CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2754 |
1.2848 |
0.0094 |
0.7% |
1.2799 |
| High |
1.2897 |
1.3005 |
0.0108 |
0.8% |
1.2851 |
| Low |
1.2749 |
1.2827 |
0.0078 |
0.6% |
1.2625 |
| Close |
1.2840 |
1.2968 |
0.0128 |
1.0% |
1.2756 |
| Range |
0.0148 |
0.0178 |
0.0030 |
20.3% |
0.0226 |
| ATR |
0.0100 |
0.0106 |
0.0006 |
5.6% |
0.0000 |
| Volume |
103,987 |
189,007 |
85,020 |
81.8% |
509,450 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3396 |
1.3066 |
|
| R3 |
1.3289 |
1.3218 |
1.3017 |
|
| R2 |
1.3111 |
1.3111 |
1.3001 |
|
| R1 |
1.3040 |
1.3040 |
1.2984 |
1.3076 |
| PP |
1.2933 |
1.2933 |
1.2933 |
1.2951 |
| S1 |
1.2862 |
1.2862 |
1.2952 |
1.2898 |
| S2 |
1.2755 |
1.2755 |
1.2935 |
|
| S3 |
1.2577 |
1.2684 |
1.2919 |
|
| S4 |
1.2399 |
1.2506 |
1.2870 |
|
|
| 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 |
1.3005 |
1.2687 |
0.0318 |
2.5% |
0.0097 |
0.8% |
88% |
True |
False |
103,121 |
| 10 |
1.3005 |
1.2625 |
0.0380 |
2.9% |
0.0102 |
0.8% |
90% |
True |
False |
104,317 |
| 20 |
1.3018 |
1.2625 |
0.0393 |
3.0% |
0.0100 |
0.8% |
87% |
False |
False |
65,393 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0095 |
0.7% |
73% |
False |
False |
32,956 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0092 |
0.7% |
82% |
False |
False |
22,016 |
| 80 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0093 |
0.7% |
86% |
False |
False |
16,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3471 |
|
1.618 |
1.3293 |
|
1.000 |
1.3183 |
|
0.618 |
1.3115 |
|
HIGH |
1.3005 |
|
0.618 |
1.2937 |
|
0.500 |
1.2916 |
|
0.382 |
1.2895 |
|
LOW |
1.2827 |
|
0.618 |
1.2717 |
|
1.000 |
1.2649 |
|
1.618 |
1.2539 |
|
2.618 |
1.2361 |
|
4.250 |
1.2071 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2951 |
1.2936 |
| PP |
1.2933 |
1.2904 |
| S1 |
1.2916 |
1.2873 |
|