CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2874 |
1.2916 |
0.0042 |
0.3% |
1.3046 |
| High |
1.2939 |
1.2982 |
0.0043 |
0.3% |
1.3054 |
| Low |
1.2839 |
1.2914 |
0.0075 |
0.6% |
1.2894 |
| Close |
1.2914 |
1.2971 |
0.0057 |
0.4% |
1.2910 |
| Range |
0.0100 |
0.0068 |
-0.0032 |
-32.0% |
0.0160 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
116,797 |
88,271 |
-28,526 |
-24.4% |
382,073 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3160 |
1.3133 |
1.3008 |
|
| R3 |
1.3092 |
1.3065 |
1.2990 |
|
| R2 |
1.3024 |
1.3024 |
1.2983 |
|
| R1 |
1.2997 |
1.2997 |
1.2977 |
1.3011 |
| PP |
1.2956 |
1.2956 |
1.2956 |
1.2962 |
| S1 |
1.2929 |
1.2929 |
1.2965 |
1.2943 |
| S2 |
1.2888 |
1.2888 |
1.2959 |
|
| S3 |
1.2820 |
1.2861 |
1.2952 |
|
| S4 |
1.2752 |
1.2793 |
1.2934 |
|
|
| 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 |
1.3003 |
1.2839 |
0.0164 |
1.3% |
0.0086 |
0.7% |
80% |
False |
False |
95,412 |
| 10 |
1.3061 |
1.2839 |
0.0222 |
1.7% |
0.0082 |
0.6% |
59% |
False |
False |
99,973 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0092 |
0.7% |
79% |
False |
False |
102,145 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0097 |
0.7% |
74% |
False |
False |
57,879 |
| 60 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0088 |
0.7% |
74% |
False |
False |
38,659 |
| 80 |
1.3092 |
1.2406 |
0.0686 |
5.3% |
0.0092 |
0.7% |
82% |
False |
False |
29,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3271 |
|
2.618 |
1.3160 |
|
1.618 |
1.3092 |
|
1.000 |
1.3050 |
|
0.618 |
1.3024 |
|
HIGH |
1.2982 |
|
0.618 |
1.2956 |
|
0.500 |
1.2948 |
|
0.382 |
1.2940 |
|
LOW |
1.2914 |
|
0.618 |
1.2872 |
|
1.000 |
1.2846 |
|
1.618 |
1.2804 |
|
2.618 |
1.2736 |
|
4.250 |
1.2625 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2963 |
1.2951 |
| PP |
1.2956 |
1.2931 |
| S1 |
1.2948 |
1.2911 |
|