CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.2999 |
-0.0051 |
-0.4% |
1.3136 |
| High |
1.3057 |
1.3044 |
-0.0013 |
-0.1% |
1.3153 |
| Low |
1.2956 |
1.2976 |
0.0020 |
0.2% |
1.2956 |
| Close |
1.2999 |
1.3031 |
0.0032 |
0.2% |
1.3031 |
| Range |
0.0101 |
0.0068 |
-0.0033 |
-32.7% |
0.0197 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
130,856 |
92,041 |
-38,815 |
-29.7% |
508,188 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3221 |
1.3194 |
1.3068 |
|
| R3 |
1.3153 |
1.3126 |
1.3050 |
|
| R2 |
1.3085 |
1.3085 |
1.3043 |
|
| R1 |
1.3058 |
1.3058 |
1.3037 |
1.3072 |
| PP |
1.3017 |
1.3017 |
1.3017 |
1.3024 |
| S1 |
1.2990 |
1.2990 |
1.3025 |
1.3004 |
| S2 |
1.2949 |
1.2949 |
1.3019 |
|
| S3 |
1.2881 |
1.2922 |
1.3012 |
|
| S4 |
1.2813 |
1.2854 |
1.2994 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3638 |
1.3531 |
1.3139 |
|
| R3 |
1.3441 |
1.3334 |
1.3085 |
|
| R2 |
1.3244 |
1.3244 |
1.3067 |
|
| R1 |
1.3137 |
1.3137 |
1.3049 |
1.3092 |
| PP |
1.3047 |
1.3047 |
1.3047 |
1.3024 |
| S1 |
1.2940 |
1.2940 |
1.3013 |
1.2895 |
| S2 |
1.2850 |
1.2850 |
1.2995 |
|
| S3 |
1.2653 |
1.2743 |
1.2977 |
|
| S4 |
1.2456 |
1.2546 |
1.2923 |
|
|
| 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% |
0.0080 |
0.6% |
38% |
False |
False |
101,637 |
| 10 |
1.3153 |
1.2839 |
0.0314 |
2.4% |
0.0090 |
0.7% |
61% |
False |
False |
101,679 |
| 20 |
1.3153 |
1.2709 |
0.0444 |
3.4% |
0.0093 |
0.7% |
73% |
False |
False |
104,371 |
| 40 |
1.3153 |
1.2625 |
0.0528 |
4.1% |
0.0098 |
0.7% |
77% |
False |
False |
73,789 |
| 60 |
1.3153 |
1.2625 |
0.0528 |
4.1% |
0.0091 |
0.7% |
77% |
False |
False |
49,286 |
| 80 |
1.3153 |
1.2420 |
0.0733 |
5.6% |
0.0092 |
0.7% |
83% |
False |
False |
36,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3333 |
|
2.618 |
1.3222 |
|
1.618 |
1.3154 |
|
1.000 |
1.3112 |
|
0.618 |
1.3086 |
|
HIGH |
1.3044 |
|
0.618 |
1.3018 |
|
0.500 |
1.3010 |
|
0.382 |
1.3002 |
|
LOW |
1.2976 |
|
0.618 |
1.2934 |
|
1.000 |
1.2908 |
|
1.618 |
1.2866 |
|
2.618 |
1.2798 |
|
4.250 |
1.2687 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3024 |
1.3027 |
| PP |
1.3017 |
1.3022 |
| S1 |
1.3010 |
1.3018 |
|