CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3036 |
1.3046 |
0.0010 |
0.1% |
1.2774 |
| High |
1.3061 |
1.3054 |
-0.0007 |
-0.1% |
1.3061 |
| Low |
1.2975 |
1.2962 |
-0.0013 |
-0.1% |
1.2740 |
| Close |
1.3045 |
1.2985 |
-0.0060 |
-0.5% |
1.3045 |
| Range |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0321 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
109,788 |
82,491 |
-27,297 |
-24.9% |
602,488 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3276 |
1.3223 |
1.3036 |
|
| R3 |
1.3184 |
1.3131 |
1.3010 |
|
| R2 |
1.3092 |
1.3092 |
1.3002 |
|
| R1 |
1.3039 |
1.3039 |
1.2993 |
1.3020 |
| PP |
1.3000 |
1.3000 |
1.3000 |
1.2991 |
| S1 |
1.2947 |
1.2947 |
1.2977 |
1.2928 |
| S2 |
1.2908 |
1.2908 |
1.2968 |
|
| S3 |
1.2816 |
1.2855 |
1.2960 |
|
| S4 |
1.2724 |
1.2763 |
1.2934 |
|
|
| 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 |
1.2749 |
0.0312 |
2.4% |
0.0118 |
0.9% |
76% |
False |
False |
122,961 |
| 10 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0103 |
0.8% |
83% |
False |
False |
110,562 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0103 |
0.8% |
83% |
False |
False |
81,333 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0095 |
0.7% |
77% |
False |
False |
40,973 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0093 |
0.7% |
84% |
False |
False |
27,375 |
| 80 |
1.3092 |
1.2177 |
0.0915 |
7.0% |
0.0094 |
0.7% |
88% |
False |
False |
20,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3445 |
|
2.618 |
1.3295 |
|
1.618 |
1.3203 |
|
1.000 |
1.3146 |
|
0.618 |
1.3111 |
|
HIGH |
1.3054 |
|
0.618 |
1.3019 |
|
0.500 |
1.3008 |
|
0.382 |
1.2997 |
|
LOW |
1.2962 |
|
0.618 |
1.2905 |
|
1.000 |
1.2870 |
|
1.618 |
1.2813 |
|
2.618 |
1.2721 |
|
4.250 |
1.2571 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3008 |
1.3010 |
| PP |
1.3000 |
1.3002 |
| S1 |
1.2993 |
1.2993 |
|