CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2662 |
1.2708 |
0.0046 |
0.4% |
1.2771 |
| High |
1.2746 |
1.2725 |
-0.0021 |
-0.2% |
1.2856 |
| Low |
1.2625 |
1.2687 |
0.0062 |
0.5% |
1.2676 |
| Close |
1.2702 |
1.2703 |
0.0001 |
0.0% |
1.2817 |
| Range |
0.0121 |
0.0038 |
-0.0083 |
-68.6% |
0.0180 |
| ATR |
0.0106 |
0.0101 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
122,943 |
66,366 |
-56,577 |
-46.0% |
369,877 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2819 |
1.2799 |
1.2724 |
|
| R3 |
1.2781 |
1.2761 |
1.2713 |
|
| R2 |
1.2743 |
1.2743 |
1.2710 |
|
| R1 |
1.2723 |
1.2723 |
1.2706 |
1.2714 |
| PP |
1.2705 |
1.2705 |
1.2705 |
1.2701 |
| S1 |
1.2685 |
1.2685 |
1.2700 |
1.2676 |
| S2 |
1.2667 |
1.2667 |
1.2696 |
|
| S3 |
1.2629 |
1.2647 |
1.2693 |
|
| S4 |
1.2591 |
1.2609 |
1.2682 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3250 |
1.2916 |
|
| R3 |
1.3143 |
1.3070 |
1.2867 |
|
| R2 |
1.2963 |
1.2963 |
1.2850 |
|
| R1 |
1.2890 |
1.2890 |
1.2834 |
1.2927 |
| PP |
1.2783 |
1.2783 |
1.2783 |
1.2801 |
| S1 |
1.2710 |
1.2710 |
1.2801 |
1.2747 |
| S2 |
1.2603 |
1.2603 |
1.2784 |
|
| S3 |
1.2423 |
1.2530 |
1.2768 |
|
| S4 |
1.2243 |
1.2350 |
1.2718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2851 |
1.2625 |
0.0226 |
1.8% |
0.0092 |
0.7% |
35% |
False |
False |
105,442 |
| 10 |
1.2868 |
1.2625 |
0.0243 |
1.9% |
0.0110 |
0.9% |
32% |
False |
False |
82,462 |
| 20 |
1.3057 |
1.2625 |
0.0432 |
3.4% |
0.0102 |
0.8% |
18% |
False |
False |
43,208 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.7% |
0.0090 |
0.7% |
17% |
False |
False |
21,744 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.3% |
0.0092 |
0.7% |
42% |
False |
False |
14,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2887 |
|
2.618 |
1.2824 |
|
1.618 |
1.2786 |
|
1.000 |
1.2763 |
|
0.618 |
1.2748 |
|
HIGH |
1.2725 |
|
0.618 |
1.2710 |
|
0.500 |
1.2706 |
|
0.382 |
1.2702 |
|
LOW |
1.2687 |
|
0.618 |
1.2664 |
|
1.000 |
1.2649 |
|
1.618 |
1.2626 |
|
2.618 |
1.2588 |
|
4.250 |
1.2526 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2706 |
1.2710 |
| PP |
1.2705 |
1.2708 |
| S1 |
1.2704 |
1.2705 |
|