CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3051 |
1.3143 |
0.0092 |
0.7% |
1.3136 |
| High |
1.3147 |
1.3181 |
0.0034 |
0.3% |
1.3153 |
| Low |
1.3021 |
1.3073 |
0.0052 |
0.4% |
1.2956 |
| Close |
1.3117 |
1.3095 |
-0.0022 |
-0.2% |
1.3031 |
| Range |
0.0126 |
0.0108 |
-0.0018 |
-14.3% |
0.0197 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.1% |
0.0000 |
| Volume |
104,775 |
121,155 |
16,380 |
15.6% |
508,188 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3440 |
1.3376 |
1.3154 |
|
| R3 |
1.3332 |
1.3268 |
1.3125 |
|
| R2 |
1.3224 |
1.3224 |
1.3115 |
|
| R1 |
1.3160 |
1.3160 |
1.3105 |
1.3138 |
| PP |
1.3116 |
1.3116 |
1.3116 |
1.3106 |
| S1 |
1.3052 |
1.3052 |
1.3085 |
1.3030 |
| S2 |
1.3008 |
1.3008 |
1.3075 |
|
| S3 |
1.2900 |
1.2944 |
1.3065 |
|
| S4 |
1.2792 |
1.2836 |
1.3036 |
|
|
| 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 |
1.3181 |
1.2976 |
0.0205 |
1.6% |
0.0090 |
0.7% |
58% |
True |
False |
96,715 |
| 10 |
1.3181 |
1.2956 |
0.0225 |
1.7% |
0.0096 |
0.7% |
62% |
True |
False |
102,999 |
| 20 |
1.3181 |
1.2839 |
0.0342 |
2.6% |
0.0089 |
0.7% |
75% |
True |
False |
101,486 |
| 40 |
1.3181 |
1.2625 |
0.0556 |
4.2% |
0.0095 |
0.7% |
85% |
True |
False |
83,439 |
| 60 |
1.3181 |
1.2625 |
0.0556 |
4.2% |
0.0093 |
0.7% |
85% |
True |
False |
55,799 |
| 80 |
1.3181 |
1.2420 |
0.0761 |
5.8% |
0.0091 |
0.7% |
89% |
True |
False |
41,884 |
| 100 |
1.3181 |
1.2177 |
0.1004 |
7.7% |
0.0092 |
0.7% |
91% |
True |
False |
33,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3640 |
|
2.618 |
1.3464 |
|
1.618 |
1.3356 |
|
1.000 |
1.3289 |
|
0.618 |
1.3248 |
|
HIGH |
1.3181 |
|
0.618 |
1.3140 |
|
0.500 |
1.3127 |
|
0.382 |
1.3114 |
|
LOW |
1.3073 |
|
0.618 |
1.3006 |
|
1.000 |
1.2965 |
|
1.618 |
1.2898 |
|
2.618 |
1.2790 |
|
4.250 |
1.2614 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3127 |
1.3101 |
| PP |
1.3116 |
1.3099 |
| S1 |
1.3106 |
1.3097 |
|