CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2906 |
1.2874 |
-0.0032 |
-0.2% |
1.3046 |
| High |
1.2955 |
1.2939 |
-0.0016 |
-0.1% |
1.3054 |
| Low |
1.2859 |
1.2839 |
-0.0020 |
-0.2% |
1.2894 |
| Close |
1.2878 |
1.2914 |
0.0036 |
0.3% |
1.2910 |
| Range |
0.0096 |
0.0100 |
0.0004 |
4.2% |
0.0160 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.4% |
0.0000 |
| Volume |
105,444 |
116,797 |
11,353 |
10.8% |
382,073 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3197 |
1.3156 |
1.2969 |
|
| R3 |
1.3097 |
1.3056 |
1.2942 |
|
| R2 |
1.2997 |
1.2997 |
1.2932 |
|
| R1 |
1.2956 |
1.2956 |
1.2923 |
1.2977 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2908 |
| S1 |
1.2856 |
1.2856 |
1.2905 |
1.2877 |
| S2 |
1.2797 |
1.2797 |
1.2896 |
|
| S3 |
1.2697 |
1.2756 |
1.2887 |
|
| S4 |
1.2597 |
1.2656 |
1.2859 |
|
|
| 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 |
1.3013 |
1.2839 |
0.0174 |
1.3% |
0.0085 |
0.7% |
43% |
False |
True |
95,741 |
| 10 |
1.3061 |
1.2827 |
0.0234 |
1.8% |
0.0093 |
0.7% |
37% |
False |
False |
110,046 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0093 |
0.7% |
66% |
False |
False |
103,238 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0098 |
0.8% |
62% |
False |
False |
55,680 |
| 60 |
1.3092 |
1.2568 |
0.0524 |
4.1% |
0.0094 |
0.7% |
66% |
False |
False |
37,195 |
| 80 |
1.3092 |
1.2400 |
0.0692 |
5.4% |
0.0093 |
0.7% |
74% |
False |
False |
27,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3364 |
|
2.618 |
1.3201 |
|
1.618 |
1.3101 |
|
1.000 |
1.3039 |
|
0.618 |
1.3001 |
|
HIGH |
1.2939 |
|
0.618 |
1.2901 |
|
0.500 |
1.2889 |
|
0.382 |
1.2877 |
|
LOW |
1.2839 |
|
0.618 |
1.2777 |
|
1.000 |
1.2739 |
|
1.618 |
1.2677 |
|
2.618 |
1.2577 |
|
4.250 |
1.2414 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2906 |
1.2908 |
| PP |
1.2897 |
1.2903 |
| S1 |
1.2889 |
1.2897 |
|