CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2774 |
1.2754 |
-0.0020 |
-0.2% |
1.2799 |
| High |
1.2794 |
1.2897 |
0.0103 |
0.8% |
1.2851 |
| Low |
1.2740 |
1.2749 |
0.0009 |
0.1% |
1.2625 |
| Close |
1.2754 |
1.2840 |
0.0086 |
0.7% |
1.2756 |
| Range |
0.0054 |
0.0148 |
0.0094 |
174.1% |
0.0226 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
3.8% |
0.0000 |
| Volume |
70,172 |
103,987 |
33,815 |
48.2% |
509,450 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3273 |
1.3204 |
1.2921 |
|
| R3 |
1.3125 |
1.3056 |
1.2881 |
|
| R2 |
1.2977 |
1.2977 |
1.2867 |
|
| R1 |
1.2908 |
1.2908 |
1.2854 |
1.2943 |
| PP |
1.2829 |
1.2829 |
1.2829 |
1.2846 |
| S1 |
1.2760 |
1.2760 |
1.2826 |
1.2795 |
| S2 |
1.2681 |
1.2681 |
1.2813 |
|
| S3 |
1.2533 |
1.2612 |
1.2799 |
|
| S4 |
1.2385 |
1.2464 |
1.2759 |
|
|
| 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 |
1.2897 |
1.2625 |
0.0272 |
2.1% |
0.0086 |
0.7% |
79% |
True |
False |
89,908 |
| 10 |
1.2897 |
1.2625 |
0.0272 |
2.1% |
0.0093 |
0.7% |
79% |
True |
False |
96,430 |
| 20 |
1.3018 |
1.2625 |
0.0393 |
3.1% |
0.0099 |
0.8% |
55% |
False |
False |
56,088 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0092 |
0.7% |
46% |
False |
False |
28,238 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0090 |
0.7% |
63% |
False |
False |
18,867 |
| 80 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0092 |
0.7% |
72% |
False |
False |
14,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3526 |
|
2.618 |
1.3284 |
|
1.618 |
1.3136 |
|
1.000 |
1.3045 |
|
0.618 |
1.2988 |
|
HIGH |
1.2897 |
|
0.618 |
1.2840 |
|
0.500 |
1.2823 |
|
0.382 |
1.2806 |
|
LOW |
1.2749 |
|
0.618 |
1.2658 |
|
1.000 |
1.2601 |
|
1.618 |
1.2510 |
|
2.618 |
1.2362 |
|
4.250 |
1.2120 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2834 |
1.2828 |
| PP |
1.2829 |
1.2815 |
| S1 |
1.2823 |
1.2803 |
|