CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2848 |
1.2961 |
0.0113 |
0.9% |
1.2799 |
| High |
1.3005 |
1.3047 |
0.0042 |
0.3% |
1.2851 |
| Low |
1.2827 |
1.2959 |
0.0132 |
1.0% |
1.2625 |
| Close |
1.2968 |
1.3023 |
0.0055 |
0.4% |
1.2756 |
| Range |
0.0178 |
0.0088 |
-0.0090 |
-50.6% |
0.0226 |
| ATR |
0.0106 |
0.0104 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
189,007 |
129,534 |
-59,473 |
-31.5% |
509,450 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3274 |
1.3236 |
1.3071 |
|
| R3 |
1.3186 |
1.3148 |
1.3047 |
|
| R2 |
1.3098 |
1.3098 |
1.3039 |
|
| R1 |
1.3060 |
1.3060 |
1.3031 |
1.3079 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3019 |
| S1 |
1.2972 |
1.2972 |
1.3015 |
1.2991 |
| S2 |
1.2922 |
1.2922 |
1.3007 |
|
| S3 |
1.2834 |
1.2884 |
1.2999 |
|
| S4 |
1.2746 |
1.2796 |
1.2975 |
|
|
| 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 |
1.3047 |
1.2709 |
0.0338 |
2.6% |
0.0107 |
0.8% |
93% |
True |
False |
115,755 |
| 10 |
1.3047 |
1.2625 |
0.0422 |
3.2% |
0.0100 |
0.8% |
94% |
True |
False |
110,598 |
| 20 |
1.3047 |
1.2625 |
0.0422 |
3.2% |
0.0101 |
0.8% |
94% |
True |
False |
71,817 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0095 |
0.7% |
85% |
False |
False |
36,189 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0092 |
0.7% |
90% |
False |
False |
24,174 |
| 80 |
1.3092 |
1.2177 |
0.0915 |
7.0% |
0.0093 |
0.7% |
92% |
False |
False |
18,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3421 |
|
2.618 |
1.3277 |
|
1.618 |
1.3189 |
|
1.000 |
1.3135 |
|
0.618 |
1.3101 |
|
HIGH |
1.3047 |
|
0.618 |
1.3013 |
|
0.500 |
1.3003 |
|
0.382 |
1.2993 |
|
LOW |
1.2959 |
|
0.618 |
1.2905 |
|
1.000 |
1.2871 |
|
1.618 |
1.2817 |
|
2.618 |
1.2729 |
|
4.250 |
1.2585 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3016 |
1.2981 |
| PP |
1.3010 |
1.2940 |
| S1 |
1.3003 |
1.2898 |
|