CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3050 |
-0.0018 |
-0.1% |
1.2917 |
| High |
1.3079 |
1.3057 |
-0.0022 |
-0.2% |
1.3141 |
| Low |
1.3037 |
1.2956 |
-0.0081 |
-0.6% |
1.2839 |
| Close |
1.3052 |
1.2999 |
-0.0053 |
-0.4% |
1.3114 |
| Range |
0.0042 |
0.0101 |
0.0059 |
140.5% |
0.0302 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.5% |
0.0000 |
| Volume |
77,559 |
130,856 |
53,297 |
68.7% |
508,602 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3307 |
1.3254 |
1.3055 |
|
| R3 |
1.3206 |
1.3153 |
1.3027 |
|
| R2 |
1.3105 |
1.3105 |
1.3018 |
|
| R1 |
1.3052 |
1.3052 |
1.3008 |
1.3028 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.2992 |
| S1 |
1.2951 |
1.2951 |
1.2990 |
1.2927 |
| S2 |
1.2903 |
1.2903 |
1.2980 |
|
| S3 |
1.2802 |
1.2850 |
1.2971 |
|
| S4 |
1.2701 |
1.2749 |
1.2943 |
|
|
| 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 |
1.3153 |
1.2956 |
0.0197 |
1.5% |
0.0102 |
0.8% |
22% |
False |
True |
109,282 |
| 10 |
1.3153 |
1.2839 |
0.0314 |
2.4% |
0.0094 |
0.7% |
51% |
False |
False |
102,347 |
| 20 |
1.3153 |
1.2687 |
0.0466 |
3.6% |
0.0091 |
0.7% |
67% |
False |
False |
103,087 |
| 40 |
1.3153 |
1.2625 |
0.0528 |
4.1% |
0.0098 |
0.8% |
71% |
False |
False |
71,493 |
| 60 |
1.3153 |
1.2625 |
0.0528 |
4.1% |
0.0091 |
0.7% |
71% |
False |
False |
47,755 |
| 80 |
1.3153 |
1.2420 |
0.0733 |
5.6% |
0.0093 |
0.7% |
79% |
False |
False |
35,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3486 |
|
2.618 |
1.3321 |
|
1.618 |
1.3220 |
|
1.000 |
1.3158 |
|
0.618 |
1.3119 |
|
HIGH |
1.3057 |
|
0.618 |
1.3018 |
|
0.500 |
1.3007 |
|
0.382 |
1.2995 |
|
LOW |
1.2956 |
|
0.618 |
1.2894 |
|
1.000 |
1.2855 |
|
1.618 |
1.2793 |
|
2.618 |
1.2692 |
|
4.250 |
1.2527 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3007 |
1.3055 |
| PP |
1.3004 |
1.3036 |
| S1 |
1.3002 |
1.3018 |
|