CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3143 |
1.3085 |
-0.0058 |
-0.4% |
1.3021 |
| High |
1.3181 |
1.3174 |
-0.0007 |
-0.1% |
1.3181 |
| Low |
1.3073 |
1.3083 |
0.0010 |
0.1% |
1.3010 |
| Close |
1.3095 |
1.3170 |
0.0075 |
0.6% |
1.3170 |
| Range |
0.0108 |
0.0091 |
-0.0017 |
-15.7% |
0.0171 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
121,155 |
87,174 |
-33,981 |
-28.0% |
478,709 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3415 |
1.3384 |
1.3220 |
|
| R3 |
1.3324 |
1.3293 |
1.3195 |
|
| R2 |
1.3233 |
1.3233 |
1.3187 |
|
| R1 |
1.3202 |
1.3202 |
1.3178 |
1.3218 |
| PP |
1.3142 |
1.3142 |
1.3142 |
1.3150 |
| S1 |
1.3111 |
1.3111 |
1.3162 |
1.3127 |
| S2 |
1.3051 |
1.3051 |
1.3153 |
|
| S3 |
1.2960 |
1.3020 |
1.3145 |
|
| S4 |
1.2869 |
1.2929 |
1.3120 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3633 |
1.3573 |
1.3264 |
|
| R3 |
1.3462 |
1.3402 |
1.3217 |
|
| R2 |
1.3291 |
1.3291 |
1.3201 |
|
| R1 |
1.3231 |
1.3231 |
1.3186 |
1.3261 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3136 |
| S1 |
1.3060 |
1.3060 |
1.3154 |
1.3090 |
| S2 |
1.2949 |
1.2949 |
1.3139 |
|
| S3 |
1.2778 |
1.2889 |
1.3123 |
|
| S4 |
1.2607 |
1.2718 |
1.3076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3181 |
1.3010 |
0.0171 |
1.3% |
0.0095 |
0.7% |
94% |
False |
False |
95,741 |
| 10 |
1.3181 |
1.2956 |
0.0225 |
1.7% |
0.0088 |
0.7% |
95% |
False |
False |
98,689 |
| 20 |
1.3181 |
1.2839 |
0.0342 |
2.6% |
0.0090 |
0.7% |
97% |
False |
False |
99,368 |
| 40 |
1.3181 |
1.2625 |
0.0556 |
4.2% |
0.0095 |
0.7% |
98% |
False |
False |
85,592 |
| 60 |
1.3181 |
1.2625 |
0.0556 |
4.2% |
0.0093 |
0.7% |
98% |
False |
False |
57,249 |
| 80 |
1.3181 |
1.2420 |
0.0761 |
5.8% |
0.0091 |
0.7% |
99% |
False |
False |
42,972 |
| 100 |
1.3181 |
1.2177 |
0.1004 |
7.6% |
0.0092 |
0.7% |
99% |
False |
False |
34,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3561 |
|
2.618 |
1.3412 |
|
1.618 |
1.3321 |
|
1.000 |
1.3265 |
|
0.618 |
1.3230 |
|
HIGH |
1.3174 |
|
0.618 |
1.3139 |
|
0.500 |
1.3129 |
|
0.382 |
1.3118 |
|
LOW |
1.3083 |
|
0.618 |
1.3027 |
|
1.000 |
1.2992 |
|
1.618 |
1.2936 |
|
2.618 |
1.2845 |
|
4.250 |
1.2696 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3156 |
1.3147 |
| PP |
1.3142 |
1.3124 |
| S1 |
1.3129 |
1.3101 |
|