CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2999 |
1.3021 |
0.0022 |
0.2% |
1.3136 |
| High |
1.3044 |
1.3082 |
0.0038 |
0.3% |
1.3153 |
| Low |
1.2976 |
1.3010 |
0.0034 |
0.3% |
1.2956 |
| Close |
1.3031 |
1.3060 |
0.0029 |
0.2% |
1.3031 |
| Range |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0197 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
92,041 |
83,353 |
-8,688 |
-9.4% |
508,188 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3267 |
1.3235 |
1.3100 |
|
| R3 |
1.3195 |
1.3163 |
1.3080 |
|
| R2 |
1.3123 |
1.3123 |
1.3073 |
|
| R1 |
1.3091 |
1.3091 |
1.3067 |
1.3107 |
| PP |
1.3051 |
1.3051 |
1.3051 |
1.3059 |
| S1 |
1.3019 |
1.3019 |
1.3053 |
1.3035 |
| S2 |
1.2979 |
1.2979 |
1.3047 |
|
| S3 |
1.2907 |
1.2947 |
1.3040 |
|
| S4 |
1.2835 |
1.2875 |
1.3020 |
|
|
| 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% |
0.0081 |
0.6% |
53% |
False |
False |
101,883 |
| 10 |
1.3153 |
1.2839 |
0.0314 |
2.4% |
0.0092 |
0.7% |
70% |
False |
False |
103,232 |
| 20 |
1.3153 |
1.2740 |
0.0413 |
3.2% |
0.0093 |
0.7% |
77% |
False |
False |
104,235 |
| 40 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0097 |
0.7% |
82% |
False |
False |
75,858 |
| 60 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0091 |
0.7% |
82% |
False |
False |
50,670 |
| 80 |
1.3153 |
1.2420 |
0.0733 |
5.6% |
0.0091 |
0.7% |
87% |
False |
False |
38,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3388 |
|
2.618 |
1.3270 |
|
1.618 |
1.3198 |
|
1.000 |
1.3154 |
|
0.618 |
1.3126 |
|
HIGH |
1.3082 |
|
0.618 |
1.3054 |
|
0.500 |
1.3046 |
|
0.382 |
1.3038 |
|
LOW |
1.3010 |
|
0.618 |
1.2966 |
|
1.000 |
1.2938 |
|
1.618 |
1.2894 |
|
2.618 |
1.2822 |
|
4.250 |
1.2704 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3055 |
1.3046 |
| PP |
1.3051 |
1.3033 |
| S1 |
1.3046 |
1.3019 |
|