CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2999 |
1.2917 |
-0.0082 |
-0.6% |
1.3046 |
| High |
1.3003 |
1.2936 |
-0.0067 |
-0.5% |
1.3054 |
| Low |
1.2894 |
1.2881 |
-0.0013 |
-0.1% |
1.2894 |
| Close |
1.2910 |
1.2913 |
0.0003 |
0.0% |
1.2910 |
| Range |
0.0109 |
0.0055 |
-0.0054 |
-49.5% |
0.0160 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
98,729 |
67,823 |
-30,906 |
-31.3% |
382,073 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.3049 |
1.2943 |
|
| R3 |
1.3020 |
1.2994 |
1.2928 |
|
| R2 |
1.2965 |
1.2965 |
1.2923 |
|
| R1 |
1.2939 |
1.2939 |
1.2918 |
1.2925 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2903 |
| S1 |
1.2884 |
1.2884 |
1.2908 |
1.2870 |
| S2 |
1.2855 |
1.2855 |
1.2903 |
|
| S3 |
1.2800 |
1.2829 |
1.2898 |
|
| S4 |
1.2745 |
1.2774 |
1.2883 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3331 |
1.2998 |
|
| R3 |
1.3273 |
1.3171 |
1.2954 |
|
| R2 |
1.3113 |
1.3113 |
1.2939 |
|
| R1 |
1.3011 |
1.3011 |
1.2925 |
1.2982 |
| PP |
1.2953 |
1.2953 |
1.2953 |
1.2938 |
| S1 |
1.2851 |
1.2851 |
1.2895 |
1.2822 |
| S2 |
1.2793 |
1.2793 |
1.2881 |
|
| S3 |
1.2633 |
1.2691 |
1.2866 |
|
| S4 |
1.2473 |
1.2531 |
1.2822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3054 |
1.2881 |
0.0173 |
1.3% |
0.0077 |
0.6% |
18% |
False |
True |
89,979 |
| 10 |
1.3061 |
1.2740 |
0.0321 |
2.5% |
0.0094 |
0.7% |
54% |
False |
False |
105,238 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0096 |
0.7% |
66% |
False |
False |
96,585 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0095 |
0.7% |
62% |
False |
False |
50,140 |
| 60 |
1.3092 |
1.2555 |
0.0537 |
4.2% |
0.0093 |
0.7% |
67% |
False |
False |
33,494 |
| 80 |
1.3092 |
1.2306 |
0.0786 |
6.1% |
0.0093 |
0.7% |
77% |
False |
False |
25,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3170 |
|
2.618 |
1.3080 |
|
1.618 |
1.3025 |
|
1.000 |
1.2991 |
|
0.618 |
1.2970 |
|
HIGH |
1.2936 |
|
0.618 |
1.2915 |
|
0.500 |
1.2909 |
|
0.382 |
1.2902 |
|
LOW |
1.2881 |
|
0.618 |
1.2847 |
|
1.000 |
1.2826 |
|
1.618 |
1.2792 |
|
2.618 |
1.2737 |
|
4.250 |
1.2647 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2912 |
1.2947 |
| PP |
1.2910 |
1.2936 |
| S1 |
1.2909 |
1.2924 |
|