CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2917 |
1.2906 |
-0.0011 |
-0.1% |
1.3046 |
| High |
1.2936 |
1.2955 |
0.0019 |
0.1% |
1.3054 |
| Low |
1.2881 |
1.2859 |
-0.0022 |
-0.2% |
1.2894 |
| Close |
1.2913 |
1.2878 |
-0.0035 |
-0.3% |
1.2910 |
| Range |
0.0055 |
0.0096 |
0.0041 |
74.5% |
0.0160 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.1% |
0.0000 |
| Volume |
67,823 |
105,444 |
37,621 |
55.5% |
382,073 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3185 |
1.3128 |
1.2931 |
|
| R3 |
1.3089 |
1.3032 |
1.2904 |
|
| R2 |
1.2993 |
1.2993 |
1.2896 |
|
| R1 |
1.2936 |
1.2936 |
1.2887 |
1.2917 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2888 |
| S1 |
1.2840 |
1.2840 |
1.2869 |
1.2821 |
| S2 |
1.2801 |
1.2801 |
1.2860 |
|
| S3 |
1.2705 |
1.2744 |
1.2852 |
|
| S4 |
1.2609 |
1.2648 |
1.2825 |
|
|
| 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 |
1.3013 |
1.2859 |
0.0154 |
1.2% |
0.0078 |
0.6% |
12% |
False |
True |
94,569 |
| 10 |
1.3061 |
1.2749 |
0.0312 |
2.4% |
0.0098 |
0.8% |
41% |
False |
False |
108,765 |
| 20 |
1.3061 |
1.2625 |
0.0436 |
3.4% |
0.0094 |
0.7% |
58% |
False |
False |
99,907 |
| 40 |
1.3092 |
1.2625 |
0.0467 |
3.6% |
0.0097 |
0.7% |
54% |
False |
False |
52,765 |
| 60 |
1.3092 |
1.2568 |
0.0524 |
4.1% |
0.0093 |
0.7% |
59% |
False |
False |
35,249 |
| 80 |
1.3092 |
1.2387 |
0.0705 |
5.5% |
0.0092 |
0.7% |
70% |
False |
False |
26,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3363 |
|
2.618 |
1.3206 |
|
1.618 |
1.3110 |
|
1.000 |
1.3051 |
|
0.618 |
1.3014 |
|
HIGH |
1.2955 |
|
0.618 |
1.2918 |
|
0.500 |
1.2907 |
|
0.382 |
1.2896 |
|
LOW |
1.2859 |
|
0.618 |
1.2800 |
|
1.000 |
1.2763 |
|
1.618 |
1.2704 |
|
2.618 |
1.2608 |
|
4.250 |
1.2451 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2907 |
1.2931 |
| PP |
1.2897 |
1.2913 |
| S1 |
1.2888 |
1.2896 |
|