1.2709 |
|
0.618 |
1.2666 |
|
1.000 |
1.2640 |
|
1.618 |
1.2597 |
|
2.618 |
1.2528 |
|
4.250 |
1.2416 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2752 |
1.2738 |
| PP |
1.2748 |
1.2720 |
| S1 |
1.2744 |
1.2702 |
|