CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.2965 |
-0.0081 |
-0.6% |
1.2774 |
| High |
1.3054 |
1.2988 |
-0.0066 |
-0.5% |
1.3061 |
| Low |
1.2962 |
1.2922 |
-0.0040 |
-0.3% |
1.2740 |
| Close |
1.2985 |
1.2962 |
-0.0023 |
-0.2% |
1.3045 |
| Range |
0.0092 |
0.0066 |
-0.0026 |
-28.3% |
0.0321 |
| ATR |
0.0102 |
0.0100 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
82,491 |
110,939 |
28,448 |
34.5% |
602,488 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3155 |
1.3125 |
1.2998 |
|
| R3 |
1.3089 |
1.3059 |
1.2980 |
|
| R2 |
1.3023 |
1.3023 |
1.2974 |
|
| R1 |
1.2993 |
1.2993 |
1.2968 |
1.2975 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2949 |
| S1 |
1.2927 |
1.2927 |
1.2956 |
1.2909 |
| S2 |
1.2891 |
1.2891 |
1.2950 |
|
| S3 |
1.2825 |
1.2861 |
1.2944 |
|
| S4 |
1.2759 |
1.2795 |
1.2926 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3912 |
1.3799 |
1.3222 |
|
| R3 |
1.3591 |
1.3478 |
1.3133 |
|
| R2 |
1.3270 |
1.3270 |
1.3104 |
|
| R1 |
1.3157 |
1.3157 |
1.3074 |
1.3214 |
| PP |
1.2949 |
1.2949 |
1.2949 |
1.2977 |
| S1 |
1.2836 |
1.2836 |
1.3016 |
1.2893 |
| S2 |
1.2628 |
1.2628 |
1.2986 |
|
| S3 |
1.2307 |
1.2515 |
1.2957 |
|
| S4 |
1.1986 |
1.2194 |
1.2868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3061 |
1.2827 |
0.0234 |
1.8% |
0.0102 |
0.8% |
58% |
False |
False |
124,351 |
| 10 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0094 |
0.7% |
77% |
False |
False |
107,130 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0102 |
0.8% |
77% |
False |
False |
86,597 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0095 |
0.7% |
72% |
False |
False |
43,743 |
| 60 |
1.3092 |
1.2422 |
0.0670 |
5.2% |
0.0092 |
0.7% |
81% |
False |
False |
29,222 |
| 80 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0094 |
0.7% |
86% |
False |
False |
21,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3269 |
|
2.618 |
1.3161 |
|
1.618 |
1.3095 |
|
1.000 |
1.3054 |
|
0.618 |
1.3029 |
|
HIGH |
1.2988 |
|
0.618 |
1.2963 |
|
0.500 |
1.2955 |
|
0.382 |
1.2947 |
|
LOW |
1.2922 |
|
0.618 |
1.2881 |
|
1.000 |
1.2856 |
|
1.618 |
1.2815 |
|
2.618 |
1.2749 |
|
4.250 |
1.2642 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2960 |
1.2992 |
| PP |
1.2957 |
1.2982 |
| S1 |
1.2955 |
1.2972 |
|