CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2961 |
1.3036 |
0.0075 |
0.6% |
1.2774 |
| High |
1.3047 |
1.3061 |
0.0014 |
0.1% |
1.3061 |
| Low |
1.2959 |
1.2975 |
0.0016 |
0.1% |
1.2740 |
| Close |
1.3023 |
1.3045 |
0.0022 |
0.2% |
1.3045 |
| Range |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0321 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
129,534 |
109,788 |
-19,746 |
-15.2% |
602,488 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3285 |
1.3251 |
1.3092 |
|
| R3 |
1.3199 |
1.3165 |
1.3069 |
|
| R2 |
1.3113 |
1.3113 |
1.3061 |
|
| R1 |
1.3079 |
1.3079 |
1.3053 |
1.3096 |
| PP |
1.3027 |
1.3027 |
1.3027 |
1.3036 |
| S1 |
1.2993 |
1.2993 |
1.3037 |
1.3010 |
| S2 |
1.2941 |
1.2941 |
1.3029 |
|
| S3 |
1.2855 |
1.2907 |
1.3021 |
|
| S4 |
1.2769 |
1.2821 |
1.2998 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3912 |
1.3799 |
1.3222 |
|
| R3 |
1.3591 |
1.3478 |
1.3133 |
|
| R2 |
1.3270 |
1.3270 |
1.3104 |
|
| R1 |
1.3157 |
1.3157 |
1.3074 |
1.3214 |
| PP |
1.2949 |
1.2949 |
1.2949 |
1.2977 |
| S1 |
1.2836 |
1.2836 |
1.3016 |
1.2893 |
| S2 |
1.2628 |
1.2628 |
1.2986 |
|
| S3 |
1.2307 |
1.2515 |
1.2957 |
|
| S4 |
1.1986 |
1.2194 |
1.2868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3061 |
1.2740 |
0.0321 |
2.5% |
0.0111 |
0.8% |
95% |
True |
False |
120,497 |
| 10 |
1.3061 |
1.2625 |
0.0436 |
3.3% |
0.0103 |
0.8% |
96% |
True |
False |
111,193 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.3% |
0.0102 |
0.8% |
96% |
True |
False |
77,249 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0094 |
0.7% |
90% |
False |
False |
38,930 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0092 |
0.7% |
93% |
False |
False |
26,001 |
| 80 |
1.3092 |
1.2177 |
0.0915 |
7.0% |
0.0093 |
0.7% |
95% |
False |
False |
19,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3427 |
|
2.618 |
1.3286 |
|
1.618 |
1.3200 |
|
1.000 |
1.3147 |
|
0.618 |
1.3114 |
|
HIGH |
1.3061 |
|
0.618 |
1.3028 |
|
0.500 |
1.3018 |
|
0.382 |
1.3008 |
|
LOW |
1.2975 |
|
0.618 |
1.2922 |
|
1.000 |
1.2889 |
|
1.618 |
1.2836 |
|
2.618 |
1.2750 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3036 |
1.3011 |
| PP |
1.3027 |
1.2978 |
| S1 |
1.3018 |
1.2944 |
|