CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2965 |
1.3136 |
0.0171 |
1.3% |
1.2917 |
| High |
1.3141 |
1.3140 |
-0.0001 |
0.0% |
1.3141 |
| Low |
1.2962 |
1.3072 |
0.0110 |
0.8% |
1.2839 |
| Close |
1.3114 |
1.3083 |
-0.0031 |
-0.2% |
1.3114 |
| Range |
0.0179 |
0.0068 |
-0.0111 |
-62.0% |
0.0302 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
130,267 |
82,123 |
-48,144 |
-37.0% |
508,602 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3302 |
1.3261 |
1.3120 |
|
| R3 |
1.3234 |
1.3193 |
1.3102 |
|
| R2 |
1.3166 |
1.3166 |
1.3095 |
|
| R1 |
1.3125 |
1.3125 |
1.3089 |
1.3112 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3092 |
| S1 |
1.3057 |
1.3057 |
1.3077 |
1.3044 |
| S2 |
1.3030 |
1.3030 |
1.3071 |
|
| S3 |
1.2962 |
1.2989 |
1.3064 |
|
| S4 |
1.2894 |
1.2921 |
1.3046 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3937 |
1.3828 |
1.3280 |
|
| R3 |
1.3635 |
1.3526 |
1.3197 |
|
| R2 |
1.3333 |
1.3333 |
1.3169 |
|
| R1 |
1.3224 |
1.3224 |
1.3142 |
1.3279 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3059 |
| S1 |
1.2922 |
1.2922 |
1.3086 |
1.2977 |
| S2 |
1.2729 |
1.2729 |
1.3059 |
|
| S3 |
1.2427 |
1.2620 |
1.3031 |
|
| S4 |
1.2125 |
1.2318 |
1.2948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3141 |
1.2839 |
0.0302 |
2.3% |
0.0102 |
0.8% |
81% |
False |
False |
104,580 |
| 10 |
1.3141 |
1.2839 |
0.0302 |
2.3% |
0.0090 |
0.7% |
81% |
False |
False |
97,279 |
| 20 |
1.3141 |
1.2625 |
0.0516 |
3.9% |
0.0096 |
0.7% |
89% |
False |
False |
104,236 |
| 40 |
1.3141 |
1.2625 |
0.0516 |
3.9% |
0.0097 |
0.7% |
89% |
False |
False |
63,167 |
| 60 |
1.3141 |
1.2625 |
0.0516 |
3.9% |
0.0090 |
0.7% |
89% |
False |
False |
42,194 |
| 80 |
1.3141 |
1.2420 |
0.0721 |
5.5% |
0.0092 |
0.7% |
92% |
False |
False |
31,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3429 |
|
2.618 |
1.3318 |
|
1.618 |
1.3250 |
|
1.000 |
1.3208 |
|
0.618 |
1.3182 |
|
HIGH |
1.3140 |
|
0.618 |
1.3114 |
|
0.500 |
1.3106 |
|
0.382 |
1.3098 |
|
LOW |
1.3072 |
|
0.618 |
1.3030 |
|
1.000 |
1.3004 |
|
1.618 |
1.2962 |
|
2.618 |
1.2894 |
|
4.250 |
1.2783 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3065 |
| PP |
1.3098 |
1.3046 |
| S1 |
1.3091 |
1.3028 |
|