CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2965 |
1.2966 |
0.0001 |
0.0% |
1.2774 |
| High |
1.2988 |
1.3013 |
0.0025 |
0.2% |
1.3061 |
| Low |
1.2922 |
1.2949 |
0.0027 |
0.2% |
1.2740 |
| Close |
1.2962 |
1.3001 |
0.0039 |
0.3% |
1.3045 |
| Range |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0321 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
110,939 |
89,914 |
-21,025 |
-19.0% |
602,488 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3180 |
1.3154 |
1.3036 |
|
| R3 |
1.3116 |
1.3090 |
1.3019 |
|
| R2 |
1.3052 |
1.3052 |
1.3013 |
|
| R1 |
1.3026 |
1.3026 |
1.3007 |
1.3039 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.2994 |
| S1 |
1.2962 |
1.2962 |
1.2995 |
1.2975 |
| S2 |
1.2924 |
1.2924 |
1.2989 |
|
| S3 |
1.2860 |
1.2898 |
1.2983 |
|
| S4 |
1.2796 |
1.2834 |
1.2966 |
|
|
| 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 |
1.2922 |
0.0139 |
1.1% |
0.0079 |
0.6% |
57% |
False |
False |
104,533 |
| 10 |
1.3061 |
1.2687 |
0.0374 |
2.9% |
0.0088 |
0.7% |
84% |
False |
False |
103,827 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0101 |
0.8% |
86% |
False |
False |
90,118 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0095 |
0.7% |
81% |
False |
False |
45,990 |
| 60 |
1.3092 |
1.2459 |
0.0633 |
4.9% |
0.0092 |
0.7% |
86% |
False |
False |
30,720 |
| 80 |
1.3092 |
1.2177 |
0.0915 |
7.0% |
0.0094 |
0.7% |
90% |
False |
False |
23,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3285 |
|
2.618 |
1.3181 |
|
1.618 |
1.3117 |
|
1.000 |
1.3077 |
|
0.618 |
1.3053 |
|
HIGH |
1.3013 |
|
0.618 |
1.2989 |
|
0.500 |
1.2981 |
|
0.382 |
1.2973 |
|
LOW |
1.2949 |
|
0.618 |
1.2909 |
|
1.000 |
1.2885 |
|
1.618 |
1.2845 |
|
2.618 |
1.2781 |
|
4.250 |
1.2677 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2994 |
1.2997 |
| PP |
1.2988 |
1.2992 |
| S1 |
1.2981 |
1.2988 |
|