CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2713 |
1.2774 |
0.0061 |
0.5% |
1.2799 |
| High |
1.2778 |
1.2794 |
0.0016 |
0.1% |
1.2851 |
| Low |
1.2709 |
1.2740 |
0.0031 |
0.2% |
1.2625 |
| Close |
1.2756 |
1.2754 |
-0.0002 |
0.0% |
1.2756 |
| Range |
0.0069 |
0.0054 |
-0.0015 |
-21.7% |
0.0226 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
86,075 |
70,172 |
-15,903 |
-18.5% |
509,450 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2925 |
1.2893 |
1.2784 |
|
| R3 |
1.2871 |
1.2839 |
1.2769 |
|
| R2 |
1.2817 |
1.2817 |
1.2764 |
|
| R1 |
1.2785 |
1.2785 |
1.2759 |
1.2774 |
| PP |
1.2763 |
1.2763 |
1.2763 |
1.2757 |
| S1 |
1.2731 |
1.2731 |
1.2749 |
1.2720 |
| S2 |
1.2709 |
1.2709 |
1.2744 |
|
| S3 |
1.2655 |
1.2677 |
1.2739 |
|
| S4 |
1.2601 |
1.2623 |
1.2724 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3315 |
1.2880 |
|
| R3 |
1.3196 |
1.3089 |
1.2818 |
|
| R2 |
1.2970 |
1.2970 |
1.2797 |
|
| R1 |
1.2863 |
1.2863 |
1.2777 |
1.2804 |
| PP |
1.2744 |
1.2744 |
1.2744 |
1.2714 |
| S1 |
1.2637 |
1.2637 |
1.2735 |
1.2578 |
| S2 |
1.2518 |
1.2518 |
1.2715 |
|
| S3 |
1.2292 |
1.2411 |
1.2694 |
|
| S4 |
1.2066 |
1.2185 |
1.2632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2795 |
1.2625 |
0.0170 |
1.3% |
0.0088 |
0.7% |
76% |
False |
False |
98,164 |
| 10 |
1.2856 |
1.2625 |
0.0231 |
1.8% |
0.0090 |
0.7% |
56% |
False |
False |
91,049 |
| 20 |
1.3018 |
1.2625 |
0.0393 |
3.1% |
0.0096 |
0.8% |
33% |
False |
False |
50,920 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.7% |
0.0090 |
0.7% |
28% |
False |
False |
25,639 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.3% |
0.0090 |
0.7% |
50% |
False |
False |
17,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3024 |
|
2.618 |
1.2935 |
|
1.618 |
1.2881 |
|
1.000 |
1.2848 |
|
0.618 |
1.2827 |
|
HIGH |
1.2794 |
|
0.618 |
1.2773 |
|
0.500 |
1.2767 |
|
0.382 |
1.2761 |
|
LOW |
1.2740 |
|
0.618 |
1.2707 |
|
1.000 |
1.2686 |
|
1.618 |
1.2653 |
|
2.618 |
1.2599 |
|
4.250 |
1.2511 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2767 |
1.2750 |
| PP |
1.2763 |
1.2745 |
| S1 |
1.2758 |
1.2741 |
|