CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2966 |
1.2999 |
0.0033 |
0.3% |
1.3046 |
| High |
1.3013 |
1.3003 |
-0.0010 |
-0.1% |
1.3054 |
| Low |
1.2949 |
1.2894 |
-0.0055 |
-0.4% |
1.2894 |
| Close |
1.3001 |
1.2910 |
-0.0091 |
-0.7% |
1.2910 |
| Range |
0.0064 |
0.0109 |
0.0045 |
70.3% |
0.0160 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.9% |
0.0000 |
| Volume |
89,914 |
98,729 |
8,815 |
9.8% |
382,073 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3263 |
1.3195 |
1.2970 |
|
| R3 |
1.3154 |
1.3086 |
1.2940 |
|
| R2 |
1.3045 |
1.3045 |
1.2930 |
|
| R1 |
1.2977 |
1.2977 |
1.2920 |
1.2957 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2925 |
| S1 |
1.2868 |
1.2868 |
1.2900 |
1.2848 |
| S2 |
1.2827 |
1.2827 |
1.2890 |
|
| S3 |
1.2718 |
1.2759 |
1.2880 |
|
| S4 |
1.2609 |
1.2650 |
1.2850 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3331 |
1.2998 |
|
| R3 |
1.3273 |
1.3171 |
1.2954 |
|
| R2 |
1.3113 |
1.3113 |
1.2939 |
|
| R1 |
1.3011 |
1.3011 |
1.2925 |
1.2982 |
| PP |
1.2953 |
1.2953 |
1.2953 |
1.2938 |
| S1 |
1.2851 |
1.2851 |
1.2895 |
1.2822 |
| S2 |
1.2793 |
1.2793 |
1.2881 |
|
| S3 |
1.2633 |
1.2691 |
1.2866 |
|
| S4 |
1.2473 |
1.2531 |
1.2822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3061 |
1.2894 |
0.0167 |
1.3% |
0.0083 |
0.6% |
10% |
False |
True |
98,372 |
| 10 |
1.3061 |
1.2709 |
0.0352 |
2.7% |
0.0095 |
0.7% |
57% |
False |
False |
107,063 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0103 |
0.8% |
65% |
False |
False |
94,763 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0097 |
0.7% |
61% |
False |
False |
48,452 |
| 60 |
1.3092 |
1.2534 |
0.0558 |
4.3% |
0.0093 |
0.7% |
67% |
False |
False |
32,365 |
| 80 |
1.3092 |
1.2213 |
0.0879 |
6.8% |
0.0094 |
0.7% |
79% |
False |
False |
24,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3466 |
|
2.618 |
1.3288 |
|
1.618 |
1.3179 |
|
1.000 |
1.3112 |
|
0.618 |
1.3070 |
|
HIGH |
1.3003 |
|
0.618 |
1.2961 |
|
0.500 |
1.2949 |
|
0.382 |
1.2936 |
|
LOW |
1.2894 |
|
0.618 |
1.2827 |
|
1.000 |
1.2785 |
|
1.618 |
1.2718 |
|
2.618 |
1.2609 |
|
4.250 |
1.2431 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2949 |
1.2954 |
| PP |
1.2936 |
1.2939 |
| S1 |
1.2923 |
1.2925 |
|