CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3157 |
1.3061 |
-0.0096 |
-0.7% |
1.3160 |
| High |
1.3183 |
1.3077 |
-0.0106 |
-0.8% |
1.3287 |
| Low |
1.3041 |
1.3032 |
-0.0009 |
-0.1% |
1.3041 |
| Close |
1.3053 |
1.3049 |
-0.0004 |
0.0% |
1.3053 |
| Range |
0.0142 |
0.0045 |
-0.0097 |
-68.3% |
0.0246 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
107,974 |
68,297 |
-39,677 |
-36.7% |
527,605 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3163 |
1.3074 |
|
| R3 |
1.3143 |
1.3118 |
1.3061 |
|
| R2 |
1.3098 |
1.3098 |
1.3057 |
|
| R1 |
1.3073 |
1.3073 |
1.3053 |
1.3063 |
| PP |
1.3053 |
1.3053 |
1.3053 |
1.3048 |
| S1 |
1.3028 |
1.3028 |
1.3045 |
1.3018 |
| S2 |
1.3008 |
1.3008 |
1.3041 |
|
| S3 |
1.2963 |
1.2983 |
1.3037 |
|
| S4 |
1.2918 |
1.2938 |
1.3024 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3705 |
1.3188 |
|
| R3 |
1.3619 |
1.3459 |
1.3121 |
|
| R2 |
1.3373 |
1.3373 |
1.3098 |
|
| R1 |
1.3213 |
1.3213 |
1.3076 |
1.3170 |
| PP |
1.3127 |
1.3127 |
1.3127 |
1.3106 |
| S1 |
1.2967 |
1.2967 |
1.3030 |
1.2924 |
| S2 |
1.2881 |
1.2881 |
1.3008 |
|
| S3 |
1.2635 |
1.2721 |
1.2985 |
|
| S4 |
1.2389 |
1.2475 |
1.2918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3287 |
1.3032 |
0.0255 |
2.0% |
0.0092 |
0.7% |
7% |
False |
True |
98,029 |
| 10 |
1.3287 |
1.3021 |
0.0266 |
2.0% |
0.0099 |
0.8% |
11% |
False |
False |
99,125 |
| 20 |
1.3287 |
1.2839 |
0.0448 |
3.4% |
0.0095 |
0.7% |
47% |
False |
False |
101,178 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0096 |
0.7% |
64% |
False |
False |
98,882 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0095 |
0.7% |
64% |
False |
False |
67,153 |
| 80 |
1.3287 |
1.2555 |
0.0732 |
5.6% |
0.0093 |
0.7% |
67% |
False |
False |
50,415 |
| 100 |
1.3287 |
1.2306 |
0.0981 |
7.5% |
0.0093 |
0.7% |
76% |
False |
False |
40,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3268 |
|
2.618 |
1.3195 |
|
1.618 |
1.3150 |
|
1.000 |
1.3122 |
|
0.618 |
1.3105 |
|
HIGH |
1.3077 |
|
0.618 |
1.3060 |
|
0.500 |
1.3055 |
|
0.382 |
1.3049 |
|
LOW |
1.3032 |
|
0.618 |
1.3004 |
|
1.000 |
1.2987 |
|
1.618 |
1.2959 |
|
2.618 |
1.2914 |
|
4.250 |
1.2841 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3055 |
1.3160 |
| PP |
1.3053 |
1.3123 |
| S1 |
1.3051 |
1.3086 |
|